```
 
 
CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       12,924
COMMITMENTS
   4,062    3,310      831    7,964    8,774   12,856   12,914       68       10

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:       -546)
     -15       60      -81     -443     -525     -539     -546       -7        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.4     25.6      6.4     61.6     67.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      10       12        9       14       10       30       25
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,512,546
COMMITMENTS
 904,454  217,763  1769440  2817918  3519083  5491812  5506286   20,734    6,260

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:   -184,829)
 -38,514   35,065  -25,138 -125,503 -196,096 -189,155 -186,169    4,326    1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.4      4.0     32.1     51.1     63.8     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      42       31       63      140      133      209      201
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,038,779
COMMITMENTS
 132,883   41,813  1318928  1585841  1676466  3037653  3037207    1,126    1,572

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:   -341,077)
 -26,409  -36,620 -187,929 -127,203 -117,622 -341,542 -342,172      465    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.4     43.4     52.2     55.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      104)
      28       16       37       56       55       97       95
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,248
COMMITMENTS
  13,113      215    9,523  207,383  229,928  230,019  239,666   15,229    5,582

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      7,810)
  -2,022      -54    1,991    8,174    5,602    8,143    7,539     -333      271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.1      3.9     84.6     93.8     93.8     97.7      6.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        2        6       37       39       46       45
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      172,876
COMMITMENTS
   8,930    1,053    3,865  156,923  167,024  169,718  171,942    3,158      934

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        948)
     648      610     -569      732    1,140      811    1,181      137     -233

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.6      2.2     90.8     96.6     98.2     99.5      1.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        3       39       39       45       42
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,202
COMMITMENTS
   8,544   12,685    6,085  203,939  203,872  218,568  222,642    8,634    4,560

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      8,259)
   1,411      205    1,192    5,070    8,902    7,673   10,299      586   -2,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.6      2.7     89.8     89.7     96.2     98.0      3.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        4       37       36       42       42
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      824,312
COMMITMENTS
   7,062    2,098    7,661  804,660  806,488  819,383  816,247    4,929    8,065

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     17,929)
   2,846     -764    1,573   14,116   11,981   18,535   12,790     -606    5,139

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.3      0.9     97.6     97.8     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       6        5        9       54       45       66       54
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,108
COMMITMENTS
   3,697        0    1,092  239,960  239,452  244,749  240,544    6,359   10,564

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -3,152)
     929     -472     -971   -4,391   -2,815   -4,433   -4,258    1,281    1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.4     95.6     95.4     97.5     95.8      2.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       26       30       29       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      269,392
COMMITMENTS
  10,907      372    4,910  248,491  258,319  264,308  263,601    5,084    5,791

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      4,702)
  -1,205       -6      613    5,356    3,974    4,764    4,581      -62      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.1      1.8     92.2     95.9     98.1     97.9      1.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        4       40       43       44       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       86,475
COMMITMENTS
   7,175    2,229    1,504   72,823   76,319   81,502   80,052    4,973    6,423

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -9,662)
   2,309      527     -842  -11,303   -8,869   -9,836   -9,184      174     -478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      2.6      1.7     84.2     88.3     94.2     92.6      5.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       27       22       30       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,951
COMMITMENTS
  15,733   17,629    9,336  134,377  132,372  159,446  159,337    9,505    9,614

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,957)
   1,320    1,213     -464    1,107   -1,120    1,963     -371       -6    2,328

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3     10.4      5.5     79.5     78.3     94.4     94.3      5.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        5       24       26       30       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,641
COMMITMENTS
       0   11,836    2,961   63,552   48,689   66,513   63,486    7,128   10,155

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,797)
       0      973     -468    2,595      694    2,127    1,199     -330      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.1      4.0     86.3     66.1     90.3     86.2      9.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       22       18       24       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,951
COMMITMENTS
     591        0    2,762  148,652  151,181  152,005  153,943    5,946    4,008

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      2,855)
    -219        0        0    3,074    2,855    2,855    2,855        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.7     94.1     95.7     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       28       32       29       33
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,478
COMMITMENTS
       0      465        0   67,597   79,664   67,597   80,129   14,881    2,349

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      4,984)
       0        0        0    5,048    5,476    5,048    5,476      -64     -492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.6      0.0     82.0     96.6     82.0     97.2     18.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       20       23       20       24
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      355,025
COMMITMENTS
     206    7,274    5,154  346,793  339,040  352,153  351,468    2,872    3,557

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      3,576)
     128    1,319      931    3,431    2,948    4,490    5,198     -914   -1,622

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.0      1.5     97.7     95.5     99.2     99.0      0.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       1        5        4       45       43       49       49
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,607
COMMITMENTS
   3,389    2,106    4,138   71,067   68,093   78,594   74,337    4,013    8,270

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,485)
    -223    2,019       20    1,795    1,236    1,592    3,275     -107   -1,790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      2.5      5.0     86.0     82.4     95.1     90.0      4.9     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        4       23       25       27       29
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,116
COMMITMENTS
   1,194    6,799      657   45,968   47,359   47,819   54,815   15,297    8,301

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      3,475)
       0      363       60    3,210    2,392    3,270    2,815      205      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9     10.8      1.0     72.8     75.0     75.8     86.8     24.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       14       18       16       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      185,898
COMMITMENTS
  53,978    7,843      780  129,849  173,722  184,607  182,345    1,291    3,553

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     22,152)
  13,998     -310      780    7,229   20,969   22,007   21,439      145      713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.0      4.2      0.4     69.8     93.5     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       8        4        1       28       32       36       37
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,782
COMMITMENTS
  68,703    8,304    1,489   95,619  155,941  165,811  165,734      971    1,048

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     23,507)
  13,523   -1,019    1,489    8,370   22,350   23,382   22,820      125      687

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.2      5.0      0.9     57.3     93.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        5        3       41       33       51       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,694
COMMITMENTS
       0      372        0   43,388   42,496   43,388   42,868      306      826

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:       -372)
       0        0        0     -433     -496     -433     -496       61      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0     99.3     97.3     99.3     98.1      0.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       14       22       14       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,494
COMMITMENTS
     806        0      403  129,751  133,762  130,960  134,165   13,534   10,329

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      4,657)
     585        0     -397    4,868    3,989    5,056    3,592     -399    1,065

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.3     89.8     92.6     90.6     92.9      9.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        0        1       31       25       32       26
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       15,779
COMMITMENTS
   1,458        0      216   11,208   15,136   12,882   15,352    2,897      427

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        558)
       0        0      124      771      434      895      558     -337        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      0.0      1.4     71.0     95.9     81.6     97.3     18.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       14       10       16       11
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,841
COMMITMENTS
     973        2    3,298   58,148   58,086   62,419   61,386    3,422    4,455

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        437)
    -333      -62      290      163       31      120      259      317      178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      5.0     88.3     88.2     94.8     93.2      5.2      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       13       16       15       18
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,832
COMMITMENTS
     257    2,183    2,488  110,240  109,373  112,985  114,044    4,847    3,788

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,572)
     229     -390      297     -365      903      161      810    1,411      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.9      2.1     93.6     92.8     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        3       27       27       30       30
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,076
COMMITMENTS
     595      785    1,217   39,661   38,321   41,473   40,323    2,603    3,753

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        519)
     422     -207     -331      488    1,151      579      613      -60      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.8      2.8     90.0     86.9     94.1     91.5      5.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       14       14       16       16
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,931
COMMITMENTS
   3,033        0    2,509  101,195   98,342  106,737  100,851    1,194    7,080

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      3,766)
   2,531     -732      227    4,823    3,909    7,581    3,404   -3,815      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      2.3     93.8     91.1     98.9     93.4      1.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       18       18       20       20
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,526
COMMITMENTS
       0    2,114        0   62,202   63,192   62,202   65,306    6,324    3,220

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         21)
       0      360        0      174     -401      174      -41     -153       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      0.0     90.8     92.2     90.8     95.3      9.2      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       17       12       17       13
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,410
COMMITMENTS
     370      249      210   20,252   20,372   20,832   20,831      578      579

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        217)
       0      -62        0      124      279      124      217       93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.2      1.0     94.6     95.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2        9       15       12       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,152
COMMITMENTS
       0    2,926    1,846  107,216  105,338  109,062  110,110    4,090    3,042

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -2,875)
    -107    2,241   -1,700   -1,135   -2,987   -2,942   -2,446       67     -429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      1.6     94.8     93.1     96.4     97.3      3.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        2       20       18       22       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      310,124
COMMITMENTS
      19   11,795    8,741  291,787  280,922  300,547  301,458    9,577    8,666

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,918)
  -1,115    4,005      198      -11   -3,434     -928      769    2,846    1,149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.8      2.8     94.1     90.6     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        3       34       30       37       34
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,336
COMMITMENTS
   1,314      384      186   34,767   35,682   36,267   36,252    1,069    1,084

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         31)
      -7       24      -24        0       31      -31       31       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.0      0.5     93.1     95.6     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        1       16       15       20       17
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,036
COMMITMENTS
       0        0        0   39,097   38,789   39,097   38,789      939    1,247

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        973)
       0        0        0      973      911      973      911        0       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.7     96.9     97.7     96.9      2.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       17       15       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       47,948
COMMITMENTS
   1,212      282       90   45,699   46,476   47,001   46,848      947    1,100

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        372)
     248        0        0      432      217      680      217     -308      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.6      0.2     95.3     96.9     98.0     97.7      2.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       20       20       23       21
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      234,652
COMMITMENTS
   6,284   30,036    5,765  216,909  193,484  228,958  229,285    5,694    5,367

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      3,216)
   1,532   -1,446     -901    2,557    3,896    3,188    1,549       28    1,667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     12.8      2.5     92.4     82.5     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        3        3       36       33       42       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       71,600
COMMITMENTS
  12,883        0    2,892   50,343   66,516   66,118   69,408    5,482    2,192

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      4,066)
     642        0      856    2,568    3,210    4,066    4,066        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      0.0      4.0     70.3     92.9     92.3     96.9      7.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       17       15       20       16
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       84,365
COMMITMENTS
       0        0        0   81,357   82,566   81,357   82,566    3,008    1,799

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,265)
       0        0        0      992    3,572      992    3,572      273   -2,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.4     97.9     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       22       23       22
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       91,375
COMMITMENTS
     431   19,514      680   81,655   69,833   82,766   90,027    8,609    1,348

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        -64)
       0    3,860     -332    1,130     -706      798    2,822     -862   -2,886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5     21.4      0.7     89.4     76.4     90.6     98.5      9.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        1       25       22       27       26
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      180,209
COMMITMENTS
  22,814    7,618   14,894  141,676  157,130  179,384  179,642      825      567

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      2,078)
     401     -517     -771    2,383    3,325    2,013    2,037       65       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      4.2      8.3     78.6     87.2     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      15        9       17       56       56       78       75
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,461
COMMITMENTS
   1,290      251    2,465   48,706   49,745   52,461   52,461        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -3,802)
    -505      -15     -538   -2,759   -3,225   -3,802   -3,778        0      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.5      4.7     92.8     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        4        3       27       23       31       28
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      455,014
COMMITMENTS
   2,468      321   20,950  431,596  433,743  455,014  455,014        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:    -39,402)
  -5,572      321    1,574  -35,404  -41,297  -39,402  -39,402        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.1      4.6     94.9     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       22       24       23       26
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,686,042
COMMITMENTS
  96,308    9,383   34,609  1555125  1642050  1686042  1686042        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      8,461)
 -16,168   -1,953    1,216   23,413    9,198    8,461    8,461       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.6      2.1     92.2     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        2        5       43       45       52       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,536
COMMITMENTS
     522    9,053    4,742   51,271   42,740   56,536   56,536       -0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        113)
      29    2,731   -1,271    1,436   -1,001      194      459      -81     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     16.0      8.4     90.7     75.6    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        4       28       27       34       34
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      341,275
COMMITMENTS
       0   50,452   12,865  328,410  277,958  341,275  341,275        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     16,826)
       0   22,903   -1,608   18,434   -4,469   16,826   16,826        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.8      3.8     96.2     81.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       20       20       22       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      590,545
COMMITMENTS
  23,339      775   14,903  552,303  574,867  590,545  590,545        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         63)
   1,265     -775      -57   -1,145      895       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.1      2.5     93.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        2       25       28       30       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,490
COMMITMENTS
   5,708      202    1,529   43,084   48,249   50,321   49,980      169      510

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        353)
    -147        0      168      416      162      437      330      -84       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      0.4      3.0     85.3     95.6     99.7     99.0      0.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        1       23       30       27       32
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,866,785
COMMITMENTS
       0    4,000        0  1866785  1862785  1866785  1866785        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     11,280)
       0        0        0   11,280   11,280   11,280   11,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       14       13       14       14
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      774,850
COMMITMENTS
       0   10,600        0  774,850  764,250  774,850  774,850        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      9,650)
       0        0        0    9,650    9,650    9,650    9,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       13       18       14
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      902,640
COMMITMENTS
       0    3,760        0  902,640  898,880  902,640  902,640        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     22,560)
       0    3,760        0   22,560   18,800   22,560   22,560        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:       24)
       0        1        0       14       12       14       13
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      292,784
COMMITMENTS
  12,336    2,376    1,184  279,264  289,224  292,784  292,784        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,512)
    -376     -376        0    1,888    1,888    1,512    1,512        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.8      0.4     95.4     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        2       24       19       27       22
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,265
COMMITMENTS
   1,405      645      230   10,481   10,939   12,116   11,814      149      451

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         70)
      23       -3        0       50       27       73       24       -3       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      5.3      1.9     85.5     89.2     98.8     96.3      1.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        1       22       21       26       24
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,038,335
COMMITMENTS
  31,460        0        0  1006875  1038335  1038335  1038335        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -2,632)
       0        0        0   -2,632   -2,632   -2,632   -2,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.0     97.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       15       17       15
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      293,795
COMMITMENTS
   1,150        0        0  292,645  293,795  293,795  293,795        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      7,570)
       0        0        0    7,570    7,570    7,570    7,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       12       18       12
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      212,675
COMMITMENTS
   4,225        0        0  208,450  212,675  212,675  212,675        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        935)
       0        0        0      935      935      935      935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       23       25       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,077
COMMITMENTS
     787    1,020      228   20,188   20,600   21,203   21,848    1,874    1,229

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         95)
     -58      -17       13      307       99      262       95     -168        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.4      1.0     87.5     89.3     91.9     94.7      8.1      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       22       21       25       24
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,411,284
COMMITMENTS
 123,285  163,485  163,263  2124736  2084536  2411284  2411284        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:    -18,172)
       0   -3,720        0  -18,172  -14,452  -18,172  -18,172        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      6.8      6.8     88.1     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       29       27       30       30
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      784,841
COMMITMENTS
       0   90,066   45,495  739,346  649,280  784,841  784,841        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      2,365)
       0      139      575    1,790    1,651    2,365    2,365        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.5      5.8     94.2     82.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        2       33       28       35       31
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,135,255
COMMITMENTS
       0        0        0  1135255  1135255  1135255  1135255        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     11,280)
       0        0        0   11,280   11,280   11,280   11,280        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:       26)
       0        0        0       21       11       21       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      371,505
COMMITMENTS
   4,200        0        0  367,305  371,505  371,505  371,505        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      2,300)
       0        0        0    2,300    2,300    2,300    2,300        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:       31)
       1        0        0       25       14       26       14
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      634,169
COMMITMENTS
 118,489        0   36,989  478,691  597,180  634,169  634,169        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      6,585)
   3,845     -812   -1,940    4,680    9,337    6,585    6,585        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      0.0      5.8     75.5     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        3       29       32       32       35
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,351
COMMITMENTS
   8,052    2,772    1,209   32,684   38,263   41,945   42,244      406      107

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         72)
     307        0     -128     -107      284       72      156        0      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.0      6.5      2.9     77.2     90.3     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        4       32       32       37       37
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,140
COMMITMENTS
   4,344      152      769   21,027   25,219   26,140   26,140        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,626)
   1,859       50     -228       -5    1,804    1,626    1,626        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.6      0.6      2.9     80.4     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       25       16       27       18
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      272,291
COMMITMENTS
 110,075        0        0  162,216  272,291  272,291  272,291        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      8,926)
   3,215        0        0    5,711    8,926    8,926    8,926        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.4      0.0      0.0     59.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       16       10       18       10
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      629,252
COMMITMENTS
   9,162    3,881   36,725  583,365  588,646  629,252  629,252        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      5,432)
       0     -752      752    4,680    5,432    5,432    5,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.6      5.8     92.7     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       26       19       28       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       35,063
COMMITMENTS
   3,384        0       60   31,344   34,562   34,788   34,622      275      441

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      3,303)
     -80        0       20    3,386    3,283    3,326    3,303      -23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      0.0      0.2     89.4     98.6     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        1       24       19       26       20
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       21,826
COMMITMENTS
   3,714      100       46   17,597   21,445   21,357   21,591      469      235

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:        124)
      45        0        0      313      124      358      124     -234        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.0      0.5      0.2     80.6     98.3     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       23       23       27       25
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      325,599
COMMITMENTS
  60,243        0      776  264,580  324,823  325,599  325,599        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      9,704)
       0        0     -408   10,112   10,112    9,704    9,704        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      0.0      0.2     81.3     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        1       22       20       26       21
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,951
COMMITMENTS
     808      430      251   14,615   14,866   15,674   15,547      277      404

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:         42)
       0        0        0       63       42       63       42      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.7      1.6     91.6     93.2     98.3     97.5      1.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       22       23       25       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      220,423
COMMITMENTS
   2,833        0        0  217,590  220,423  220,423  220,423        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:       -376)
       0        0        0     -376     -376     -376     -376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       20       15       22       15
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,824
COMMITMENTS
       0    2,257    2,352   22,472   20,139   24,824   24,748        0       76

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     -1,532)
       0      -27      -48   -1,460   -1,533   -1,508   -1,608      -24       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      9.5     90.5     81.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        1       21       19       22       20
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      144,505
COMMITMENTS
       0        0        0  144,505  144,505  144,505  144,505        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:    -18,692)
       0     -672        0  -18,692  -18,020  -18,692  -18,692        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       17       17       17
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      735,512
COMMITMENTS
       0   70,240        0  735,512  665,272  735,512  735,512        0        0

CHANGES FROM 09/24/13 (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      9.5      0.0    100.0     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       11       16       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      222,805
COMMITMENTS
       0    6,850        0  222,805  215,955  222,805  222,805        0        0

CHANGES FROM 09/24/13 (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      3.1      0.0    100.0     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       12       21       13
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      125,255
COMMITMENTS
       0    1,000        0  125,255  124,255  125,255  125,255        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      1,500)
       0        0        0    1,500    1,500    1,500    1,500        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:       21)
       0        1        0       17       12       17       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      230,065
COMMITMENTS
       0        0        0  230,065  230,065  230,065  230,065        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      2,225)
       0        0        0    2,225    2,225    2,225    2,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       11       18       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      778,363
COMMITMENTS
       0        0        0  778,363  778,363  778,363  778,363        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        7       15        7
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      148,935
COMMITMENTS
       0        0        0  148,935  148,935  148,935  148,935        0        0

CHANGES FROM 09/24/13 (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:       24)
       0        0        0       16       14       16       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      531,933
COMMITMENTS
       0        0        0  531,933  531,933  531,933  531,933        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      201,345
COMMITMENTS
   3,800        0        0  197,545  201,345  201,345  201,345        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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:       27)
       1        0        0       21       13       22       13
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      651,687
COMMITMENTS
       0        0        0  651,687  651,687  651,687  651,687        0        0

CHANGES FROM 09/24/13 (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 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,060,560
COMMITMENTS
       0        0        0  1060560  1060560  1060560  1060560        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     15,333)
       0        0        0   15,333   15,333   15,333   15,333        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17        9       17        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      281,030
COMMITMENTS
       0        0        0  281,030  281,030  281,030  281,030        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:      4,895)
       0        0        0    4,895    4,895    4,895    4,895        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:       30)
       0        0        0       23       10       23       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,835,200
COMMITMENTS
 197,532        0      800  6636868  6834400  6835200  6835200        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     49,043)
       0        0        0   49,043   49,043   49,043   49,043        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      0.0     97.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        1       38       36       41       37
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,276,515
COMMITMENTS
  47,385   13,600      400  2228730  2262515  2276515  2276515        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     34,625)
     345    4,600        0   34,280   30,025   34,625   34,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.6      0.0     97.9     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        1       40       37       44       39
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,881,339
COMMITMENTS
 573,490  343,552  101,969  2205879  2435818  2881339  2881339        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     26,621)
  -7,095  -11,678    1,483   32,233   36,816   26,621   26,621       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9     11.9      3.5     76.6     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        8        6       44       42       53       52
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,296,518
COMMITMENTS
 153,451  140,615  147,061  5996006  6008842  6296518  6296518        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     88,968)
    -802   23,400        0   89,770   65,568   88,968   88,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.2      2.3     95.2     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       35       29       39       34
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      608,435
COMMITMENTS
       0      840        0  608,435  607,595  608,435  608,435        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     22,925)
       0        0        0   22,925   22,925   22,925   22,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       27       13       27       14
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,203,587
COMMITMENTS
       0    5,210        0  2203587  2198377  2203587  2203587        0        0

CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST:     60,450)
       0        0        0   60,450   60,450   60,450   60,450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       28       15       28       16
```

----

Updated October 25, 2013