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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       12,344
COMMITMENTS
   3,569    3,811      415    8,300    8,113   12,284   12,339       60        5

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,508)
      92      185      -31    1,440    1,355    1,501    1,508        7       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.9     30.9      3.4     67.2     65.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12        9       13        9       29       24
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,863,828
COMMITMENTS
 970,780  200,888  1865896  3004420  3786096  5841096  5852880   22,732   10,948

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     39,651)
  61,880  -38,799  -26,842    8,163  106,651   43,201   41,010   -3,550   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      3.4     31.8     51.2     64.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      46       36       68      146      139      225      210
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,471,086
COMMITMENTS
 177,048   91,628  1521567  1770158  1854841  3468773  3468036    2,313    3,051

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:   -318,796)
  25,940   23,226 -193,395 -152,555 -150,237 -320,010 -320,405    1,214    1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.6     43.8     51.0     53.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      30       15       37       62       60      105       99
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,698
COMMITMENTS
  17,515    1,033    6,221  207,628  232,025  231,364  239,279   15,334    7,419

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,566)
    -837   -1,122    1,705    1,698    2,174    2,566    2,757        0     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.4      2.5     84.2     94.1     93.8     97.0      6.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        3        7       39       37       48       45
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,104
COMMITMENTS
   7,120      210    5,043  165,056  171,803  177,219  177,056    3,885    4,048

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,719)
   1,904   -1,110     -534    1,870    2,391    3,240      747   -1,521      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.1      2.8     91.1     94.9     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        4       33       35       39       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,104
COMMITMENTS
   7,605    6,764    6,593  200,811  203,084  215,009  216,441    8,095    6,663

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -336)
  -3,679   -1,623    1,417      -16   -1,491   -2,278   -1,697    1,942    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      3.0      3.0     90.0     91.0     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        7       33       34       40       41
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      794,122
COMMITMENTS
     794    2,587    4,582  782,961  783,114  788,337  790,283    5,785    3,839

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      5,832)
    -215      593     -475    6,464    5,164    5,774    5,282       58      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.3      0.6     98.6     98.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        5        7       56       45       64       52
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      256,136
COMMITMENTS
   1,614        0    1,986  242,055  246,788  245,655  248,774   10,481    7,362

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,877)
   1,026     -578     -570    3,925    5,654    4,381    4,506      496      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.8     94.5     96.4     95.9     97.1      4.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        2       26       36       28       38
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,216
COMMITMENTS
  12,990      398    4,319  212,550  222,507  229,859  227,224    5,357    7,992

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,517)
  -4,457     -489      256   10,116    5,447    5,915    5,214   -1,398     -697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.2      1.8     90.4     94.6     97.7     96.6      2.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        2        3       35       42       38       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,220
COMMITMENTS
   6,629    3,085    2,149   89,237   90,592   98,015   95,826    4,205    6,394

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,463)
    -344     -301     -298    5,466    4,078    4,824    3,479   -1,361      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      3.0      2.1     87.3     88.6     95.9     93.7      4.1      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       24       23       27       28
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      178,704
COMMITMENTS
   6,215   13,339    8,947  155,484  150,155  170,646  172,441    8,058    6,263

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      7,898)
  -2,562      825       37    9,999    8,574    7,474    9,436      424   -1,538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      7.5      5.0     87.0     84.0     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        5       29       28       35       33
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,264
COMMITMENTS
     655   10,119    1,697   59,374   47,188   61,726   59,004    6,538    9,260

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,938)
    -544      826      628    4,681    2,620    4,765    4,074     -827     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     14.8      2.5     87.0     69.1     90.4     86.4      9.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       21       17       24       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      156,891
COMMITMENTS
       0    2,278    2,706  151,421  148,479  154,127  153,463    2,764    3,428

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -2,197)
       0    1,753   -1,101   -1,247   -2,849   -2,348   -2,197      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.5      1.7     96.5     94.6     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        1        1       30       32       31       33
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,998
COMMITMENTS
       0      589        0   62,738   78,092   62,738   78,681   19,260    3,317

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         -2)
       0      -90        0      120      -67      120     -157     -122      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0     76.5     95.2     76.5     96.0     23.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       16       18       16       19
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      354,957
COMMITMENTS
  13,898    4,787    5,487  331,028  338,514  350,413  348,788    4,544    6,169

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     11,186)
    -122    3,111      278   10,752    8,036   10,908   11,425      278     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.3      1.5     93.3     95.4     98.7     98.3      1.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        5        3       44       41       48       47
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,421
COMMITMENTS
   3,439    1,620    4,887   73,377   72,377   81,703   78,884    4,718    7,537

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,412)
  -1,085    1,197      747      416   -1,354       78      590    1,334      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.9      5.7     84.9     83.7     94.5     91.3      5.5      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        5       22       23       27       28
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,104
COMMITMENTS
       0    7,771      374   49,613   48,154   49,987   56,299   14,117    7,805

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        814)
       0    2,017     -238      204   -1,769      -34       10      848      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.1      0.6     77.4     75.1     78.0     87.8     22.0     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       16       20       17       22
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      160,982
COMMITMENTS
  30,979        0       61  128,887  156,809  159,927  156,870    1,055    4,112

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     15,984)
  13,516        0     -488    2,536   15,774   15,564   15,286      420      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.2      0.0      0.0     80.1     97.4     99.3     97.4      0.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        0        1       24       32       29       33
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      137,334
COMMITMENTS
  37,210    8,835    1,146   97,936  126,522  136,292  136,503    1,042      831

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     25,460)
  12,747     -837      349   12,258   25,768   25,354   25,280      106      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.1      6.4      0.8     71.3     92.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        2        2       32       32       38       36
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,813
COMMITMENTS
     310        0        0   44,230   44,328   44,540   44,328      273      485

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      8,940)
       0        0        0    8,974    8,610    8,974    8,610      -34      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     98.7     98.9     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       17       26       18       26
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,571
COMMITMENTS
       0        0        0  127,267  131,012  127,267  131,012   14,304   10,559

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,634)
       0        0        0    2,716    1,341    2,716    1,341   -1,082      293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     89.9     92.5     89.9     92.5     10.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       28       26       28       26
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,166
COMMITMENTS
       0      244    3,296   63,865   61,421   67,161   64,961    3,005    5,205

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        406)
    -658      244      658      298     -906      298       -4      108      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      4.7     91.0     87.5     95.7     92.6      4.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       15       16       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,471
COMMITMENTS
       0    3,375    1,584   99,036  101,644  100,620  106,603    7,851    1,868

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        722)
       0       86      -68      670      582      602      600      120      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      1.5     91.3     93.7     92.8     98.3      7.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       27       27       29       30
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,008
COMMITMENTS
   2,388        0    2,212   96,516   95,783  101,116   97,995    4,892    8,013

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,776)
    -694        0      598    2,496    2,301    2,400    2,899      376     -123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      2.1     91.0     90.4     95.4     92.4      4.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       19       18       21
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,599
COMMITMENTS
       0    1,804      310   67,019   67,581   67,329   69,695    6,270    3,904

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,743)
       0        7     -279    2,746    3,170    2,467    2,898      276     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.4     91.1     91.8     91.5     94.7      8.5      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       19       13       20       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,246
COMMITMENTS
     240      211      341   20,149   20,050   20,730   20,602      516      644

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,370)
     240        0        0    2,130    2,282    2,370    2,282        0       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.0      1.6     94.8     94.4     97.6     97.0      2.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       15       13       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,715
COMMITMENTS
       0    1,214    1,845  113,685  114,240  115,530  117,299    5,185    3,416

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,122)
       0      465      154    2,601    2,106    2,755    2,725      367      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.5     94.2     94.6     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        2       20       19       22       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      310,123
COMMITMENTS
   3,744    5,519    7,647  289,970  290,956  301,361  304,122    8,762    6,001

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -1,394)
  -7,329      637    4,374    1,417   -6,458   -1,538   -1,447      144       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.8      2.5     93.5     93.8     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        4       35       34       40       39
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,936
COMMITMENTS
     364        0        0   17,417   17,202   17,781   17,202      155      734

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     97.1     95.9     99.1     95.9      0.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       13       14       13
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,852
COMMITMENTS
   2,244      260      806   32,764   34,266   35,814   35,332    1,038    1,520

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      6,990)
    -750      260      310    7,923    6,030    7,483    6,600     -493      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      0.7      2.2     88.9     93.0     97.2     95.9      2.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        3       15       18       21       21
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,091
COMMITMENTS
       0        0        0   36,059   36,302   36,059   36,302    2,032    1,789

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.7     95.3     94.7     95.3      5.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       17       13       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       51,590
COMMITMENTS
   1,624        0        0   48,556   50,732   50,180   50,732    1,410      858

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,550)
     720        0        0    2,070    2,585    2,790    2,585     -240      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      0.0     94.1     98.3     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        0       18       20       22       20
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      227,074
COMMITMENTS
  13,006   29,511    6,008  202,243  187,925  221,257  223,444    5,817    3,630

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      2,614)
  -3,158        0    1,266    4,206    1,622    2,314    2,888      300     -274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     13.0      2.6     89.1     82.8     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        5       35       32       41       39
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       75,840
COMMITMENTS
  12,315        0    1,583   54,470   71,825   68,368   73,408    7,472    2,432

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -632)
     994        0   -1,208   -2,075      937   -2,289     -271    1,657     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      0.0      2.1     71.8     94.7     90.1     96.8      9.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       15       18       16
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,114
COMMITMENTS
       0        0        0   87,109   86,142   87,109   86,142    2,005    2,972

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,374)
       0        0        0    1,676    2,436    1,676    2,436     -302   -1,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.8     96.7     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       21       24       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,036
COMMITMENTS
     791   15,179      710   82,641   74,410   84,142   90,299    8,894    2,737

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,246)
       0     -669       31     -435    3,052     -404    2,414    1,650   -1,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     16.3      0.8     88.8     80.0     90.4     97.1      9.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       21       24       22
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       16,898
COMMITMENTS
       0        0        0   16,224   16,047   16,224   16,047      674      851

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.0     95.0     96.0     95.0      4.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       15       10       15
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      180,285
COMMITMENTS
  24,572    8,891   17,873  137,245  153,121  179,690  179,885      595      400

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         62)
    -798      100      120      699      413       22      633       40     -572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      4.9      9.9     76.1     84.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      12        8       17       57       55       75       74
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       57,845
COMMITMENTS
   1,883      424    3,121   52,841   54,276   57,845   57,821        0       24

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        829)
    -278        6      584      523      215      829      805        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.7      5.4     91.3     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       28       28       32       32
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      489,638
COMMITMENTS
  15,004        0    5,742  468,892  483,896  489,638  489,638        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -10,146)
    -312        0        0   -9,834  -10,146  -10,146  -10,146        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      1.2     95.8     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       25       28       28       30
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,734,738
COMMITMENTS
 176,295   30,491   55,317  1503126  1648930  1734738  1734738       -0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      5,319)
 -11,748   -2,008    1,175   15,892    6,152    5,319    5,319       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      1.8      3.2     86.6     95.1    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        6        7       46       46       56       54
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,012
COMMITMENTS
     136    9,659    4,126   58,750   49,227   63,012   63,012        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -5,691)
       0     -526     -326   -5,365   -4,839   -5,691   -5,691        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     15.3      6.5     93.2     78.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        4        5       28       30       34       36
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      345,702
COMMITMENTS
     705    1,234   17,840  327,157  326,628  345,702  345,702        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -18,967)
       0      321        0  -18,967  -19,288  -18,967  -18,967        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.4      5.2     94.6     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       18       19       20       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      649,029
COMMITMENTS
  39,810  201,775   10,385  598,834  436,869  649,029  649,029        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,952)
     400   -9,360      800    2,752   12,512    3,952    3,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     31.1      1.6     92.3     67.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        2       26       25       32       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,411
COMMITMENTS
   5,395   21,188    1,787   43,631   27,549   50,813   50,524      598      887

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         11)
     292     -125     -167     -114      219       11      -73        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.5     41.2      3.5     84.9     53.6     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       24       26       28       31
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,837,565
COMMITMENTS
   7,840  1038605        0  1829725  798,960  1837565  1837565        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     16,000)
       0        0        0   16,000   16,000   16,000   16,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4     56.5      0.0     99.6     43.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       13       11       14       13
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      648,900
COMMITMENTS
       0  368,150        0  648,900  280,750  648,900  648,900        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     17,800)
       0    8,400        0   17,800    9,400   17,800   17,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     56.7      0.0    100.0     43.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       11       18       13
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      904,440
COMMITMENTS
       0    3,920        0  904,440  900,520  904,440  904,440        0        0

CHANGES FROM 08/20/13 (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      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       10       14       11
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      298,432
COMMITMENTS
  12,744    2,408    1,936  283,752  294,088  298,432  298,432        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -824)
    -808        0        0      -16     -824     -824     -824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.8      0.6     95.1     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       25       21       28       24
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       13,084
COMMITMENTS
   1,544      649      406   11,046   12,029   12,996   13,084       88        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -206)
       0       23      -40     -166     -189     -206     -206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.0      3.1     84.4     91.9     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        1       25       25       28       28
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,121,751
COMMITMENTS
       0   19,020   31,700  1090051  1071031  1121751  1121751        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -36,000)
       0   -8,000    8,000  -44,000  -36,000  -36,000  -36,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.7      2.8     97.2     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       14       13       15       14
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      328,975
COMMITMENTS
       0        0        0  328,975  328,975  328,975  328,975        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      8,500)
       0        0        0    8,500    8,500    8,500    8,500        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       20       14       20       14
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      217,640
COMMITMENTS
       0       50    1,600  216,040  215,990  217,640  217,640        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,575)
       0        0        0    1,575    1,575    1,575    1,575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.7     99.3     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       24       23       25
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,875
COMMITMENTS
     957    1,084      190   20,981   21,026   22,128   22,300    1,747    1,575

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         46)
    -103      -84       -1      150      129       46       44       -0        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.5      0.8     87.9     88.1     92.7     93.4      7.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       22       22       25       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,062,701
COMMITMENTS
  73,589  130,341  160,687  1828425  1771673  2062701  2062701        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    129,968)
  21,520    1,880    2,000  106,448  126,088  129,968  129,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.3      7.8     88.6     85.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       26       30       29
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      683,519
COMMITMENTS
       0  116,501   11,470  672,049  555,548  683,519  683,519        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     23,540)
       0    4,055   -3,635   27,175   23,120   23,540   23,540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.0      1.7     98.3     81.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        1       32       27       33       30
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,184,852
COMMITMENTS
       0        0        0  1184852  1184852  1184852  1184852        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     12,400)
       0        0        0   12,400   12,400   12,400   12,400        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       10       19       10
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      377,945
COMMITMENTS
   4,200        0        0  373,745  377,945  377,945  377,945        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      5,200)
       0        0        0    5,200    5,200    5,200    5,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.0     98.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       14       25       14
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      617,383
COMMITMENTS
 103,551   23,786   28,831  485,001  564,766  617,383  617,383        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     16,560)
  -5,513    1,625    4,982   17,091    9,953   16,560   16,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      3.9      4.7     78.6     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       29       31       32       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,879
COMMITMENTS
   6,800    4,794    1,204   34,598   36,735   42,602   42,733      277      146

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        890)
     547        1       44      299      845      890      890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.9     11.2      2.8     80.7     85.7     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        4       34       31       38       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,232
COMMITMENTS
   2,835      295      102   19,247   21,787   22,184   22,184       48       48

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        428)
       0       75        0      380      305      380      380       48       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      1.3      0.5     86.6     98.0     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       22       18       24       22
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      174,897
COMMITMENTS
  22,686        0      624  151,587  174,273  174,897  174,897        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -1,392)
   2,688   -1,680     -672   -3,408      960   -1,392   -1,392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      0.0      0.4     86.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       15       12       17       13
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      622,327
COMMITMENTS
   6,826   13,113   35,268  580,233  573,946  622,327  622,327        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,152)
  -9,360        0        0   10,512    1,152    1,152    1,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.1      5.7     93.2     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       26       18       28       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       31,794
COMMITMENTS
   3,392        0      173   28,184   31,218   31,749   31,391       45      403

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        301)
     236        0      -20       85      321      301      301        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.0      0.5     88.6     98.2     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       27       25       29       26
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        7,269
COMMITMENTS
       0      702       21    6,019    6,163    6,040    6,886    1,229      383

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.7      0.3     82.8     84.8     83.1     94.7     16.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       13       15       14       17
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       87,916
COMMITMENTS
       0    3,897        0   87,916   84,019   87,916   87,916        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,618)
       0        0        0    1,618    1,618    1,618    1,618        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.4      0.0    100.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       20,920
COMMITMENTS
   3,545      144       44   16,864   20,498   20,453   20,686      467      234

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:         65)
     510        0        0     -529       65      -19       65       84        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.9      0.7      0.2     80.6     98.0     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       20       22       24       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      322,290
COMMITMENTS
  49,757        0    1,560  270,973  320,730  322,290  322,290        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      3,986)
   2,384        0        0    1,602    3,986    3,986    3,986        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      0.0      0.5     84.1     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       21       20       24       21
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,812
COMMITMENTS
     896      320      337   15,174   16,048   16,407   16,705      405      107

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:        -14)
    -150      198       87       49     -299      -14      -14        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.9      2.0     90.3     95.5     97.6     99.4      2.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       23       25       26       29
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      226,267
COMMITMENTS
   5,169    4,680        0  221,098  221,587  226,267  226,267        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      5,140)
       0        0        0    5,140    5,140    5,140    5,140        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      2.1      0.0     97.7     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        0       19       17       21       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       29,621
COMMITMENTS
       0    1,143    2,923   26,698   25,555   29,621   29,621        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:       -825)
       0       27      -27     -798     -825     -825     -825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      9.9     90.1     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       21       22       22
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      177,628
COMMITMENTS
   1,584        0        0  176,044  177,628  177,628  177,628        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     -7,761)
       0        0        0   -7,761   -7,761   -7,761   -7,761        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       19       18       19
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      784,200
COMMITMENTS
       0   78,080        0  784,200  706,120  784,200  784,200        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     13,765)
       0        0        0   13,765   13,765   13,765   13,765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.0      0.0    100.0     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      243,620
COMMITMENTS
       0    8,500        0  243,620  235,120  243,620  243,620        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,255)
       0        0        0    4,255    4,255    4,255    4,255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       14       22       15
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      126,270
COMMITMENTS
       0    1,000        0  126,270  125,270  126,270  126,270        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      4,050)
       0    1,000        0    4,050    3,050    4,050    4,050        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:       22)
       0        1        0       16       12       16       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      229,325
COMMITMENTS
       0        0        0  229,325  229,325  229,325  229,325        0        0

CHANGES FROM 08/20/13 (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:       25)
       0        0        0       19       14       19       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      786,323
COMMITMENTS
       0        0        0  786,323  786,323  786,323  786,323        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      163,115
COMMITMENTS
     220        0        0  162,895  163,115  163,115  163,115        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,600)
       0        0        0    1,600    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       15       18       15
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      566,429
COMMITMENTS
       0        0        0  566,429  566,429  566,429  566,429        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       13       16       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      221,875
COMMITMENTS
   4,240        0        0  217,635  221,875  221,875  221,875        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       12       25       12
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      692,063
COMMITMENTS
       0        0        0  692,063  692,063  692,063  692,063        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       10       17       10
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,134,923
COMMITMENTS
       0    3,920        0  1134923  1131003  1134923  1134923        0        0

CHANGES FROM 08/20/13 (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      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19        9       19       10
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      309,235
COMMITMENTS
       0        0        0  309,235  309,235  309,235  309,235        0        0

CHANGES FROM 08/20/13 (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:       31)
       0        0        0       24       10       24       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,964,872
COMMITMENTS
 258,916        0        0  6705956  6964872  6964872  6964872        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    270,810)
       0        0        0  270,810  270,810  270,810  270,810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.0     96.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        0        0       38       37       41       37
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,313,565
COMMITMENTS
  66,330   13,200        0  2247235  2300365  2313565  2313565        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     70,950)
   1,000    9,000        0   69,950   61,950   70,950   70,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.6      0.0     97.1     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        0       42       39       47       40
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,797,428
COMMITMENTS
 568,543  576,001  112,325  2116559  2109102  2797428  2797428        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:    -10,750)
  -6,575      -30       30   -4,205  -10,750  -10,750  -10,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3     20.6      4.0     75.7     75.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        9        6       46       43       55       54
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,636,717
COMMITMENTS
 137,502  405,427  152,836  5346379  5076454  5636717  5634717        0    2,000

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:     98,848)
 -23,520        0   23,520   98,848   73,328   98,848   96,848        0    2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      7.2      2.7     94.8     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       35       31       40       37
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      606,605
COMMITMENTS
       0      510      330  606,275  605,765  606,605  606,605        0        0

CHANGES FROM 08/20/13 (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      0.1      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       30       14       31       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,096,118
COMMITMENTS
       0    9,914        0  2096118  2086204  2096118  2096118        0        0

CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST:      7,440)
       0        0        0    7,440    7,440    7,440    7,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       28       15       28       16
```

----

Updated August 30, 2013