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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:        7,720
COMMITMENTS
   3,382    3,460      100    4,167    4,120    7,649    7,680       71       40

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        -50)
     -10     -185      -10      -45      125      -65      -70       15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     44.8      1.3     54.0     53.4     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      10       10        1       10        8       21       18
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,647,601
COMMITMENTS
 1000485  280,910  1665551  2957970  3689407  5624006  5635868   23,595   11,733

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:   -106,313)
 -68,077   37,189  -61,631   25,462  -79,940 -104,246 -104,382   -2,067   -1,931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      5.0     29.5     52.4     65.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      233)
      46       32       64      147      138      221      207
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      802,642
COMMITMENTS
  99,981  151,217  218,991  482,166  430,917  801,138  801,125    1,504    1,517

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      1,559)
  -3,463    3,398    4,284      195   -6,239    1,016    1,443      543      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     18.8     27.3     60.1     53.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      13       22       24       37       37       64       69
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,166
COMMITMENTS
  21,617    5,406    4,738  203,269  230,805  229,624  240,949   18,542    7,217

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -20,120)
  -1,440    3,703   -3,350  -15,693  -20,853  -20,483  -20,500      363      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      2.2      1.9     81.9     93.0     92.5     97.1      7.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        4        6       36       32       45       39
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,048
COMMITMENTS
   5,641      238    4,692  163,893  168,591  174,226  173,521    2,822    3,527

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -6,040)
     773     -217     -207   -6,120   -5,585   -5,554   -6,009     -486      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.1      2.7     92.6     95.2     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        4       33       35       39       39
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,149
COMMITMENTS
  13,032    4,496    4,002  195,084  204,035  212,118  212,533    6,031    5,616

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,164)
   2,864      253     -978   -7,709   -7,093   -5,823   -7,818   -2,341     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.1      1.8     89.4     93.5     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        6       32       33       39       40
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      788,038
COMMITMENTS
     403    2,618    3,836  776,794  778,112  781,033  784,566    7,005    3,472

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -46,300)
      93     -727     -938  -45,682  -44,416  -46,527  -46,081      227     -219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.3      0.5     98.6     98.7     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1        5        5       55       45       61       51
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      249,432
COMMITMENTS
   2,585    1,868    2,159  236,368  236,157  241,112  240,184    8,320    9,248

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -6,250)
    -927    1,868      -57   -4,690   -5,199   -5,674   -3,388     -576   -2,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.7      0.9     94.8     94.7     96.7     96.3      3.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        1        2       26       33       29       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,676
COMMITMENTS
  21,900      372    4,303  192,906  213,016  219,109  217,691    5,567    6,985

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -23,341)
 -10,966        0      774  -12,405  -25,033  -22,597  -24,259     -744      918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.2      1.9     85.9     94.8     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       34       41       37       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       87,167
COMMITMENTS
   6,801    1,123    2,088   72,576   75,477   81,465   78,688    5,702    8,479

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,578)
     667     -153     -567  -11,280   -9,026  -11,180   -9,746      602     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.3      2.4     83.3     86.6     93.5     90.3      6.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       19       18       23       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      164,575
COMMITMENTS
  10,239   11,151    8,217  140,187  141,448  158,643  160,816    5,932    3,759

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -9,302)
     452   -1,120      414   -6,550   -5,886   -5,684   -6,592   -3,618   -2,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      6.8      5.0     85.2     85.9     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        4       33       28       38       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       64,730
COMMITMENTS
   1,139   11,144      423   55,837   43,767   57,399   55,334    7,331    9,396

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,223)
    -684   -2,116        0   -9,635   -7,440  -10,319   -9,556    2,096    1,333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     17.2      0.7     86.3     67.6     88.7     85.5     11.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       16       20       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,981
COMMITMENTS
     747      610    3,009  149,959  150,327  153,715  153,946    4,266    4,035

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -4,478)
    -258        0      386   -4,444   -5,136   -4,316   -4,750     -162      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      1.9     94.9     95.2     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        1        1       29       32       30       34
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,494
COMMITMENTS
       0      679        0   61,698   72,475   61,698   73,154   15,796    4,340

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -4,492)
       0       31        0   -6,098   -4,379   -6,098   -4,348    1,606     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     79.6     93.5     79.6     94.4     20.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       16       17       17
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      332,338
COMMITMENTS
  13,704    4,266    4,945  309,512  318,997  328,161  328,208    4,177    4,130

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,511)
     -35   -2,469    1,555   -9,676  -10,601   -8,156  -11,515   -2,355    1,004

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      1.3      1.5     93.1     96.0     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        2       43       40       46       44
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,500
COMMITMENTS
   4,622      153    3,452   70,057   71,497   78,131   75,102    4,369    7,398

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -7,234)
  -3,088      153      341   -5,774   -7,336   -8,521   -6,842    1,287     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.2      4.2     84.9     86.7     94.7     91.0      5.3      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       22       21       24
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,959
COMMITMENTS
     984    4,479    1,737   49,729   50,421   52,450   56,637   11,509    7,322

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -6,128)
     478   -1,059      -33   -8,693   -3,935   -8,248   -5,027    2,120   -1,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      7.0      2.7     77.8     78.8     82.0     88.6     18.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       15       19       17       22
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,038
COMMITMENTS
  10,083        0      549  131,831  139,075  142,463  139,624      575    3,414

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -43,745)
  -6,640   -9,672     -248  -36,223  -33,391  -43,111  -43,311     -634     -434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.4     92.2     97.2     99.6     97.6      0.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       15       21       17       22
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,928
COMMITMENTS
  17,083    9,672      797   86,988   94,808  104,868  105,277    1,060      651

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -52,409)
 -11,389   -7,936        0  -41,144  -43,822  -52,533  -51,758      124     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      9.1      0.8     82.1     89.5     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        2       25       30       31       34
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,397
COMMITMENTS
     310        0        0   30,964   31,242   31,274   31,242      123      155

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -18,038)
    -186        0        0  -17,914  -17,790  -18,100  -17,790       62     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.6     99.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       15       24       16       24
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,820
COMMITMENTS
       0        0        0  121,612  125,313  121,612  125,313   13,208    9,507

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,710)
       0        0        0  -14,107  -10,076  -14,107  -10,076    3,397     -634

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.2     92.9     90.2     92.9      9.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       27       24       27       24
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,947
COMMITMENTS
   1,566        0    1,852   62,632   62,240   66,050   64,092    2,897    4,855

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -4,463)
      51        0     -148   -3,960   -4,259   -4,057   -4,407     -406      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      2.7     90.8     90.3     95.8     93.0      4.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       15       16       16       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,109
COMMITMENTS
       0    4,402    1,294   94,027   95,270   95,321  100,966    7,788    2,143

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,694)
       0   -1,024      -65   -8,852   -7,411   -8,917   -8,500      223     -194

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      1.3     91.2     92.4     92.4     97.9      7.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        3        2       25       23       27       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       98,801
COMMITMENTS
   1,537        0    1,941   90,132   88,247   93,610   90,188    5,191    8,613

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -7,422)
     365        0     -389   -8,064   -7,971   -8,088   -8,360      666      938

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      2.0     91.2     89.3     94.7     91.3      5.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       15       17       17       19
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,562
COMMITMENTS
       0    1,187    1,229   61,823   62,273   63,052   64,689    5,510    3,873

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        796)
    -188      154     -307    1,903    1,169    1,408    1,016     -612     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.7      1.8     90.2     90.8     92.0     94.4      8.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       16       13       17       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,618
COMMITMENTS
       0      891    1,517  110,583  111,041  112,100  113,449    4,518    3,169

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,773)
    -128      558     -864   -7,093   -8,374   -8,085   -8,680     -688      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      1.3     94.8     95.2     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       20       19       22       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      304,165
COMMITMENTS
  12,777    9,682    1,464  282,178  288,807  296,419  299,953    7,746    4,212

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -10,580)
   4,085      457   -4,886   -9,177   -5,655   -9,978  -10,084     -602     -496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.2      0.5     92.8     95.0     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        3        3       32       32       35       37
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       28,272
COMMITMENTS
   2,274        0      496   24,271   26,856   27,041   27,352    1,231      920

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -13,226)
     -51      -31     -124  -12,772  -12,730  -12,947  -12,885     -279     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      1.8     85.8     95.0     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       11       14       14       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,290
COMMITMENTS
       0        0        0   46,696   47,577   46,696   47,577    1,594      713

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -7,595)
       0     -589        0   -7,713   -6,789   -7,713   -7,378      118     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     98.5     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       16       17       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      215,694
COMMITMENTS
  15,711   29,558    4,984  188,413  176,988  209,108  211,530    6,586    4,164

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -9,700)
     396   -1,331      830  -11,024  -10,032   -9,798  -10,533       98      833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     13.7      2.3     87.4     82.1     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        5       31       28       37       35
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       73,700
COMMITMENTS
   8,471        0    2,791   54,501   68,081   65,763   70,872    7,937    2,828

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -8,162)
     367        0     -367  -10,183   -7,764  -10,183   -8,131    2,021      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      3.8     73.9     92.4     89.2     96.2     10.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       13       17       14
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,287
COMMITMENTS
       0        0        0   85,042   83,555   85,042   83,555    2,245    3,732

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -7,166)
       0        0        0   -6,366   -6,918   -6,366   -6,918     -800     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     95.7     97.4     95.7      2.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       21       23       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,762
COMMITMENTS
     791   16,585      686   81,747   69,687   83,224   86,958    6,538    2,804

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -3,487)
    -124      511     -170   -3,127   -3,447   -3,421   -3,106      -66     -381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     18.5      0.8     91.1     77.6     92.7     96.9      7.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       20       24       21
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,181
COMMITMENTS
  25,157    9,688   16,117  119,524  134,287  160,798  160,092      383    1,089

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -9,143)
    -733   -3,350      107   -7,954   -6,306   -8,580   -9,549     -563      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      6.0     10.0     74.2     83.3     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10        8       14       56       53       72       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       54,727
COMMITMENTS
   2,394      323    2,099   50,234   52,305   54,727   54,727        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,729)
  -1,702       12      652     -679   -2,393   -1,729   -1,729        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.6      3.8     91.8     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       29       28       33       32
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      486,341
COMMITMENTS
  18,215        0    4,110  464,016  482,231  486,341  486,341        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -54,492)
  -5,626        0    2,862  -51,728  -57,354  -54,492  -54,492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.8     95.4     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       24       27       27       29
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,706,442
COMMITMENTS
 201,025   44,652   43,558  1461467  1618232  1706050  1706442      392        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -74,629)
  -1,181    8,234   -7,790  -66,050  -75,073  -75,021  -74,629      392        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      2.6      2.6     85.6     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        6        7       44       45       54       53
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       59,011
COMMITMENTS
     208    8,905    3,553   55,250   46,553   59,011   59,011        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        272)
       0    1,695     -900    1,172     -523      272      272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     15.1      6.0     93.6     78.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        4        4       29       30       34       35
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      391,949
COMMITMENTS
       0   10,362   13,706  378,243  367,881  391,949  391,949        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      8,108)
       0   -6,881    4,992    3,116    9,997    8,108    8,108        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.6      3.5     96.5     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       20       20       22       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      650,606
COMMITMENTS
  46,412  206,080   10,777  593,417  433,749  650,606  650,606        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -22,376)
     852      775      809  -24,037  -23,960  -22,376  -22,376        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     31.7      1.7     91.2     66.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        2       26       25       31       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,485
COMMITMENTS
   6,203   21,650    1,815   42,232   26,237   50,250   49,702      235      783

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,918)
     337     -154     -328   -1,905   -1,392   -1,896   -1,874      -22      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     42.9      3.6     83.7     52.0     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       25       26       28       30
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,777,875
COMMITMENTS
   7,840  1026605        0  1770035  751,270  1777875  1777875        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:   -252,660)
  -3,920 -139,160        0 -248,740 -113,500 -252,660 -252,660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     57.7      0.0     99.6     42.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13        9       14       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      514,000
COMMITMENTS
       0  333,400        0  514,000  180,600  514,000  514,000        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -84,100)
       0  -42,570        0  -84,100  -41,530  -84,100  -84,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     64.9      0.0    100.0     35.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16       10       16       11
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,019,680
COMMITMENTS
       0    3,920        0  1019680  1015760  1019680  1019680        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14        9       14       10
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      295,432
COMMITMENTS
  13,544    3,584    3,136  278,752  288,712  295,432  295,432        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      1,952)
  -1,240     -408      408    3,176    1,952    2,344    1,952     -392        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.2      1.1     94.4     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       21       28       25
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,388
COMMITMENTS
   1,267      840      681   10,055   10,801   12,003   12,322      385       66

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      6.8      5.5     81.2     87.2     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       26       23       29       27
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      369,075
COMMITMENTS
       0        0        0  369,075  369,075  369,075  369,075        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       13       17       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      230,415
COMMITMENTS
       0    1,150    1,600  228,815  227,665  230,415  230,415        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      9,895)
       0        0        0    9,895    9,895    9,895    9,895        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.7     99.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       21       23       22       24
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,043
COMMITMENTS
   1,086    1,256      252   22,937   22,874   24,275   24,382    1,768    1,661

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:         36)
    -167      -20       60      120       18       13       58       23      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      4.8      1.0     88.1     87.8     93.2     93.6      6.8      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       23       23       26       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,827,484
COMMITMENTS
  66,155  123,011  146,183  1615146  1558290  1827484  1827484        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -36,776)
  16,072  -22,048   -6,744  -46,104   -7,984  -36,776  -36,776        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.7      8.0     88.4     85.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       26       30       29
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      621,505
COMMITMENTS
       0   91,545   15,105  606,400  514,855  621,505  621,505        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -29,945)
       0   -7,695     -550  -29,395  -21,700  -29,945  -29,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.7      2.4     97.6     82.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        1       32       25       33       28
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:      989,022
COMMITMENTS
       0        0        0  989,022  989,022  989,022  989,022        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:   -117,312)
       0        0        0 -117,312 -117,312 -117,312 -117,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       11       18       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      317,545
COMMITMENTS
   4,200        0        0  313,345  317,545  317,545  317,545        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -49,500)
  -1,100        0        0  -48,400  -49,500  -49,500  -49,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       13       24       13
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      591,391
COMMITMENTS
 108,785   21,369   24,593  458,013  545,429  591,391  591,391        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -38,078)
  -4,232   -3,168   -1,960  -31,886  -32,950  -38,078  -38,078        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      3.6      4.2     77.4     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        2        3       30       30       33       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,584
COMMITMENTS
   6,269    4,766    1,196   33,842   35,496   41,307   41,458      277      126

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -2,895)
    -264     -253      -60   -2,527   -2,624   -2,851   -2,937      -44       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     11.5      2.9     81.4     85.4     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        3        4       29       31       33       35
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,169
COMMITMENTS
   3,002      170      181   20,986   23,818   24,169   24,169        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        324)
     -28       26        1      351      297      324      324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.7      0.7     86.8     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       22       19       25       23
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      182,112
COMMITMENTS
  15,270      336    1,952  164,890  179,824  182,112  182,112        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      9,040)
       0        0        0    9,040    9,040    9,040    9,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.2      1.1     90.5     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       15       13       17       15
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      558,686
COMMITMENTS
  16,186    8,329   35,324  507,176  515,033  558,686  558,686        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -27,074)
   2,352   -5,464   -3,136  -26,290  -18,474  -27,074  -27,074        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.5      6.3     90.8     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       25       21       28       23
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       29,655
COMMITMENTS
   3,482        0      150   25,639   28,824   29,271   28,974      384      681

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -876)
      -3        0     -212     -662     -920     -877   -1,132        1      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      0.0      0.5     86.5     97.2     98.7     97.7      1.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       25       23       27       24
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       82,348
COMMITMENTS
       0    3,897        0   82,348   78,451   82,348   82,348        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -7,840)
       0   -1,568        0   -7,840   -6,272   -7,840   -7,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      0.0    100.0     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       21,936
COMMITMENTS
   3,133      188       44   18,354   21,470   21,531   21,702      405      234

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:       -677)
     128        0        0     -825     -677     -697     -677       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.9      0.2     83.7     97.9     98.2     98.9      1.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       24       22       28       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      324,595
COMMITMENTS
  47,373        0    1,560  275,662  323,035  324,595  324,595        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -24,304)
  -4,312        0        0  -19,992  -24,304  -24,304  -24,304        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.0      0.5     84.9     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       21       21       24       22
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,073
COMMITMENTS
   1,282        0      124   16,326   17,776   17,732   17,900      341      173

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:        394)
       0        0        0      394      394      394      394        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      0.0      0.7     90.3     98.4     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       23       25       26       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      219,166
COMMITMENTS
   5,169    4,680        0  213,997  214,486  219,166  219,166        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -18,816)
  -1,960        0        0  -16,856  -18,816  -18,816  -18,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.1      0.0     97.6     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       18       16       20       17
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       30,035
COMMITMENTS
       0    1,041    2,976   27,059   26,018   30,035   30,035        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -1,282)
       0     -216       54   -1,336   -1,120   -1,282   -1,282        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      9.9     90.1     86.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       21       24       22       25
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      184,765
COMMITMENTS
   1,584        0        0  183,181  184,765  184,765  184,765        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -35,224)
    -649        0     -328  -34,247  -34,896  -35,224  -35,224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       19       18       19
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      753,092
COMMITMENTS
       0   78,080        0  753,092  675,012  753,092  753,092        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -27,088)
       0   -7,840        0  -27,088  -19,248  -27,088  -27,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.4      0.0    100.0     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       11       15       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      237,245
COMMITMENTS
       0    8,500        0  237,245  228,745  237,245  237,245        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -13,120)
       0   -3,275        0  -13,120   -9,845  -13,120  -13,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       14       22       15
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      122,220
COMMITMENTS
       0        0        0  122,220  122,220  122,220  122,220        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -13,520)
       0        0        0  -13,520  -13,520  -13,520  -13,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      234,625
COMMITMENTS
       0        0        0  234,625  234,625  234,625  234,625        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     -6,990)
       0        0        0   -6,990   -6,990   -6,990   -6,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       18       14       18       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      809,803
COMMITMENTS
       0        0        0  809,803  809,803  809,803  809,803        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -15,024)
       0        0        0  -15,024  -15,024  -15,024  -15,024        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       14       10       14       10
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      157,705
COMMITMENTS
     220        0        0  157,485  157,705  157,705  157,705        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:      3,500)
    -220        0        0    3,720    3,500    3,500    3,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       14       18       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      557,069
COMMITMENTS
       0        0        0  557,069  557,069  557,069  557,069        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     33,150)
       0        0        0   33,150   33,150   33,150   33,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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       16       12       16       12
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      218,775
COMMITMENTS
   4,240        0        0  214,535  218,775  218,775  218,775        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:     24,950)
    -440        0        0   25,390   24,950   24,950   24,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       12       24       12
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      692,063
COMMITMENTS
       0        0        0  692,063  692,063  692,063  692,063        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    120,631)
       0        0        0  120,631  120,631  120,631  120,631        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,074,083
COMMITMENTS
       0    3,920        0  1074083  1070163  1074083  1074083        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -82,712)
       0        0        0  -82,712  -82,712  -82,712  -82,712        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18        8       18        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      291,390
COMMITMENTS
       0        0        0  291,390  291,390  291,390  291,390        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -37,760)
       0        0        0  -37,760  -37,760  -37,760  -37,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24        9       24        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,509,363
COMMITMENTS
 258,916        0        0  6250447  6509363  6509363  6509363        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:   -177,557)
 -33,320        0        0 -144,237 -177,557 -177,557 -177,557        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     96.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       36       35       39       35
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,163,490
COMMITMENTS
  65,805    2,200        0  2097685  2161290  2163490  2163490        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:   -152,010)
  -2,825   -3,300        0 -149,185 -148,710 -152,010 -152,010        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.1      0.0     97.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        0       39       40       44       41
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,624,827
COMMITMENTS
 556,293  567,336  122,310  1946224  1935181  2624827  2624827        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -58,975)
   1,117  -19,585  -12,670  -45,222  -26,720  -56,775  -58,975   -2,200        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     21.6      4.7     74.1     73.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        9        7       46       40       55       52
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,288,507
COMMITMENTS
 132,942  382,107  141,652  5013913  4764748  5288507  5288507        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -39,798)
   3,528  -23,128   -5,880  -37,446  -10,790  -39,798  -39,798        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      7.2      2.7     94.8     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       35       31       40       37
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      602,880
COMMITMENTS
       0      510      330  602,550  602,040  602,880  602,880        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -58,425)
       0      330     -330  -58,095  -58,425  -58,425  -58,425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       30       14       31       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
FUTURES ONLY POSITIONS AS OF 08/06/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,067,198
COMMITMENTS
       0    9,914        0  2067198  2057284  2067198  2067198        0        0

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:    -83,104)
       0   -4,704        0  -83,104  -78,400  -83,104  -83,104        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       28       15       28       16
```

----

Updated August 9, 2013