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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       12,966
COMMITMENTS
   3,944    3,484      879    8,115    8,583   12,938   12,946       28       20

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        238)
       4      236       34      249      -43      287      228      -49       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     26.9      6.8     62.6     66.2     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       13       10       14       10       32       26
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,634,657
COMMITMENTS
 854,595  169,761  1794521  2963311  3660695  5612427  5624977   22,230    9,680

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:    112,679)
   7,991   -4,087  -11,192  112,726  125,144  109,525  109,865    3,154    2,814

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      3.0     31.8     52.6     65.0     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      44       32       63      141      131      209      202
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,132,210
COMMITMENTS
 131,788   51,307  1373936  1625312  1705410  3131035  3130652    1,174    1,557

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     44,818)
    -989    2,639   36,677    9,085    5,472   44,772   44,787       46       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.6     43.9     51.9     54.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      27       18       38       57       59       98      101
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,795
COMMITMENTS
  12,114    1,199   10,337  187,734  204,978  210,185  216,514   15,610    9,281

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      3,544)
     317      973      647    3,716    1,979    4,680    3,599   -1,136      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.5      4.6     83.1     90.8     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        7       29       30       37       37
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,804
COMMITMENTS
   3,890    2,543    4,603  154,137  157,637  162,630  164,783    4,174    2,021

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      5,387)
  -1,650    1,366    1,394    5,995    2,263    5,739    5,023     -352      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      1.5      2.8     92.4     94.5     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        3        5       35       37       40       43
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,414
COMMITMENTS
  12,853   12,178    5,476  196,150  202,390  214,479  220,044    9,935    4,370

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      2,739)
   1,999      286      898     -672    2,321    2,225    3,505      514     -766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      5.4      2.4     87.4     90.2     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        2        6       28       32       35       39
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      794,037
COMMITMENTS
   7,923    1,565    5,153  773,351  782,700  786,427  789,418    7,610    4,619

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      8,058)
    -452      258     -434    9,135    8,108    8,249    7,932     -191      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.2      0.6     97.4     98.6     99.0     99.4      1.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        3        8       47       39       56       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,731
COMMITMENTS
   2,022        0    1,601  225,098  228,566  228,721  230,167    8,010    6,564

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:       -756)
     -38        0      -24      646      217      584      193   -1,340     -949

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.7     95.1     96.6     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        0        1       27       31       29       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      260,269
COMMITMENTS
  10,119    1,269    3,626  238,906  250,887  252,651  255,782    7,618    4,487

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     12,351)
    -138     -123     -821   11,308   12,752   10,349   11,808    2,002      543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.5      1.4     91.8     96.4     97.1     98.3      2.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        1        4       32       41       36       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       69,666
COMMITMENTS
   9,588        0    1,336   52,141   61,062   63,065   62,398    6,601    7,268

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:         12)
   2,441        0      328   -1,489     -796    1,280     -468   -1,268      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      0.0      1.9     74.8     87.6     90.5     89.6      9.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       19       17       22       19
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      163,656
COMMITMENTS
  18,075   19,660    8,298  127,955  129,793  154,328  157,751    9,328    5,905

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      5,167)
   1,886        0      565    4,070    5,285    6,521    5,850   -1,354     -683

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0     12.0      5.1     78.2     79.3     94.3     96.4      5.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        2        6       23       27       29       34
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,494
COMMITMENTS
       0    6,937    5,598   63,892   53,355   69,490   65,890    7,004   10,604

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      5,493)
       0   -2,910    1,621    3,902    6,052    5,523    4,763      -30      730

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.1      7.3     83.5     69.8     90.8     86.1      9.2     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        3       17       14       20       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      153,597
COMMITMENTS
   1,398        0    2,386  144,589  147,482  148,373  149,868    5,224    3,729

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,339)
     726        0     -540    1,030    1,848    1,216    1,308      123       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      1.6     94.1     96.0     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       25       27       26       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,372
COMMITMENTS
       0        0        0   65,788   80,336   65,788   80,336   16,584    2,036

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      6,260)
       0        0        0    4,861    6,169    4,861    6,169    1,399       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.9     97.5     79.9     97.5     20.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       22       17       22
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      326,286
COMMITMENTS
   3,113    6,804    3,324  316,896  312,380  323,333  322,508    2,953    3,778

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:       -926)
   2,306    1,859   -1,958   -1,014     -544     -666     -643     -260     -283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.1      1.0     97.1     95.7     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        3        3       44       38       47       43
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,145
COMMITMENTS
   4,775   10,196    3,245   69,115   59,912   77,135   73,353    6,010    9,792

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      4,699)
   1,987    5,119     -524    2,809     -640    4,272    3,955      427      744

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     12.3      3.9     83.1     72.1     92.8     88.2      7.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       16       21       19       26
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,952
COMMITMENTS
  45,526    2,370        0   95,703  136,416  141,229  138,786      723    3,166

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      7,059)
   5,288    2,370        0    1,621    5,117    6,909    7,487      150     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.1      1.7      0.0     67.4     96.1     99.5     97.8      0.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        0       16       19       19       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      139,480
COMMITMENTS
  68,590   10,213        0   69,872  128,027  138,462  138,240    1,018    1,240

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      8,900)
   5,448    2,370        0    3,582    6,530    9,030    8,900     -130        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.2      7.3      0.0     50.1     91.8     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        5        0       31       23       39       28
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,918
COMMITMENTS
       0      372        0   29,547   28,687   29,547   29,059      371      859

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,530)
       0        0        0    1,530    1,564    1,530    1,564        0      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0     98.8     95.9     98.8     97.1      1.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       12       20       12       21
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,536
COMMITMENTS
     291    2,568      441  114,647  118,491  115,379  121,500   17,157   11,036

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      3,296)
    -422    2,568       30    2,266    2,038    1,874    4,636    1,422   -1,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.9      0.3     86.5     89.4     87.1     91.7     12.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       22       24       24
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       11,549
COMMITMENTS
   1,728        0      186    7,428   11,024    9,342   11,210    2,207      339

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,200)
     240        0        0      930    1,202    1,170    1,202       30       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      0.0      1.6     64.3     95.5     80.9     97.1     19.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       13       11       16       12
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,381
COMMITMENTS
     988    2,352    2,079  103,994  101,109  107,061  105,540    4,320    5,841

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     -1,816)
      58     -491      361   -2,235   -2,718   -1,816   -2,848        0    1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.1      1.9     93.4     90.8     96.1     94.8      3.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        2       26       23       28       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,224
COMMITMENTS
   4,082        0    1,801   92,971   91,531   98,854   93,332    1,370    6,892

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,325)
    -306        0      428      961      715    1,083    1,143      242      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.0      1.8     92.8     91.3     98.6     93.1      1.4      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       18       15       20       17
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,850
COMMITMENTS
   1,483      279        0   15,212   16,292   16,695   16,571      155      279

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,200)
     573        0        0      720    1,200    1,293    1,200      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      1.7      0.0     90.3     96.7     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0        9       13       11       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,933
COMMITMENTS
       0    3,955      644  100,819   98,060  101,463  102,659    4,470    3,274

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,402)
       0    2,107   -1,050    3,008      806    1,958    1,863     -556     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.6     95.2     92.6     95.8     96.9      4.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        2       17       17       19       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      302,256
COMMITMENTS
   5,773    7,593    8,214  276,486  278,923  290,473  294,730   11,783    7,526

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      8,461)
   5,584    1,123    1,229    1,065    9,465    7,878   11,817      583   -3,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.5      2.7     91.5     92.3     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        3       29       30       33       34
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,148
COMMITMENTS
   1,313        0        0   27,815   29,838   29,128   29,838    1,020      310

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      5,172)
       0        0        0    5,082    5,172    5,082    5,172       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      0.0     92.3     99.0     96.6     99.0      3.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        0       12       14       14       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,558
COMMITMENTS
     372      372        0   40,202   40,566   40,574   40,938      984      620

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,620)
       0        0        0    1,560    1,681    1,560    1,681       60      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.9      0.0     96.7     97.6     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       18       16       19       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      228,614
COMMITMENTS
   4,915   29,622    6,930  205,823  187,689  217,668  224,241   10,946    4,373

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      4,846)
  -1,481     -406    1,078    4,918    3,962    4,515    4,634      331      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     13.0      3.0     90.0     82.1     95.2     98.1      4.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        3       33       31       38       36
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       66,259
COMMITMENTS
  11,660        0    2,471   48,266   60,986   62,397   63,457    3,862    2,802

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,891)
    -121        0      121    2,826    1,892    2,826    2,013     -935     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.6      0.0      3.7     72.8     92.0     94.2     95.8      5.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       17       12       20       13
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,767
COMMITMENTS
       0        0        0   73,813   74,026   73,813   74,026    4,954    4,741

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      2,357)
       0        0        0    2,297    2,417    2,297    2,417       60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.7     94.0     93.7     94.0      6.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       15       19       15
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,579
COMMITMENTS
       0   17,788      674   80,296   66,913   80,970   85,375    7,609    3,204

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,102)
       0    1,201      -26      547      720      521    1,895      581     -793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     20.1      0.8     90.6     75.5     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       24       18       25       21
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      177,540
COMMITMENTS
  20,613    6,189   14,471  141,632  156,256  176,715  176,916      825      624

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        488)
  -1,490   -1,475       63    1,741    1,934      314      522      173      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.5      8.2     79.8     88.0     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      14        8       13       56       51       74       68
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,092
COMMITMENTS
   1,365      201    2,567   49,160   50,324   53,092   53,092        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        261)
     330        0        1      -70      260      261      261        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.4      4.8     92.6     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        3       27       24       30       29
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      467,312
COMMITMENTS
   8,802      622   21,198  437,312  445,492  467,312  467,312        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      8,415)
     888      622    1,200    6,327    6,593    8,415    8,415        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.1      4.5     93.6     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       20       24       22       26
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,617,752
COMMITMENTS
  79,566   14,516   30,676  1507510  1572560  1617752  1617752        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      5,511)
  -4,358    5,053   -3,901   13,770    4,359    5,511    5,511        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.9      1.9     93.2     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        5        6       43       44       53       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       55,073
COMMITMENTS
     329   10,425    4,567   50,177   40,080   55,073   55,073        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     -1,918)
    -239      863     -164   -1,515   -2,616   -1,918   -1,918        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     18.9      8.3     91.1     72.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        3       26       25       32       31
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      315,238
COMMITMENTS
       0   47,414   14,434  300,804  253,390  315,238  315,238        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:    -28,422)
       0   -6,065    1,592  -30,014  -23,949  -28,422  -28,422        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.0      4.6     95.4     80.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       16       18       18       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      568,006
COMMITMENTS
  26,094        0   10,092  531,820  557,914  568,006  568,006        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        742)
   1,611        0   -1,611      742    2,353      742      742        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      1.8     93.6     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       23       29       27       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,316
COMMITMENTS
   5,055      202    1,697   43,180   48,096   49,932   49,995      384      321

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        468)
    -507        0      253      508      257      254      510      214      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.4      3.4     85.8     95.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        2       25       30       29       33
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,660,815
COMMITMENTS
       0        0        0  1660815  1660815  1660815  1660815        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      758,800
COMMITMENTS
       0    9,600        0  758,800  749,200  758,800  758,800        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      0.0    100.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       13       16       14
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      904,320
COMMITMENTS
       0    3,760        0  904,320  900,560  904,320  904,320        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     46,800)
       0        0        0   46,800   46,800   46,800   46,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       14       10       14       11
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      273,480
COMMITMENTS
  12,256    1,184    1,576  259,648  270,720  273,480  273,480        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      2,328)
   1,128        0      800      400    1,528    2,328    2,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.4      0.6     94.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       23       19       26       21
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,039
COMMITMENTS
   1,385      685      230   12,210   12,670   13,825   13,585      214      454

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        838)
     -20      120       20      817      698      817      838       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      4.9      1.6     87.0     90.2     98.5     96.8      1.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       19       18       22       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,025,155
COMMITMENTS
  27,460        0        0  997,695  1025155  1025155  1025155        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     70,820)
       0        0        0   70,820   70,820   70,820   70,820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       15       16       15
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      331,145
COMMITMENTS
   4,150        0        0  326,995  331,145  331,145  331,145        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     53,100)
       0        0        0   53,100   53,100   53,100   53,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.0     98.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       13       18       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      208,425
COMMITMENTS
   4,225        0        0  204,200  208,425  208,425  208,425        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      6,350)
       0        0        0    6,350    6,350    6,350    6,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       22       25       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,629
COMMITMENTS
   1,005      940      168   20,556   21,369   21,729   22,477    1,900    1,152

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        676)
     299        0        0      316      653      615      653       62       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.0      0.7     87.0     90.4     92.0     95.1      8.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       21       20       23       22
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,368,134
COMMITMENTS
 113,373  140,629  161,238  2093523  2066267  2368134  2368134        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     10,782)
  -4,096      744        0   14,878   10,038   10,782   10,782        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.9      6.8     88.4     87.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       28       28       29       31
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      781,343
COMMITMENTS
   1,450   79,904   43,835  736,058  657,604  781,343  781,343        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     15,367)
       0     -525        0   15,367   15,892   15,367   15,367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     10.2      5.6     94.2     84.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       33       29       35       32
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,044,751
COMMITMENTS
       0        0        0  1044751  1044751  1044751  1044751        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     14,436)
       0        0        0   14,436   14,436   14,436   14,436        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       11       21       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      336,705
COMMITMENTS
   2,200        0        0  334,505  336,705  336,705  336,705        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      1,000)
       0        0        0    1,000    1,000    1,000    1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.0     99.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       12       26       12
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      611,210
COMMITMENTS
 134,901    1,140   22,809  453,500  587,261  611,210  611,210        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:       -541)
   6,256        0   -5,440   -1,357    4,899     -541     -541        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      0.2      3.7     74.2     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       28       31       31       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,720
COMMITMENTS
   8,722    2,812      830   31,696   37,927   41,248   41,569      472      151

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        232)
     212       21       21      -22      190      211      232       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      6.7      2.0     76.0     90.9     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        3       30       31       35       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,307
COMMITMENTS
   4,569      204      768   19,970   24,335   25,307   25,307        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     -1,569)
     554       52     -153   -1,970   -1,468   -1,569   -1,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.1      0.8      3.0     78.9     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       23       13       24       15
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      247,733
COMMITMENTS
 102,568    2,293      665  144,500  244,775  247,733  247,733        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:    -27,177)
  -7,507    2,293        0  -19,670  -29,470  -27,177  -27,177        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4      0.9      0.3     58.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14        9       16       11
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      613,131
COMMITMENTS
  11,562    1,179   33,125  568,444  578,827  613,131  613,131        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      6,661)
       0   -3,902        0    6,661   10,563    6,661    6,661        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.2      5.4     92.7     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       35,031
COMMITMENTS
   3,596        0       20   30,330   34,355   33,946   34,375    1,085      656

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        734)
     520        0        0      -41      479      479      479      255      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      0.1     86.6     98.1     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       23       19       25       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,642
COMMITMENTS
       0      576       21    5,434    5,578    5,455    6,175    1,187      467

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:         21)
       0        0        0      -22      -21      -22      -21       43       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.7      0.3     81.8     84.0     82.1     93.0     17.9      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       11       16       12       18
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       21,275
COMMITMENTS
   4,064        0       46   17,035   21,078   21,145   21,124      130      151

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        350)
     410        0        0      238      414      648      414     -298      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.1      0.0      0.2     80.1     99.1     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        0        1       25       22       31       23
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      306,239
COMMITMENTS
  57,443        0      376  248,420  305,863  306,239  306,239        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.0      0.1     81.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        1       22       19       26       20
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,216
COMMITMENTS
     808      128      233   14,132   14,724   15,173   15,085       43      131

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:         -1)
       0      -42       42      -43      -44       -1      -44        0       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.8      1.5     92.9     96.8     99.7     99.1      0.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       22       22       25       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      196,599
COMMITMENTS
   2,033        0        0  194,566  196,599  196,599  196,599        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       18       14       20       14
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,364
COMMITMENTS
       0    1,206    2,763   22,601   21,395   25,364   25,364        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:        128)
       0     -228       26      102      330      128      128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.8     10.9     89.1     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       18       21       19
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      144,505
COMMITMENTS
       0        0        0  144,505  144,505  144,505  144,505        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       17       17       17
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      702,000
COMMITMENTS
       0   62,240        0  702,000  639,760  702,000  702,000        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     14,088)
       0        0        0   14,088   14,088   14,088   14,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0    100.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      213,215
COMMITMENTS
       0    5,350        0  213,215  207,865  213,215  213,215        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      3,810)
       0        0        0    3,810    3,810    3,810    3,810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       12       20       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      221,965
COMMITMENTS
       0        0        0  221,965  221,965  221,965  221,965        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18       11       18       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      754,363
COMMITMENTS
       0        0        0  754,363  754,363  754,363  754,363        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        6       15        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      139,035
COMMITMENTS
       0        0        0  139,035  139,035  139,035  139,035        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       14       16       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      502,733
COMMITMENTS
       0        0        0  502,733  502,733  502,733  502,733        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      188,975
COMMITMENTS
   3,400        0        0  185,575  188,975  188,975  188,975        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      3,430)
       0        0        0    3,430    3,430    3,430    3,430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       14       21       14
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      627,223
COMMITMENTS
       0        0        0  627,223  627,223  627,223  627,223        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     11,136)
       0        0        0   11,136   11,136   11,136   11,136        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       11       18       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      950,672
COMMITMENTS
       0        0        0  950,672  950,672  950,672  950,672        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19        9       19        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      243,830
COMMITMENTS
       0        0        0  243,830  243,830  243,830  243,830        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,677,033
COMMITMENTS
 189,532        0        0  6487501  6677033  6677033  6677033        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:    169,667)
       0        0        0  169,667  169,667  169,667  169,667        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      0.0      0.0     97.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        0       38       31       41       31
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,182,940
COMMITMENTS
  44,085    4,600        0  2138855  2178340  2182940  2182940        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     45,320)
       0        0        0   45,320   45,320   45,320   45,320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.2      0.0     98.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        0       37       36       41       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,888,900
COMMITMENTS
 570,110  342,088  104,633  2214158  2442179  2888900  2888900        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     56,851)
   1,365   19,504      -49   55,535   37,396   56,851   56,851        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     11.8      3.6     76.6     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        7        6       43       42       53       51
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,378,442
COMMITMENTS
 174,139  134,615  147,756  6056547  6096071  6378442  6378442        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:    118,253)
       0        0        0  118,253  118,253  118,253  118,253        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.1      2.3     95.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       35       30       39       35
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      594,285
COMMITMENTS
       0      640        0  594,285  593,645  594,285  594,285        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:     10,425)
       0        0        0   10,425   10,425   10,425   10,425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       27       13       27       14
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,123,462
COMMITMENTS
       0    4,410        0  2123462  2119052  2123462  2123462        0        0

CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST:      9,715)
       0        0        0    9,715    9,715    9,715    9,715        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       29       15       29       16
```

----

Updated October 30, 2013