```
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,445
COMMITMENTS
  10,560    5,019    1,650   10,235   15,776   22,445   22,445        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     22.4      7.4     45.6     70.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        3        2        8        7       19       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,539,598
COMMITMENTS
 722,886  237,949  1037433  2749767  3249333  4510086  4524715   29,512   14,883

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     19,687)
 -34,618    1,697   31,985   26,370  -16,755   23,737   16,927   -4,050    2,760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.2     22.9     60.6     71.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      36       28       52      140      121      199      178
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      608,142
COMMITMENTS
  57,107  110,394  169,249  381,420  327,858  607,776  607,501      366      641

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,768)
 -15,502  -12,547   17,645      625   -2,330    2,768    2,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     18.2     27.8     62.7     53.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      13       21       23       35       37       61       68
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,318
COMMITMENTS
  30,894        0    8,287  167,220  206,802  206,401  215,089   16,917    8,229

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,617)
     700       -3      292        4    1,334      996    1,623      621       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.0      3.7     74.9     92.6     92.4     96.3      7.6      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        0        2       28       30       34       32
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      118,926
COMMITMENTS
   5,240    1,651      744  108,356  112,728  114,340  115,123    4,586    3,803

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      4,872)
     901        0      -57    5,968    5,184    6,812    5,127   -1,940     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.4      0.6     91.1     94.8     96.1     96.8      3.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       27       26       29       29
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,464
COMMITMENTS
  19,407   11,628    1,735  168,666  174,915  189,808  188,278    7,656    9,186

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -326)
     270      676      -64   -1,123   -2,417     -917   -1,805      591    1,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      5.9      0.9     85.4     88.6     96.1     95.3      3.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       24       27       27       30
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      740,801
COMMITMENTS
  60,689    3,128   11,717  665,179  722,543  737,585  737,388    3,216    3,413

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,878)
   4,947      556     -129   -6,728   -2,426   -1,910   -1,999       32      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      0.4      1.6     89.8     97.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        2        3       57       40       61       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,972
COMMITMENTS
  21,392   15,416    1,458  197,232  202,520  220,082  219,394    5,890    6,578

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      6,022)
    -885        0    1,110    8,081    5,573    8,306    6,683   -2,284     -661

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.8      0.6     87.3     89.6     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        2       27       23       32       26
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,940
COMMITMENTS
     256      248    3,176  204,495  201,230  207,927  204,654    3,013    6,286

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        365)
     246     -489     -179      141    1,089      208      421      157      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.1      1.5     96.9     95.4     98.6     97.0      1.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        1        2       35       39       37       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,186
COMMITMENTS
   5,241    1,072    1,555   81,957   79,787   88,753   82,414    4,433   10,772

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        290)
     100     -406     -109    1,348      575    1,339       60   -1,049      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      1.2      1.7     87.9     85.6     95.2     88.4      4.8     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       23       20       25       23
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,099
COMMITMENTS
     372   16,151    4,024   82,930   75,384   87,326   95,559   12,773    4,540

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,960)
      31    1,432      -91    1,907    1,449    1,847    2,790    1,113      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     16.1      4.0     82.8     75.3     87.2     95.5     12.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        3       23       25       27       29
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,747
COMMITMENTS
       0    1,911      567   59,064   58,953   59,631   61,431   11,116    9,316

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,183)
    -465      439       66    1,231    2,039      832    2,544      351   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.8     83.5     83.3     84.3     86.8     15.7     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       18       16       19       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      206,285
COMMITMENTS
     916        0        0  197,727  201,620  198,643  201,620    7,642    4,665

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,143)
       0        0        0    2,693    2,143    2,693    2,143     -550        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     95.9     97.7     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        0       30       24       31       24
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,311
COMMITMENTS
       0        0        0   83,492   88,737   83,492   88,737    7,819    2,574

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,500)
       0        0        0    3,331    1,650    3,331    1,650   -1,831     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.4     97.2     91.4     97.2      8.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       26       25       26
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      279,739
COMMITMENTS
   1,608    1,472      214  269,430  271,849  271,252  273,535    8,487    6,204

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        885)
  -2,253        0      214    2,163    1,110      124    1,324      761     -439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.5      0.1     96.3     97.2     97.0     97.8      3.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        1        1       45       37       46       39
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,963
COMMITMENTS
   1,875    3,411    4,399   57,545   53,633   63,819   61,443    5,144    7,520

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        687)
     197     -718      195       18    1,054      410      531      277      156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      4.9      6.4     83.4     77.8     92.5     89.1      7.5     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        4       19       19       23       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,576
COMMITMENTS
   2,745      310    3,296   65,054   65,401   71,095   69,007    4,481    6,569

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      4,486)
   1,464      310     -252    4,468    3,876    5,680    3,934   -1,194      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.4      4.4     86.1     86.5     94.1     91.3      5.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       15       19       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,966
COMMITMENTS
       0    3,100      552   91,855   84,097   92,407   87,749    1,559    6,217

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,221)
       0        0        0      551    1,221      551    1,221      670        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.6     97.8     89.5     98.3     93.4      1.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       12       13       13       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,732
COMMITMENTS
  14,477    2,575    2,069   48,195   59,457   64,741   64,101      991    1,631

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        917)
       0        0        0      856      917      856      917       61        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      3.9      3.1     73.3     90.5     98.5     97.5      1.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        3        2       23       28       31       31
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       39,756
COMMITMENTS
       0        0        0   39,292   38,859   39,292   38,859      464      897

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      4,270)
       0        0        0    4,239    4,115    4,239    4,115       31      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.8     97.7     98.8     97.7      1.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       12       22       12       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      150,949
COMMITMENTS
     870    1,012      760  136,845  138,238  138,475  140,010   12,474   10,939

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,110)
    -202        0     -198    2,646    1,128    2,246      930   -1,136      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.7      0.5     90.7     91.6     91.7     92.8      8.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        1       28       25       30       27
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,520
COMMITMENTS
     209        0    1,066   51,364   49,738   52,639   50,804    4,881    6,716

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,326)
  -1,222        0      172    3,294      848    2,244    1,020     -918      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.9     89.3     86.5     91.5     88.3      8.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       16       14       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,200
COMMITMENTS
     175      291    3,002   89,219   84,021   92,396   87,314    3,804    8,886

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        876)
    -527     -124      148    1,063      345      684      369      192      507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.3      3.1     92.7     87.3     96.0     90.8      4.0      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       20       20       22       22
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,578
COMMITMENTS
     372   18,763    1,237  120,483  103,969  122,092  123,969    5,486    3,609

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,890)
       0    1,410      186    2,704    1,355    2,890    2,951        0      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.7      1.0     94.4     81.5     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       16       17       18       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      248,340
COMMITMENTS
     198   33,402    5,599  229,945  197,295  235,742  236,296   12,598   12,044

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,306)
  -2,496     -954      693      489   -1,879   -1,314   -2,140        8      834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     13.5      2.3     92.6     79.4     94.9     95.2      5.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        3       33       29       36       33
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,289
COMMITMENTS
   3,407    1,891        0   22,003   25,150   25,410   27,041    1,879      248

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,389)
     248        0        0    2,141    2,389    2,389    2,389        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      6.9      0.0     80.6     92.2     93.1     99.1      6.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        0       16       17       18       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,107
COMMITMENTS
   2,615      186       62   46,822   50,962   49,499   51,210    2,608      897

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,160)
       0      186       62    1,855    1,912    1,917    2,160      243        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.4      0.1     89.9     97.8     95.0     98.3      5.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       17       14       20       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      257,439
COMMITMENTS
   2,062   36,366    3,820  243,450  212,094  249,332  252,280    8,107    5,159

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      4,719)
       0    4,135      -59    5,221      949    5,162    5,025     -443     -306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     14.1      1.5     94.6     82.4     96.9     98.0      3.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        6        3       42       34       47       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       58,419
COMMITMENTS
   6,734        0        0   47,602   55,465   54,336   55,465    4,083    2,954

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,117)
       0        0        0      755    1,119      755    1,119      362       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.0     81.5     94.9     93.0     94.9      7.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       18       17       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,422
COMMITMENTS
       0      736        0   74,231   76,277   74,231   77,013    4,191    1,409

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        665)
       0        0        0      374      665      374      665      291        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.0     94.7     97.3     94.7     98.2      5.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       64,439
COMMITMENTS
       0    5,680        0   56,179   56,513   56,179   62,193    8,260    2,246

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        610)
       0      522        0    1,291      128    1,291      650     -681      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      0.0     87.2     87.7     87.2     96.5     12.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       16       20       17
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      153,074
COMMITMENTS
  26,740    8,152   14,553  111,034  129,621  152,327  152,326      747      748

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,011)
   4,161     -136     -753   -2,481    1,987      927    1,098       84      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      5.3      9.5     72.5     84.7     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10        9       13       49       54       65       70
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       50,567
COMMITMENTS
  10,234      232    1,055   39,278   49,280   50,567   50,567        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -105)
     560       78        0     -665     -183     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      0.5      2.1     77.7     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       21       22       24       26
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      391,787
COMMITMENTS
  27,606      328   27,943  336,238  363,516  391,787  391,787        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      9,253)
   2,568        0        0    6,685    9,253    9,253    9,253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.1      7.1     85.8     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       21       20       25       22
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,485,558
COMMITMENTS
  57,921   22,943   66,207  1361430  1396408  1485558  1485558        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    -13,097)
   2,697   12,039   -5,069  -10,725  -20,067  -13,097  -13,097        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.5      4.5     91.6     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        2        5       39       44       46       49
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       42,808
COMMITMENTS
   1,321    4,098    4,790   36,697   33,920   42,808   42,808        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -3,705)
    -406   -1,676      -53   -3,246   -1,976   -3,705   -3,705        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      9.6     11.2     85.7     79.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        4        3       24       20       29       26
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      299,465
COMMITMENTS
   1,304   49,566   14,182  283,979  235,717  299,465  299,465        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    -15,360)
       0     -336     -640  -14,720  -14,384  -15,360  -15,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     16.6      4.7     94.8     78.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       15       15       18       18
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      621,597
COMMITMENTS
  41,847        0    6,220  573,530  615,377  621,597  621,597        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        193)
  14,734        0   -5,853   -8,688    6,046      193      193        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      1.0     92.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       23       29       27       30
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,533
COMMITMENTS
   6,386    3,874    2,008   44,417   46,971   52,811   52,853      722      680

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        591)
    -804    1,370     -342    1,715     -437      569      591       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      7.2      3.8     83.0     87.7     98.7     98.7      1.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        5       27       28       35       33
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,210
COMMITMENTS
     150        0        0   38,820   39,180   38,970   39,180      240       30

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      490      550      490      550       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.0     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       14       22       14
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,980
COMMITMENTS
     200      450       50   53,610   53,480   53,860   53,980      120        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,130)
     100      -50       50      920    1,160    1,070    1,160       60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.8      0.1     99.3     99.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        1       29       15       33       16
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,380
COMMITMENTS
       0      700        0    9,380    8,680    9,380    9,380        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -2,200)
       0     -500        0   -2,200   -1,700   -2,200   -2,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0    100.0     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       17       18       17       20
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      265,024
COMMITMENTS
   9,272    3,456    2,384  253,368  259,184  265,024  265,024        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -6,104)
  -1,952    1,136      424   -4,576   -6,512   -6,104   -4,952        0   -1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.3      0.9     95.6     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        1       22       20       23       25
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,161
COMMITMENTS
   1,878    1,065      320    8,661    9,648   10,859   11,033      302      128

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,323)
    -397     -378        0     -883     -690   -1,280   -1,068      -43     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      9.5      2.9     77.6     86.4     97.3     98.9      2.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       16       16       20       19
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,550
COMMITMENTS
   2,950      250      400   15,200   17,900   18,550   18,550        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,300)
    -300        0     -300     -700   -1,000   -1,300   -1,300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      1.3      2.2     81.9     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       12       17       15
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,760
COMMITMENTS
   1,310    1,000        0   15,450   15,700   16,760   16,700        0       60

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -3,105)
     -50     -650        0   -3,055   -2,505   -3,105   -3,155        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      6.0      0.0     92.2     93.7    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        0       17       20       20       21
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,387
COMMITMENTS
       0      535      375   10,772   10,457   11,147   11,367      240       20

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        103)
       0      350        0      533     -127      533      223     -430     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      3.3     94.6     91.8     97.9     99.8      2.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       24       16       25       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       20,246
COMMITMENTS
   1,718      152      620   17,290   18,323   19,628   19,095      618    1,151

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,268)
     -30       86      -41   -1,177   -1,250   -1,248   -1,205      -20      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.8      3.1     85.4     90.5     96.9     94.3      3.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        1       25       22       28       25
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,775
COMMITMENTS
       0    5,486    1,604   31,006   25,575   32,610   32,665      165      110

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,340)
       0      260       10   -1,350   -1,610   -1,340   -1,340        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.7      4.9     94.6     78.0     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        3       33       30       36       34
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       40,854
COMMITMENTS
     800    3,010    4,085   35,839   33,744   40,724   40,839      130       15

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -403)
       0      205      205     -608     -813     -403     -403        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      7.4     10.0     87.7     82.6     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       37       36       45       39
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,160
COMMITMENTS
     600        0        0   33,320   34,160   33,920   34,160      240        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        550)
       0        0        0      310      550      310      550      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     97.5    100.0     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       22       10       23       10
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,114
COMMITMENTS
     450        0        0   38,604   39,114   39,054   39,114       60        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.0     98.7    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       27       15       28       15
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      440,503
COMMITMENTS
  60,320    3,287   26,112  354,071  411,104  440,503  440,503        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      2,656)
   1,144      376        0    1,512    2,280    2,656    2,656        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.7      5.9     80.4     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        3       28       28       32       31
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       31,722
COMMITMENTS
   5,835    1,217    1,207   23,469   29,211   30,511   31,635    1,211       87

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:         -1)
    -208        0     -118      345      372       19      254      -20     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      3.8      3.8     74.0     92.1     96.2     99.7      3.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        4       29       32       34       39
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,936
COMMITMENTS
   1,209      255    1,972   11,755   12,709   14,936   14,936        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -3,032)
    -827       50       77   -2,257   -3,159   -3,007   -3,032      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.7     13.2     78.7     85.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       18        8       22       10
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      245,872
COMMITMENTS
  72,078        0    7,712  166,082  238,160  245,872  245,872        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:    -22,400)
  -9,280        0        0  -13,120  -22,400  -22,400  -22,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3      0.0      3.1     67.5     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       13        5       16        6
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      509,864
COMMITMENTS
   2,369   12,663   12,832  494,663  484,369  509,864  509,864        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -2,192)
       0    2,278     -760   -1,432   -3,710   -2,192   -2,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.5      2.5     97.0     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       23       17       25       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       43,857
COMMITMENTS
   8,760      132    1,018   33,440   42,260   43,218   43,410      639      447

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,519)
   1,412        0      -63      191    1,561    1,540    1,498      -21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.3      2.3     76.2     96.4     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       19       18       22       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        5,953
COMMITMENTS
     123    1,088        0    5,406    4,672    5,529    5,760      424      193

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     18.3      0.0     90.8     78.5     92.9     96.8      7.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13       11       14       13
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       75,754
COMMITMENTS
       0    3,904        0   75,754   71,850   75,754   75,754        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -440)
       0        0        0     -440     -440     -440     -440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       12       12       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,546
COMMITMENTS
   2,233      379      329   11,920   14,153   14,482   14,861    1,064      685

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -136)
     428       44        0     -585     -161     -157     -117       21      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.4      2.1     76.7     91.0     93.2     95.6      6.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       18       19       23       21
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      206,420
COMMITMENTS
  36,522      325    2,019  167,879  204,076  206,420  206,420        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -8,553)
       0   -1,545      417   -8,970   -7,425   -8,553   -8,553        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      0.2      1.0     81.3     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       17       22       20       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,586
COMMITMENTS
   1,505      223      487    9,420   10,705   11,412   11,415      174      171

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -474)
     -65     -300      252     -704     -362     -517     -410       43      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      1.9      4.2     81.3     92.4     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       18       23       23       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      131,089
COMMITMENTS
  11,506        0    2,352  117,231  128,737  131,089  131,089        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -753)
   1,224        0     -816   -1,161       63     -753     -753        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      1.8     89.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       21       17       24       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,520
COMMITMENTS
      52    2,245    1,812   18,656   16,463   20,520   20,520        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:         78)
       0        0        0       78       78       78       78        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.9      8.8     90.9     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       14       20       15
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      148,596
COMMITMENTS
       0      656    3,856  144,740  144,084  148,596  148,596        0        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        328)
       0      328        0      328        0      328      328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      2.6     97.4     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       12       16       13
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,170
COMMITMENTS
       0      875       75   22,740   22,220   22,815   23,170      355        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -600     -600     -600     -600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.3     98.1     95.9     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       19       12       20       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,265
COMMITMENTS
       0      900        0   18,770   18,365   18,770   19,265      495        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:     -1,320)
       0        0        0   -1,340   -1,320   -1,340   -1,320       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      0.0     97.4     95.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15        8       15        9
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,840
COMMITMENTS
       0        0        0    9,585    9,780    9,585    9,780      255       60

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     99.4     97.4     99.4      2.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       13       20       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,935
COMMITMENTS
       0      300        0   21,680   21,635   21,680   21,935      255        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -40      -40      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     98.8     98.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       10       16       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,685
COMMITMENTS
       0        0        0   20,200   20,685   20,200   20,685      485        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -400)
       0        0        0     -400     -400     -400     -400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7    100.0     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18        8       18        8
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,680
COMMITMENTS
       0        0        0   23,125   23,680   23,125   23,680      555        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -275)
       0        0        0     -275     -275     -275     -275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.7    100.0     97.7    100.0      2.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       12       21       12
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      122,035
COMMITMENTS
   1,910      225        0  119,945  121,810  121,855  122,035      180        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.2      0.0     98.3     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        0       35       30       38       32
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      157,001
COMMITMENTS
   2,795       50        0  154,146  156,951  156,941  157,001       60        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -35      -35      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        1        0       39       33       43       34
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      150,515
COMMITMENTS
  19,583    1,955    8,931  121,551  139,059  150,065  149,945      450      570

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:      1,110)
      35     -760     -194    1,044    1,839      885      885      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      1.3      5.9     80.8     92.4     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        6       10       43       37       54       49
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       95,100
COMMITMENTS
   2,350    1,870    1,930   90,690   91,120   94,970   94,920      130      180

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -100)
     280     -100      120     -515     -120     -115     -100       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.0      2.0     95.4     95.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        3       33       31       39       35
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,520
COMMITMENTS
       0      650        0   22,880   22,870   22,880   23,520      640        0

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -525)
       0        0        0     -525     -525     -525     -525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     97.3     97.2     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       22       13       22       15
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,045
COMMITMENTS
       0      300        0   20,720   20,740   20,720   21,040      325        5

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0      280        0      280        0     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     98.5     98.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       10       22       11
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,293
COMMITMENTS
   1,738      300      415   11,779   13,518   13,932   14,233      361       60

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0     -110     -110     -110     -110       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      2.1      2.9     82.4     94.6     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       24       22       28       24
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,078
COMMITMENTS
   2,015        0      225    8,904   11,781   11,144   12,006      934       72

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        282)
       0        0        0      320      210      320      210      -38       72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      0.0      1.9     73.7     97.5     92.3     99.4      7.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       16       16       18
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,997
COMMITMENTS
       0    1,070      600   12,021   11,297   12,621   12,967      376       30

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:        275)
       0      275        0      335       30      335      305      -60      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.2      4.6     92.5     86.9     97.1     99.8      2.9      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        1       22       18       23       22
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,379
COMMITMENTS
     165        0       75    8,845    9,099    9,085    9,174      294      205

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:       -110)
     -50        0        0      -55     -250     -105     -250       -5      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.8     94.3     97.0     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       20       19       21
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 07/15/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,515
COMMITMENTS
     310        0       75    4,030    3,555    4,415    3,630      100      885

CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      1.7     89.3     78.7     97.8     80.4      2.2     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       14       16       15       17
```

----

Updated July 18, 2014