```
 
 
CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       14,244
COMMITMENTS
   4,241    3,618      893    9,060    9,714   14,193   14,224       51       20

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        674)
     196      -73      -70      531      817      657      674       17        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     25.4      6.3     63.6     68.2     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      11       12        9       13       10       30       25
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,498,631
COMMITMENTS
 720,472  198,623  1693068  3067333  3605509  5480873  5497200   17,758    1,431

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:   -110,541)
 -84,073   36,083  -95,099   74,941  -43,619 -104,231 -102,635   -6,310   -7,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      3.6     30.8     55.8     65.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      41       35       63      143      132      215      200
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,854,258
COMMITMENTS
  97,435   43,619  1229433  1526634  1580033  2853502  2853085      757    1,174

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:   -273,239)
 -34,036   -2,027 -148,173  -90,811 -123,121 -273,020 -273,320     -219       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.5     43.1     53.5     55.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      107)
      24       19       36       60       59      101       97
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,310
COMMITMENTS
  14,439    3,482   11,151  193,980  213,746  219,570  228,379   16,740    7,931

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,945)
   2,461      614   -1,448    2,947    4,535    3,960    3,701      -15      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      1.5      4.7     82.1     90.5     92.9     96.6      7.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        5       28       30       34       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,743
COMMITMENTS
   3,362    3,410    4,185  164,755  164,251  172,302  171,846    3,441    3,897

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      5,457)
    -860     -316     -749    6,944    7,558    5,335    6,493      122   -1,036

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      1.9      2.4     93.7     93.5     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        5       34       35       40       41
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,062
COMMITMENTS
  13,572   13,123    6,189  208,474  209,698  228,235  229,010   11,827   11,052

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      7,132)
   1,107     -548   -1,649    7,094    6,622    6,552    4,425      580    2,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      5.5      2.6     86.8     87.4     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        4       27       27       32       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      807,784
COMMITMENTS
   9,682    1,250    4,930  787,824  795,916  802,436  802,096    5,348    5,688

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      8,954)
    -691    1,013      338    9,187    6,627    8,834    7,978      120      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      0.6     97.5     98.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        3        6       49       40       59       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,612
COMMITMENTS
   2,771    8,502    2,338  232,274  232,039  237,383  242,879    8,229    2,733

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      4,830)
     804    1,466    1,031    5,219    3,307    7,054    5,804   -2,224     -974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.5      1.0     94.6     94.5     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       28       33       32       37
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,792
COMMITMENTS
   4,251    1,612    3,749  248,203  250,633  256,203  255,994    5,589    5,798

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,294)
       3      317       -8    5,973    2,955    5,968    3,264   -2,674       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.6      1.4     94.8     95.7     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        1        4       38       40       43       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       70,853
COMMITMENTS
   7,097        0    2,286   53,915   61,972   63,298   64,258    7,555    6,595

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        713)
  -2,100        0      723    1,779      330      402    1,053      311     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      3.2     76.1     87.5     89.3     90.7     10.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       21       20       24       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      171,766
COMMITMENTS
  18,589   20,203    8,289  135,982  138,786  162,860  167,278    8,906    4,488

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,236)
    -437     -451      842    2,683    3,103    3,088    3,494      148     -258

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8     11.8      4.8     79.2     80.8     94.8     97.4      5.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        7       23       28       30       35
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,940
COMMITMENTS
   1,434    6,962    4,828   67,032   58,332   73,294   70,122    7,646   10,818

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,567)
    -398      -98      737    2,390    2,129    2,729    2,768     -162     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      8.6      6.0     82.8     72.1     90.6     86.6      9.4     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       17       15       20       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,533
COMMITMENTS
   1,508        0    2,034  150,022  150,944  153,564  152,978    3,969    4,555

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        855)
    -209        0     -424    1,458      423      825       -1       30      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      1.3     95.2     95.8     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       26       28       27       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,459
COMMITMENTS
       0        0        0   71,756   83,637   71,756   83,637   14,703    2,822

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,367)
       0        0        0    5,339    2,731    5,339    2,731   -1,972      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     83.0     96.7     83.0     96.7     17.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       25       22       25
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,218
COMMITMENTS
   1,574        0        0   17,978   19,482   19,552   19,482      666      736

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,010)
     270        0        0    1,472    1,950    1,742    1,950      268       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.0      0.0     88.9     96.4     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       12       20       15       20
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      326,361
COMMITMENTS
   3,647    3,019    3,964  313,097  315,076  320,708  322,059    5,653    4,302

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,989)
   2,103     -832     -501   -1,519    3,136       83    1,803    1,906      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.9      1.2     95.9     96.5     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        2        3       45       38       49       43
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,226
COMMITMENTS
   3,229   11,270    3,775   76,731   63,703   83,735   78,748    4,491    9,478

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,733)
  -1,971      432      643    5,960    2,444    4,632    3,519   -1,899     -786

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     12.8      4.3     87.0     72.2     94.9     89.3      5.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       23       23       26       28
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,801
COMMITMENTS
     386    5,327    1,651   41,768   39,288   43,805   46,266   12,996   10,535

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      9.4      2.9     73.5     69.2     77.1     81.5     22.9     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       13       12       15       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      207,517
COMMITMENTS
  74,766    8,850        0  131,550  195,715  206,316  204,565    1,201    2,952

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     41,798)
  18,000    3,810        0   22,988   37,598   40,988   41,408      810      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    36.0      4.3      0.0     63.4     94.3     99.4     98.6      0.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10        4        0       29       31       39       35
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      209,506
COMMITMENTS
  96,660   16,273    1,200  111,033  190,954  208,893  208,427      613    1,079

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     46,848)
  17,016    3,390    1,014   29,038   42,419   47,068   46,823     -220       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    46.1      7.8      0.6     53.0     91.1     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10        7        3       40       38       52       46
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,206
COMMITMENTS
       0      372        0   41,475   40,281   41,475   40,653      731    1,553

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      7,308)
       0        0        0    7,068    6,824    7,068    6,824      240      484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     98.3     95.4     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       15       23       15       24
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,172
COMMITMENTS
       0    3,165      450  116,165  115,241  116,615  118,856   14,557   12,316

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:          7)
       0     -107       31      397     -747      428     -823     -421      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.3     88.6     87.9     88.9     90.6     11.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       25       24       26       26
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       19,225
COMMITMENTS
   5,550        0      336   10,562   18,100   16,448   18,436    2,777      789

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,380)
    -330        0      150    1,410      812    1,230      962      150      418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9      0.0      1.7     54.9     94.1     85.6     95.9     14.4      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       17       13       20       14
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,968
COMMITMENTS
   1,571    3,664    1,296  111,631  104,264  114,498  109,224    4,470    9,744

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,935)
     744      120     -350    2,511    2,527    2,905    2,297       30      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      3.1      1.1     93.8     87.6     96.2     91.8      3.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       26       24       28       28
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,075
COMMITMENTS
   3,181        0      270   92,069   91,719   95,520   91,989    4,555    8,086

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        361)
  -1,541        0   -1,078      609      580   -2,010     -498    2,371      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.3     92.0     91.7     95.4     91.9      4.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       18       14       19       15
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,514
COMMITMENTS
       0    2,114        0   56,963   59,470   56,963   61,584    7,551    2,930

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,754)
       0        0        0      511    1,634      511    1,634    1,243      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     88.3     92.2     88.3     95.5     11.7      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       12       16       13
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,240
COMMITMENTS
   1,633      279        0   24,272   25,502   25,905   25,781      335      459

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      6,444)
     150        0        0    6,114    6,264    6,264    6,264      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      1.1      0.0     92.5     97.2     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       16       12       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,073
COMMITMENTS
     167      706    1,459  101,158  101,178  102,784  103,343    4,289    3,730

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:       -187)
     167   -1,548      -71     -223      737     -127     -882      -60      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.7      1.4     94.5     94.5     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       19       17       22       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      312,407
COMMITMENTS
   2,446   10,556    9,981  289,994  285,268  302,421  305,805    9,986    6,602

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     11,460)
    -100    2,478      427   12,870   10,640   13,197   13,545   -1,737   -2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.4      3.2     92.8     91.3     96.8     97.9      3.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       30       30       35       35
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,443
COMMITMENTS
   1,313    4,589       31   35,878   33,423   37,222   38,043    1,221      400

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,763)
       0    3,690        0    3,651       43    3,651    3,733      112       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     11.9      0.1     93.3     86.9     96.8     99.0      3.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       18       16       21       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,028
COMMITMENTS
     820      792       62   44,350   44,406   45,232   45,260      796      768

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,370)
     448        0       62    2,228    2,160    2,738    2,222     -368      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.7      0.1     96.4     96.5     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        1       20       22       22       25
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      231,824
COMMITMENTS
   4,844   31,633    3,849  213,914  194,479  222,607  229,961    9,217    1,863

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        225)
  -2,261    1,181   -2,377    4,791    4,105      153    2,909       72   -2,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     13.6      1.7     92.3     83.9     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        4        4       35       36       41       42
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       69,499
COMMITMENTS
  10,125        0    2,140   53,651   64,008   65,916   66,148    3,583    3,351

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        666)
     -66        0      -88      520    1,088      366    1,000      300     -334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6      0.0      3.1     77.2     92.1     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       18       14       21       15
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,196
COMMITMENTS
       0        0        0   75,302   74,997   75,302   74,997    4,894    5,199

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        851)
       0        0        0    1,279      393    1,279      393     -428      458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.9     93.5     93.9     93.5      6.1      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       17       19       17
 
 
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,362
COMMITMENTS
   4,016      870        0   27,136   31,008   31,152   31,878    1,210      484

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      2.7      0.0     83.9     95.8     96.3     98.5      3.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       13       17       14
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,926
COMMITMENTS
   2,436   14,852      999   82,984   75,187   86,419   91,038    8,507    3,888

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,512)
     304   -1,796      168    1,754    3,369    2,226    1,741      286      771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     15.6      1.1     87.4     79.2     91.0     95.9      9.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       24       18       26       21
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      181,998
COMMITMENTS
  17,687    8,312   14,553  149,078  158,644  181,318  181,508      680      490

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        544)
  -1,956    1,422      -46    2,603     -762      601      614      -57      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      4.6      8.0     81.9     87.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      12       10       15       54       52       72       71
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       54,464
COMMITMENTS
   1,322      776    2,771   50,371   50,917   54,464   54,464        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        686)
    -324      449      127      883      110      686      686        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      1.4      5.1     92.5     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        3        2       29       25       31       29
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      481,913
COMMITMENTS
   2,824      271   24,697  454,392  456,945  481,913  481,913        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,877)
  -1,499        0    1,220    2,156      657    1,877    1,877        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.1      5.1     94.3     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       22       25       24       27
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,656,648
COMMITMENTS
  67,352   15,748   29,476  1559820  1611424  1656648  1656648        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     20,119)
  -8,643       32     -408   29,170   20,495   20,119   20,119        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.0      1.8     94.2     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        5        6       43       46       52       53
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       54,375
COMMITMENTS
     768   10,620    4,089   49,518   39,666   54,375   54,375       -0       -0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     -1,799)
     431      740     -709   -1,522   -1,831   -1,799   -1,799       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4     19.5      7.5     91.1     72.9    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        3       28       24       34       30
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      327,815
COMMITMENTS
       0   57,817   14,434  313,381  255,564  327,815  327,815        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,929)
       0    1,692        0    1,929      237    1,929    1,929        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.6      4.4     95.6     78.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       16       18       18       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      556,332
COMMITMENTS
  26,516        0   10,486  519,330  545,846  556,332  556,332        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,233)
    -802        0      802    2,233    1,431    2,233    2,233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.0      1.9     93.3     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       23       29       27       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,334
COMMITMENTS
   4,829      716    1,669   43,730   48,628   50,228   51,013    1,106      321

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        278)
    -126       -1      169     -104      110      -61      278      339        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      1.4      3.3     85.2     94.7     97.8     99.4      2.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       25       30       29       33
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,888,115
COMMITMENTS
       0        0        0  1888115  1888115  1888115  1888115        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     36,090)
       0        0        0   36,090   36,090   36,090   36,090        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      834,100
COMMITMENTS
       0    9,600        0  834,100  824,500  834,100  834,100        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     49,900)
       0        0        0   49,900   49,900   49,900   49,900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0    100.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       13       17       14
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      932,320
COMMITMENTS
       0    7,760        0  932,320  924,560  932,320  932,320        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     20,000)
       0        0        0   20,000   20,000   20,000   20,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0    100.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       16       12       16       14
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      294,688
COMMITMENTS
  13,480    1,184    1,160  280,048  292,344  294,688  294,688        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     12,192)
       0        0        0   12,192   12,192   12,192   12,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.4      0.4     95.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       22       20       25       22
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,560
COMMITMENTS
   1,386      685      272   12,689   13,149   14,347   14,106      213      454

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:         24)
     -40        0       20       24        4        4       24       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      4.7      1.9     87.1     90.3     98.5     96.9      1.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       20       18       24       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,153,045
COMMITMENTS
  27,460        0        0  1125585  1153045  1153045  1153045        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    -12,030)
       0        0        0  -12,030  -12,030  -12,030  -12,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     97.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       16       16       16
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      336,195
COMMITMENTS
   2,150        0        0  334,045  336,195  336,195  336,195        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      4,000)
       0        0        0    4,000    4,000    4,000    4,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       13       18       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      208,425
COMMITMENTS
   4,225        0        0  204,200  208,425  208,425  208,425        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       22       25       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,067
COMMITMENTS
   1,245    1,248      229   20,714   21,417   22,188   22,894    1,880    1,173

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        184)
     -17      308       20      181     -185      184      143       -0       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      5.2      1.0     86.1     89.0     92.2     95.1      7.8      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       22       20       24       22
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,529,854
COMMITMENTS
  89,973  182,872  181,477  2258404  2165505  2529854  2529854        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    109,093)
 -23,400   -5,760   20,239  112,254   94,614  109,093  109,093        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      7.2      7.2     89.3     85.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       28       29       29       32
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      810,208
COMMITMENTS
   1,450   90,976   43,835  764,923  675,397  810,208  810,208        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     25,383)
       0    8,142        0   25,383   17,241   25,383   25,383        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     11.2      5.4     94.4     83.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       33       29       35       32
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,196,091
COMMITMENTS
       0        0        0  2196091  2196091  2196091  2196091        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:  1,127,280)
       0        0        0  1127280  1127280  1127280  1127280        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:       27)
       0        0        0       21       11       21       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      651,805
COMMITMENTS
   2,200        0        0  649,605  651,805  651,805  651,805        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    307,050)
       0        0        0  307,050  307,050  307,050  307,050        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:       30)
       1        0        0       25       12       26       12
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      589,399
COMMITMENTS
 127,712    1,140   22,144  439,543  566,115  589,399  589,399        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    -15,876)
  -7,926        0     -744   -7,206  -15,132  -15,876  -15,876        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.7      0.2      3.8     74.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        3       31       31       34       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,364
COMMITMENTS
   7,586    2,775    1,220   32,089   37,282   40,895   41,277      469       87

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:       -626)
    -961       44      133      205     -739     -623     -562       -3      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      6.7      2.9     77.6     90.1     98.9     99.8      1.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       30       34       35       38
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,563
COMMITMENTS
   5,132       50      538   19,893   24,975   25,563   25,563        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        231)
     385      -75     -154        0      460      231      231        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      0.2      2.1     77.8     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       13       24       15
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      264,753
COMMITMENTS
 109,095      688      665  154,993  263,400  264,753  264,753        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,613)
     986     -642        0    2,627    4,255    3,613    3,613        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      0.3      0.3     58.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14        9       16       11
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      591,843
COMMITMENTS
   6,898    1,193   33,125  551,820  557,525  591,843  591,843        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    -29,582)
  -4,664     -802        0  -24,918  -28,780  -29,582  -29,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      5.6     93.2     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       21       29       23
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       31,319
COMMITMENTS
   5,229        0       20   25,240   30,642   30,489   30,662      830      657

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     -5,299)
     -25        0        0   -5,274   -5,279   -5,299   -5,279        0      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.7      0.0      0.1     80.6     97.8     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       24       19       27       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        7,418
COMMITMENTS
       0      660       21    6,124    6,312    6,145    6,993    1,273      425

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        477)
       0       84        0      434      435      434      519       43      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.3     82.6     85.1     82.8     94.3     17.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       17       14       20
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,302
COMMITMENTS
   4,256        0       46   17,870   22,021   22,172   22,067      130      235

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,030)
      31        0        0      999    1,030    1,030    1,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      0.0      0.2     80.1     98.7     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        0        1       24       25       30       26
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      328,565
COMMITMENTS
  59,448        0      376  268,741  328,189  328,565  328,565        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     16,035)
     802        0        0   15,233   16,035   16,035   16,035        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.0      0.1     81.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        1       23       19       27       20
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,378
COMMITMENTS
     808      233      275   16,146   16,549   17,229   17,057      149      321

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,458)
       0      105       42    1,500    1,098    1,542    1,245      -84      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.3      1.6     92.9     95.2     99.1     98.2      0.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       24       23       28       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      212,416
COMMITMENTS
   2,033        0        0  210,383  212,416  212,416  212,416        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     16,976)
       0        0        0   16,976   16,976   16,976   16,976        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       19       16       21       16
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,824
COMMITMENTS
       0    1,206    2,763   23,061   21,855   25,824   25,824        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        409)
       0        0        0      409      409      409      409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7     10.7     89.3     84.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       21       19       22       20
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      144,826
COMMITMENTS
       0        0        0  144,826  144,826  144,826  144,826        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:        321)
       0        0        0      321      321      321      321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       17       17       17
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      719,073
COMMITMENTS
       0   62,240        0  719,073  656,833  719,073  719,073        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     17,875)
       0        0        0   17,875   17,875   17,875   17,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.0    100.0     91.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      216,890
COMMITMENTS
       0    5,350        0  216,890  211,540  216,890  216,890        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      3,675)
       0        0        0    3,675    3,675    3,675    3,675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       13       22       14
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      226,165
COMMITMENTS
       0        0        0  226,165  226,165  226,165  226,165        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0    1,050    1,050    1,050    1,050        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:       24)
       0        0        0       19       12       19       12
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      754,363
COMMITMENTS
       0        0        0  754,363  754,363  754,363  754,363        0        0

CHANGES FROM 10/22/13 (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        6       15        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      154,295
COMMITMENTS
       0        0        0  154,295  154,295  154,295  154,295        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     15,260)
       0        0        0   15,260   15,260   15,260   15,260        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:       24)
       0        0        0       16       14       16       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      581,714
COMMITMENTS
       0        0        0  581,714  581,714  581,714  581,714        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     78,981)
       0        0        0   78,981   78,981   78,981   78,981        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 PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      207,145
COMMITMENTS
   3,400        0        0  203,745  207,145  207,145  207,145        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     13,970)
       0        0        0   13,970   13,970   13,970   13,970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     98.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       16       21       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      678,879
COMMITMENTS
       0        0        0  678,879  678,879  678,879  678,879        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:     51,656)
       0        0        0   51,656   51,656   51,656   51,656        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       19       12       19       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,019,000
COMMITMENTS
       0        0        0  1019000  1019000  1019000  1019000        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      4,080)
       0        0        0    4,080    4,080    4,080    4,080        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:       24)
       0        0        0       18        9       18        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      266,385
COMMITMENTS
       0        0        0  266,385  266,385  266,385  266,385        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      5,530)
       0        0        0    5,530    5,530    5,530    5,530        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:       29)
       0        0        0       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    7,212,578
COMMITMENTS
 202,972        0        0  7009606  7212578  7212578  7212578        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    185,866)
  13,440        0        0  172,426  185,866  185,866  185,866        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     97.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       39       32       42       32
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,472,285
COMMITMENTS
  56,685    4,600        0  2415600  2467685  2472285  2472285        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:    210,635)
  12,600        0        0  198,035  210,635  210,635  210,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.2      0.0     97.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        1        0       38       37       43       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,953,939
COMMITMENTS
 577,690  370,354   99,903  2276347  2483682  2953939  2953939        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,254)
   8,395   20,621   -4,662   -1,479  -13,705    2,254    2,254        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.6     12.5      3.4     77.1     84.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        9        7       44       42       54       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,409,775
COMMITMENTS
 164,779  181,255  157,116  6087880  6071404  6409775  6409775        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:       -619)
  -9,360   46,640    9,360     -619  -56,619     -619     -619        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.8      2.5     95.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       36       32       40       37
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      606,345
COMMITMENTS
       0      640        0  606,345  605,705  606,345  606,345        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      2,650)
       0        0        0    2,650    2,650    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       30       13       30       14
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,150,752
COMMITMENTS
       0    4,410        0  2150752  2146342  2150752  2150752        0        0

CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST:      8,020)
       0        0        0    8,020    8,020    8,020    8,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       30       15       30       16
```

----

Updated November 6, 2013