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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       12,729
COMMITMENTS
   3,940    3,248      845    7,866    8,626   12,652   12,719       77       10

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -196)
    -122      -62       14      -97     -148     -205     -196        9        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.0     25.5      6.6     61.8     67.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       11        9       14       10       30       24
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,521,978
COMMITMENTS
 846,604  173,848  1805713  2850585  3535551  5502902  5515112   19,076    6,866

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:      9,432)
 -57,850  -43,915   36,273   32,667   16,468   11,090    8,826   -1,658      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.3      3.1     32.7     51.6     64.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      43       35       65      141      131      212      204
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,087,392
COMMITMENTS
 132,777   48,668  1337259  1616227  1699938  3086263  3085865    1,129    1,527

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     48,613)
    -106    6,855   18,330   30,386   23,473   48,610   48,658        3      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.6     43.3     52.3     55.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      28       16       38       59       57      100       98
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,251
COMMITMENTS
  11,797      226    9,690  184,018  202,999  205,505  212,915   16,746    9,336

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -22,997)
  -1,316       11      167  -23,365  -26,929  -24,514  -26,751    1,517    3,754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.1      4.4     82.8     91.3     92.5     95.8      7.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        6       27       29       35       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,417
COMMITMENTS
   5,540    1,177    3,209  148,142  155,374  156,891  159,760    4,526    1,657

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -11,459)
  -3,390      124     -656   -8,781  -11,650  -12,827  -12,182    1,368      723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.7      2.0     91.8     96.3     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        3       35       37       40       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,675
COMMITMENTS
  10,854   11,892    4,578  196,822  200,069  212,254  216,539    9,421    5,136

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -5,527)
   2,310     -793   -1,507   -7,117   -3,803   -6,314   -6,103      787      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      5.4      2.1     88.8     90.3     95.8     97.7      4.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        5       28       31       35       37
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      785,979
COMMITMENTS
   8,375    1,307    5,587  764,216  774,592  778,178  781,486    7,801    4,493

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -38,333)
   1,313     -791   -2,074  -40,444  -31,896  -41,205  -34,761    2,872   -3,572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.2      0.7     97.2     98.6     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        8       46       39       56       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,487
COMMITMENTS
   2,060        0    1,625  224,452  228,349  228,137  229,974    9,350    7,513

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -13,621)
  -1,637        0      533  -15,508  -11,103  -16,612  -10,570    2,991   -3,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.7     94.5     96.2     96.1     96.8      3.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       25       29       27       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,918
COMMITMENTS
  10,257    1,392    4,447  227,598  238,135  242,302  243,974    5,616    3,944

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -21,474)
    -650    1,020     -463  -20,893  -20,184  -22,006  -19,627      532   -1,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.6      1.8     91.8     96.1     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       32       40       36       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,654
COMMITMENTS
   7,147        0    1,008   53,630   61,858   61,785   62,866    7,869    6,788

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -16,821)
     -28   -2,229     -496  -19,193  -14,461  -19,717  -17,186    2,896      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      1.4     77.0     88.8     88.7     90.3     11.3      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       19       17       21       18
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,489
COMMITMENTS
  16,189   19,660    7,733  123,885  124,508  147,807  151,901   10,682    6,588

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -10,462)
     456    2,031   -1,603  -10,492   -7,864  -11,639   -7,436    1,177   -3,026

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     12.4      4.9     78.2     78.6     93.3     95.8      6.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        6       21       26       27       33
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,001
COMMITMENTS
       0    9,847    3,977   59,990   47,303   63,967   61,127    7,034    9,874

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -2,640)
       0   -1,989    1,016   -3,562   -1,386   -2,546   -2,359      -94     -281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     13.9      5.6     84.5     66.6     90.1     86.1      9.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       16       14       19       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      152,258
COMMITMENTS
     672        0    2,926  143,559  145,634  147,157  148,560    5,101    3,698

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -5,693)
      81        0      164   -5,093   -5,547   -4,848   -5,383     -845     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.9     94.3     95.6     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       26       27       27       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,112
COMMITMENTS
       0        0        0   60,927   74,167   60,927   74,167   15,185    1,945

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -6,366)
       0     -465        0   -6,670   -5,497   -6,670   -5,962      304     -404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     80.0     97.4     80.0     97.4     20.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       15       22       15       22
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      327,212
COMMITMENTS
     807    4,945    5,282  317,910  312,924  323,999  323,151    3,213    4,061

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -27,813)
     601   -2,329      128  -28,883  -26,116  -28,154  -28,317      341      504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      1.6     97.2     95.6     99.0     98.8      1.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       2        2        4       43       39       47       43
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,446
COMMITMENTS
   2,788    5,077    3,769   66,306   60,552   72,863   69,398    5,583    9,048

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -4,161)
    -601    2,971     -369   -4,761   -7,541   -5,731   -4,939    1,570      778

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      6.5      4.8     84.5     77.2     92.9     88.5      7.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       17       21       20       26
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,893
COMMITMENTS
  40,238        0        0   94,082  131,299  134,320  131,299      573    3,594

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -51,005)
 -13,740   -7,843     -780  -35,767  -42,423  -50,287  -51,046     -718       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8      0.0      0.0     69.7     97.3     99.6     97.3      0.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       13       19       15       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      130,580
COMMITMENTS
  63,142    7,843        0   66,290  121,497  129,432  129,340    1,148    1,240

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -36,202)
  -5,561     -461   -1,489  -29,329  -34,444  -36,379  -36,394      177      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    48.4      6.0      0.0     50.8     93.0     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       8        4        0       29       23       37       27
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,388
COMMITMENTS
       0      372        0   28,017   27,123   28,017   27,495      371      893

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -15,306)
       0        0        0  -15,371  -15,373  -15,371  -15,373       65       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0     98.7     95.5     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       11       18       11       19
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,240
COMMITMENTS
     713        0      411  112,381  116,453  113,505  116,864   15,735   12,376

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -15,254)
     -93        0        8  -17,370  -17,309  -17,455  -17,301    2,201    2,047

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.3     87.0     90.1     87.8     90.4     12.2      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       22       20       23       21
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       10,349
COMMITMENTS
   1,488        0      186    6,498    9,822    8,172   10,008    2,177      341

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -5,430)
      30        0      -30   -4,710   -5,314   -4,710   -5,344     -720      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      0.0      1.8     62.8     94.9     79.0     96.7     21.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       12        8       14        9
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,197
COMMITMENTS
     930    2,843    1,718  106,229  103,827  108,877  108,388    4,320    4,809

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -4,635)
     673      660     -770   -4,011   -5,546   -4,108   -5,656     -527    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.5      1.5     93.8     91.7     96.2     95.8      3.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        3       25       22       28       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,899
COMMITMENTS
   4,388        0    1,373   92,010   90,816   97,771   92,189    1,128    6,710

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -9,032)
   1,355        0   -1,136   -9,185   -7,526   -8,966   -8,662      -66     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      1.4     93.0     91.8     98.9     93.2      1.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       18       15       20       17
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,650
COMMITMENTS
     910      279        0   14,492   15,092   15,402   15,371      248      279

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -5,760)
     540       30     -210   -5,760   -5,280   -5,430   -5,460     -330     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      1.8      0.0     92.6     96.4     98.4     98.2      1.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        8       12        9       13
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,531
COMMITMENTS
       0    1,848    1,694   97,811   97,254   99,505  100,796    5,026    3,735

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -8,621)
       0   -1,078     -152   -9,405   -8,084   -9,557   -9,314      936      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.8      1.6     93.6     93.0     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       15       17       17
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      293,795
COMMITMENTS
     189    6,470    6,985  275,421  269,458  282,595  282,913   11,200   10,882

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -16,329)
     170   -5,325   -1,756  -16,366  -11,464  -17,952  -18,545    1,623    2,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.2      2.4     93.7     91.7     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        3       28       28       31       31
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,976
COMMITMENTS
   1,313        0        0   22,733   24,666   24,046   24,666      930      310

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -12,360)
      -1     -384     -186  -12,034  -11,016  -12,221  -11,586     -139     -774

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      0.0     91.0     98.8     96.3     98.8      3.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        0       12       13       14       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,938
COMMITMENTS
     372      372        0   38,642   38,885   39,014   39,257      924      681

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -8,010)
    -840       90      -90   -7,057   -7,591   -7,987   -7,591      -23     -419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.9      0.0     96.8     97.4     97.7     98.3      2.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       17       15       18       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      223,768
COMMITMENTS
   6,396   30,028    5,852  200,905  183,727  213,153  219,607   10,615    4,161

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -10,884)
     112       -8       87  -16,004   -9,757  -15,805   -9,678    4,921   -1,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9     13.4      2.6     89.8     82.1     95.3     98.1      4.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       34       30       39       35
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       64,368
COMMITMENTS
  11,781        0    2,350   45,440   59,094   59,571   61,444    4,797    2,924

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -7,232)
  -1,102        0     -542   -4,903   -7,422   -6,547   -7,964     -685      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.3      0.0      3.7     70.6     91.8     92.5     95.5      7.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       16       11       19       12
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       76,410
COMMITMENTS
       0        0        0   71,516   71,609   71,516   71,609    4,894    4,801

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -7,955)
       0        0        0   -9,841  -10,957   -9,841  -10,957    1,886    3,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.6     93.7     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       15       18       15
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,477
COMMITMENTS
       0   16,587      700   79,749   66,193   80,449   83,480    7,028    3,997

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -3,898)
    -431   -2,927       20   -1,906   -3,640   -2,317   -6,547   -1,581    2,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.0      0.8     91.2     75.7     92.0     95.4      8.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       24       18       25       21
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      177,052
COMMITMENTS
  22,103    7,664   14,408  139,890  154,321  176,401  176,394      651      659

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -3,157)
    -711       46     -486   -1,786   -2,809   -2,983   -3,248     -174       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      4.3      8.1     79.0     87.2     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15        6       12       53       51       70       67
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,831
COMMITMENTS
   1,035      201    2,566   49,230   50,064   52,831   52,831        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:        370)
    -255      -50      101      524      319      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.4      4.9     93.2     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        3       27       23       30       28
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      458,897
COMMITMENTS
   7,914        0   19,998  430,985  438,899  458,897  458,897        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:      3,883)
   5,446     -321     -952     -611    5,156    3,883    3,883        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      4.4     93.9     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       21       24       23       25
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,612,242
COMMITMENTS
  83,924    9,463   34,577  1493741  1568202  1612242  1612242        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -73,800)
 -12,384       80      -32  -61,384  -73,848  -73,800  -73,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.6      2.1     92.6     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        3        6       42       44       52       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,991
COMMITMENTS
     568    9,563    4,731   51,691   42,697   56,991   56,991        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:        455)
      46      509      -11      420      -43      455      455        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     16.8      8.3     90.7     74.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        4       27       27       33       34
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      343,660
COMMITMENTS
       0   53,479   12,842  330,818  277,339  343,660  343,660        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:      2,385)
       0    3,027      -23    2,408     -619    2,385    2,385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.6      3.7     96.3     80.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       20       20       21       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      567,264
COMMITMENTS
  24,483        0   11,703  531,078  555,561  567,264  567,264        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -23,281)
   1,144     -775   -3,200  -21,225  -19,306  -23,281  -23,281        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      2.1     93.6     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       24       28       28       30
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,848
COMMITMENTS
   5,562      202    1,444   42,672   47,839   49,678   49,485      170      363

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -642)
    -146        0      -85     -412     -410     -643     -495        1     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2      0.4      2.9     85.6     96.0     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        1       26       30       30       32
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,660,815
COMMITMENTS
       0        0        0  1660815  1660815  1660815  1660815        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:   -205,970)
       0   -4,000        0 -205,970 -201,970 -205,970 -205,970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      758,800
COMMITMENTS
       0    9,600        0  758,800  749,200  758,800  758,800        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -16,050)
       0   -1,000        0  -16,050  -15,050  -16,050  -16,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       13       16       14
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      857,520
COMMITMENTS
       0    3,760        0  857,520  853,760  857,520  857,520        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -45,120)
       0        0        0  -45,120  -45,120  -45,120  -45,120        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:       21)
       0        1        0       14       10       14       11
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      271,152
COMMITMENTS
  11,128    1,184      776  259,248  269,192  271,152  271,152        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -21,632)
  -1,208   -1,192     -408  -20,016  -20,032  -21,632  -21,632        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.4      0.3     95.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       23       18       26       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       13,200
COMMITMENTS
   1,405      565      210   11,392   11,971   13,007   12,746      193      454

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:        935)
       0      -80      -20      911    1,032      891      932       44        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      4.3      1.6     86.3     90.7     98.5     96.6      1.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       18       16       21       20
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:      954,335
COMMITMENTS
  27,460        0        0  926,875  954,335  954,335  954,335        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -84,000)
  -4,000        0        0  -80,000  -84,000  -84,000  -84,000        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:       22)
       1        0        0       14       13       15       13
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      278,045
COMMITMENTS
   4,150        0        0  273,895  278,045  278,045  278,045        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -15,750)
   3,000        0        0  -18,750  -15,750  -15,750  -15,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       13       18       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      202,075
COMMITMENTS
   4,225        0        0  197,850  202,075  202,075  202,075        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -10,600)
       0        0        0  -10,600  -10,600  -10,600  -10,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     97.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       22       25       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,953
COMMITMENTS
     706      940      168   20,241   20,716   21,115   21,824    1,838    1,129

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -124)
     -81      -80      -60       52      116      -89      -24      -36     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.1      0.7     88.2     90.3     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       22       21       24       23
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,357,352
COMMITMENTS
 117,469  139,885  161,238  2078645  2056229  2357352  2357352        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -53,932)
  -5,816  -23,600   -2,025  -46,091  -28,307  -53,932  -53,932        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.9      6.8     88.2     87.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       28       28       29       31
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      765,976
COMMITMENTS
   1,450   80,429   43,835  720,691  641,712  765,976  765,976        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -18,865)
   1,450   -9,637   -1,660  -18,655   -7,568  -18,865  -18,865        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     10.5      5.7     94.1     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       33       29       35       32
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,030,315
COMMITMENTS
       0        0        0  1030315  1030315  1030315  1030315        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:   -104,940)
       0        0        0 -104,940 -104,940 -104,940 -104,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       11       20       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      335,705
COMMITMENTS
   2,200        0        0  333,505  335,705  335,705  335,705        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -35,800)
  -2,000        0        0  -33,800  -35,800  -35,800  -35,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     99.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       12       26       12
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      611,751
COMMITMENTS
 128,645    1,140   28,249  454,857  582,362  611,751  611,751        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -22,418)
  10,156    1,140   -8,740  -23,834  -14,818  -22,418  -22,418        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      0.2      4.6     74.4     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       28       31       31       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,488
COMMITMENTS
   8,510    2,791      809   31,718   37,737   41,037   41,337      451      151

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -864)
     458       19     -400     -967     -527     -909     -908       45       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.5      6.7      1.9     76.5     91.0     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        3       30       31       35       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,876
COMMITMENTS
   4,015      152      921   21,940   25,803   26,876   26,876        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:        736)
    -329        0      152      913      584      736      736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      0.6      3.4     81.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       26       16       27       18
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      274,910
COMMITMENTS
 110,075        0      665  164,170  274,245  274,910  274,910        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:      2,619)
       0        0      665    1,954    1,954    2,619    2,619        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.0      0.0      0.2     59.7     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       16       10       18       11
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      606,470
COMMITMENTS
  11,562    5,081   33,125  561,783  568,264  606,470  606,470        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -22,782)
   2,400    1,200   -3,600  -21,582  -20,382  -22,782  -22,782        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.8      5.5     92.6     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       18       29       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       34,297
COMMITMENTS
   3,076        0       20   30,371   33,876   33,467   33,896      830      401

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -766)
    -308        0      -40     -973     -686   -1,321     -726      555      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.1     88.6     98.8     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       23       19       25       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,621
COMMITMENTS
       0      576       21    5,456    5,599    5,477    6,196    1,144      425

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.3     82.4     84.6     82.7     93.6     17.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       12       17       13       19
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       20,925
COMMITMENTS
   3,654        0       46   16,797   20,664   20,497   20,710      428      215

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -901)
     -60     -100        0     -800     -781     -860     -881      -41      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.5      0.0      0.2     80.3     98.8     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        1       24       21       28       22
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      306,239
COMMITMENTS
  57,443        0      376  248,420  305,863  306,239  306,239        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -19,360)
  -2,800        0     -400  -16,160  -18,960  -19,360  -19,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.0      0.1     81.1     99.9    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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,217
COMMITMENTS
     808      170      191   14,175   14,768   15,174   15,129       43       88

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:       -734)
       0     -260      -60     -440      -98     -500     -418     -234     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      1.1      1.3     93.2     97.0     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       22       22       25       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      196,599
COMMITMENTS
   2,033        0        0  194,566  196,599  196,599  196,599        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -23,824)
    -800        0        0  -23,024  -23,824  -23,824  -23,824        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       19       14       21       14
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,236
COMMITMENTS
       0    1,434    2,737   22,499   21,065   25,236   25,236        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:        412)
       0     -823      385       27      926      412      488        0      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.7     10.8     89.2     83.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       18       21       19
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| 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 10/01/13 (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:       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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      687,912
COMMITMENTS
       0   62,240        0  687,912  625,672  687,912  687,912        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -47,600)
       0   -8,000        0  -47,600  -39,600  -47,600  -47,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.0      0.0    100.0     91.0    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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      209,405
COMMITMENTS
       0    5,350        0  209,405  204,055  209,405  209,405        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -13,400)
       0   -1,500        0  -13,400  -11,900  -13,400  -13,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      0.0    100.0     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      221,965
COMMITMENTS
       0        0        0  221,965  221,965  221,965  221,965        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -8,100)
       0        0        0   -8,100   -8,100   -8,100   -8,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      754,363
COMMITMENTS
       0        0        0  754,363  754,363  754,363  754,363        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -24,000)
       0        0        0  -24,000  -24,000  -24,000  -24,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        6       15        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      139,035
COMMITMENTS
       0        0        0  139,035  139,035  139,035  139,035        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:     -9,900)
       0        0        0   -9,900   -9,900   -9,900   -9,900        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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      502,733
COMMITMENTS
       0        0        0  502,733  502,733  502,733  502,733        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -29,200)
       0        0        0  -29,200  -29,200  -29,200  -29,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      185,545
COMMITMENTS
   3,400        0        0  182,145  185,545  185,545  185,545        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -15,800)
    -400        0        0  -15,400  -15,800  -15,800  -15,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       19       13       20       13
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      616,087
COMMITMENTS
       0        0        0  616,087  616,087  616,087  616,087        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -35,600)
       0        0        0  -35,600  -35,600  -35,600  -35,600        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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      950,672
COMMITMENTS
       0        0        0  950,672  950,672  950,672  950,672        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:   -109,888)
       0        0        0 -109,888 -109,888 -109,888 -109,888        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19        9       19        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      243,830
COMMITMENTS
       0        0        0  243,830  243,830  243,830  243,830        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -37,200)
       0        0        0  -37,200  -37,200  -37,200  -37,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,507,366
COMMITMENTS
 189,532        0        0  6317834  6507366  6507366  6507366        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:   -327,834)
  -8,000        0     -800 -319,034 -327,034 -327,834 -327,834        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:       44)
       3        0        0       38       33       41       33
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,137,620
COMMITMENTS
  44,085    4,600        0  2093535  2133020  2137620  2137620        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:   -138,895)
  -3,300   -9,000     -400 -135,195 -129,495 -138,895 -138,895        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.2      0.0     97.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        0       37       36       41       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,832,049
COMMITMENTS
 568,745  322,584  104,682  2158622  2404783  2832049  2832049        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -49,289)
  -4,745  -20,967    2,712  -47,257  -31,034  -49,289  -49,289        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1     11.4      3.7     76.2     84.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        8        6       43       41       52       51
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,260,189
COMMITMENTS
 174,139  134,615  147,756  5938294  5977818  6260189  6260189        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -36,329)
  20,688   -6,000      695  -57,712  -31,024  -36,329  -36,329        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.2      2.4     94.9     95.5    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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      583,860
COMMITMENTS
       0      640        0  583,860  583,220  583,860  583,860        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -24,575)
       0     -200        0  -24,575  -24,375  -24,575  -24,575        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 10/08/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,113,747
COMMITMENTS
       0    4,410        0  2113747  2109337  2113747  2113747        0        0

CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST:    -89,840)
       0     -800        0  -89,840  -89,040  -89,840  -89,840        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       29       15       29       16
```

----

Updated October 28, 2013