```
 
 
CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       10,011
COMMITMENTS
   3,040    2,755      961    5,952    6,290    9,952   10,006       59        5

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        118)
      55      164       96      -32     -142      118      118       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.4     27.5      9.6     59.5     62.8     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12       11       13       10       31       25
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,982,319
COMMITMENTS
 1305035  153,611  1729915  2923086  4080574  5958036  5964100   24,283   18,219

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:    -53,076)
 -18,615   21,698  -47,858   11,400  -25,430  -55,073  -51,590    1,997   -1,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      2.6     28.9     48.9     68.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      49       24       61      145      136      215      202
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    4,138,740
COMMITMENTS
 117,286   91,398  1948961  2070724  2096926  4136971  4137285    1,769    1,455

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:   -478,557)
 -10,095   26,230 -136,372 -332,159 -368,536 -478,627 -478,678       69      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.2     47.1     50.0     50.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      19       27       41       62       59      104      104
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      277,663
COMMITMENTS
   8,170    1,713    8,695  248,792  263,994  265,657  274,402   12,006    3,261

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      5,874)
   1,687     -630   -1,716    5,200    8,383    5,171    6,037      703     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.6      3.1     89.6     95.1     95.7     98.8      4.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        9       40       36       50       45
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,962
COMMITMENTS
   5,705        0    4,652  168,799  174,844  179,156  179,496    3,806    3,466

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      1,058)
  -1,146        0     -185    2,607    1,426    1,276    1,241     -218     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.0      2.5     92.3     95.6     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        0        4       37       36       42       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,014
COMMITMENTS
  11,556    1,511    4,854  190,255  203,520  206,665  209,885    7,349    4,129

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      7,050)
    -713     -460      459    6,022    7,138    5,768    7,137    1,282      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      0.7      2.3     88.9     95.1     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        4       30       30       36       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      857,705
COMMITMENTS
   2,786    2,518    7,054  834,918  846,259  844,758  855,831   12,947    1,874

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      6,155)
  -1,004      718      -72    7,949    5,901    6,873    6,547     -718     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      0.8     97.3     98.7     98.5     99.8      1.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       3        1        5       57       43       62       48
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,353
COMMITMENTS
   4,515    2,797    2,187  231,404  231,505  238,106  236,489    8,247    9,864

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      3,351)
    -854     -774       91    2,122    2,438    1,359    1,755    1,992    1,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      1.1      0.9     93.9     94.0     96.7     96.0      3.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        2       21       28       24       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,729
COMMITMENTS
  13,687    2,098    4,995  217,774  228,879  236,456  235,972    5,273    5,757

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,251)
     113      -25       12    2,188    1,981    2,313    1,968      -62      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.9      2.1     90.1     94.7     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       35       38       39       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,379
COMMITMENTS
   5,990        0    5,397   88,560   91,108   99,947   96,505    4,432    7,874

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      1,520)
    -358        0      116    1,437    2,166    1,195    2,282      325     -762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      5.2     84.8     87.3     95.8     92.5      4.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        4       21       22       25       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      182,573
COMMITMENTS
   6,156   10,596    8,007  161,092  155,982  175,255  174,585    7,318    7,988

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      4,796)
    -675      228      116    4,957    4,516    4,398    4,860      398      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      5.8      4.4     88.2     85.4     96.0     95.6      4.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        4       31       27       36       31
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,386
COMMITMENTS
       0    8,197      548   59,592   52,757   60,140   61,502    7,246    5,884

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:       -802)
       0   -1,027      248   -1,266       57   -1,018     -722      216      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     12.2      0.8     88.4     78.3     89.2     91.3     10.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       19       20       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,269
COMMITMENTS
   5,266    2,214    2,035  142,095  147,285  149,396  151,534    7,873    5,735

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      4,536)
      80        0     -530    5,439    5,927    4,989    5,397     -453     -861

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.4      1.3     90.4     93.7     95.0     96.4      5.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       26       26       27       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,551
COMMITMENTS
       0        0        0   69,037   78,046   69,037   78,046   14,514    5,505

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        158)
       0        0        0    1,229    1,346    1,229    1,346   -1,071   -1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     82.6     93.4     82.6     93.4     17.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       14       20       14       20
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      362,755
COMMITMENTS
  18,140    2,460    2,026  337,828  356,098  357,994  360,584    4,761    2,171

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,432)
     824        0     -422    1,906    2,340    2,308    1,918      124      514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      0.7      0.6     93.1     98.2     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        2       33       38       36       41
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,395
COMMITMENTS
   2,143        0    5,690   79,003   75,695   86,836   81,385    2,559    8,010

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,722)
  -1,471        0    1,270    3,007    1,934    2,806    3,204      -84     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      6.4     88.4     84.7     97.1     91.0      2.9      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        2       21       23       23       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,698
COMMITMENTS
       0    6,060      990   50,858   46,653   51,848   53,703   11,850    9,995

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:       -338)
       0     -113      -64     -150     -437     -214     -614     -124      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.5      1.6     79.8     73.2     81.4     84.3     18.6     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        2       11       15       13       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,861
COMMITMENTS
   9,424    8,175        0  156,827  154,544  166,251  162,719      610    4,142

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     15,160)
   9,052    7,564        0    6,046    7,596   15,098   15,160       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      4.9      0.0     94.0     92.6     99.6     97.5      0.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        0       16       18       18       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,612
COMMITMENTS
  19,984    9,855    7,440   83,950   94,357  111,374  111,652    1,238      960

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     15,004)
   1,612      124    7,440    5,890    7,440   14,942   15,004       62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.7      8.8      6.6     74.5     83.8     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        5        1       22       26       27       32
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,939
COMMITMENTS
     960        0        0   44,708   45,210   45,668   45,210      271      729

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,263)
       0        0        0    2,263    2,139    2,263    2,139        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      0.0     97.3     98.4     99.4     98.4      0.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       15       19       16       19
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,245
COMMITMENTS
   1,028        0      631  108,814  106,256  110,473  106,887    7,772   11,358

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      6,566)
     153        0       30    6,538    7,016    6,721    7,046     -155     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.5     92.0     89.9     93.4     90.4      6.6      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       25       25       26       26
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,535
COMMITMENTS
     725        0    3,266   69,806   69,210   73,797   72,476    2,738    4,059

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,117)
     723        0      -77    1,910    2,316    2,556    2,239     -439     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      4.3     91.2     90.4     96.4     94.7      3.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       15       14       17       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,844
COMMITMENTS
     472    1,607    1,532   80,934   84,867   82,938   88,006    6,906    1,838

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        372)
       0     -247        0      372      434      372      187        0      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.8      1.7     90.1     94.5     92.3     98.0      7.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       23       24       25       26
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,712
COMMITMENTS
   2,381        0      327   78,641   79,393   81,349   79,720    6,363    7,992

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        338)
    -186        0        0    1,078    1,430      892    1,430     -554   -1,092

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.4     89.7     90.5     92.7     90.9      7.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       16       17       17       18
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,455
COMMITMENTS
     800    1,005    2,390  120,446  123,310  123,636  126,705    5,819    2,750

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:       -464)
       0   -1,041      436   -1,268     -410     -832   -1,015      368      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.8      1.8     93.0     95.3     95.5     97.9      4.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       16       19       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      274,636
COMMITMENTS
  12,902   11,890    2,719  251,476  254,692  267,097  269,301    7,539    5,335

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     16,431)
  -3,045    1,897      820   17,231   13,871   15,006   16,588    1,425     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      4.3      1.0     91.6     92.7     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        4       33       28       38       33
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       15,215
COMMITMENTS
     600        0        0   14,435   15,035   15,035   15,035      180      180

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        651)
       0        0        0      651      651      651      651        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      0.0     94.9     98.8     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       11       13       11
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       10,842
COMMITMENTS
     713        0        0    9,974   10,662   10,687   10,662      155      180

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.0     92.0     98.3     98.6     98.3      1.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        0        9       11       11       11
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,376
COMMITMENTS
   3,720        0        0   32,531   36,218   36,251   36,218    1,125    1,158

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      4,070)
       0        0        0    4,281    3,760    4,281    3,760     -211      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.0      0.0      0.0     87.0     96.9     97.0     96.9      3.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       16       19       18       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,088
COMMITMENTS
       0        0        0   53,438   53,504   53,438   53,504    1,650    1,584

CHANGES FROM 06/11/13 (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     97.0     97.1     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       14       16       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      208,176
COMMITMENTS
  14,407   27,100    3,528  184,094  173,220  202,029  203,848    6,147    4,328

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -1,896)
     713      726     -947   -1,662   -2,531   -1,896   -2,752        0      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     13.0      1.7     88.4     83.2     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        4        1       31       28       33       33
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       80,461
COMMITMENTS
   1,323        0    3,246   67,574   74,713   72,143   77,959    8,318    2,502

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        212)
    -794        0      370      334     -158      -90      212      302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      4.0     84.0     92.9     89.7     96.9     10.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       12       13       13       14
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       87,045
COMMITMENTS
       0        0        0   82,070   85,244   82,070   85,244    4,975    1,801

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      4,662)
       0        0        0    3,384    4,662    3,384    4,662    1,278        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.3     97.9     94.3     97.9      5.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       19       22       19       22
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       95,485
COMMITMENTS
   1,535   14,439    1,270   83,948   74,046   86,753   89,755    8,732    5,730

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      1,676)
       0   -1,189      155    1,216    1,330    1,371      296      305    1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     15.1      1.3     87.9     77.5     90.9     94.0      9.1      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       22       22       24       23
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       19,513
COMMITMENTS
       0    1,380        0   19,179   17,021   19,179   18,401      334    1,112

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,821)
       0        0        0    2,697    2,759    2,697    2,759      124       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      0.0     98.3     87.2     98.3     94.3      1.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       10       15       10       17
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      193,601
COMMITMENTS
  29,918    7,119   20,462  142,523  165,492  192,903  193,072      698      529

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:    -17,237)
  -1,795    1,200   -2,384  -12,953  -15,541  -17,131  -16,725     -106     -512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      3.7     10.6     73.6     85.5     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      16        8       19       51       53       73       74
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       54,074
COMMITMENTS
   1,552      338    1,439   51,083   52,297   54,074   54,074       -0       -0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        844)
     238       27        2      604      815      844      844       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.6      2.7     94.5     96.7    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        4       27       29       32       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      554,746
COMMITMENTS
  23,734        0    1,888  529,124  552,858  554,746  554,746        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      6,198)
   3,968        0     -984    3,214    7,182    6,198    6,198        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      0.3     95.4     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        0        2       26       30       30       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,663,874
COMMITMENTS
 229,248   38,139   55,047  1379227  1570688  1663522  1663874      352        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -4,079)
   3,857    1,570   -7,359     -577    1,710   -4,079   -4,079        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.8      2.3      3.3     82.9     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        6        7       43       44       53       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       68,470
COMMITMENTS
      53    6,669    3,822   64,595   57,979   68,470   68,470       -0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -1,968)
     -26    1,414       54   -1,997   -3,436   -1,968   -1,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      9.7      5.6     94.3     84.7    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        5        4       32       27       37       32
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      394,240
COMMITMENTS
       0   12,099    9,026  385,214  373,115  394,240  394,240        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      3,976)
       0    1,952        0    3,976    2,024    3,976    3,976        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.1      2.3     97.7     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       19       20       21       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      616,888
COMMITMENTS
  49,659  170,195    9,589  557,640  437,104  616,888  616,888        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     24,904)
   4,310   10,112     -406   21,000   15,198   24,904   24,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.0     27.6      1.6     90.4     70.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        2       25       24       28       28
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       48,821
COMMITMENTS
   6,405   19,287    2,876   39,284   26,063   48,565   48,226      256      595

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        469)
     235      362     -254      444      361      425      469       44        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1     39.5      5.9     80.5     53.4     99.5     98.8      0.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       24       27       28       31
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,738,045
COMMITMENTS
   4,000  1193205        0  1734045  544,840  1738045  1738045        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     68.7      0.0     99.8     31.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       11        9       12       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      600,000
COMMITMENTS
       0  403,800        0  600,000  196,200  600,000  600,000        0        0

CHANGES FROM 06/11/13 (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     67.3      0.0    100.0     32.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       10       13       11
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,086,880
COMMITMENTS
   4,000        0        0  1082880  1086880  1086880  1086880        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     19,600)
       0        0        0   19,600   19,600   19,600   19,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.0     99.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       14       10       15       10
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      286,624
COMMITMENTS
  19,120    3,984    3,136  264,368  279,504  286,624  286,624        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -1,184)
       0        0        0   -1,184   -1,184   -1,184   -1,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      1.4      1.1     92.2     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       19       28       23
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,969
COMMITMENTS
   1,203      298      573    8,473    9,633   10,249   10,504      720      465

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        679)
     -88      132       66      744      509      722      707      -43      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.0      2.7      5.2     77.2     87.8     93.4     95.8      6.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        2       21       21       24       25
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,020,105
COMMITMENTS
       0   73,740   31,700  988,405  914,665  1020105  1020105        0        0

CHANGES FROM 06/11/13 (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      7.2      3.1     96.9     89.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       12       11       13       12
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      430,625
COMMITMENTS
   3,200        0        0  427,425  430,625  430,625  430,625        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      6,600)
       0        0        0    6,600    6,600    6,600    6,600        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:       28)
       2        0        0       19       12       21       12
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      226,180
COMMITMENTS
       0      550    1,600  224,580  224,030  226,180  226,180        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      3,580)
       0        0        0    3,580    3,580    3,580    3,580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.7     99.3     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       22       20       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       27,624
COMMITMENTS
     933    1,290      274   24,644   24,379   25,851   25,943    1,772    1,681

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        -29)
      30      -44       -6      -52       66      -28       15       -0      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.7      1.0     89.2     88.3     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        2       21       23       23       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,650,119
COMMITMENTS
  56,123  127,093  154,767  1439229  1368259  1650119  1650119        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     34,246)
     -80    7,840   23,400   10,926    3,006   34,246   34,246        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      7.7      9.4     87.2     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       28       25       30       28
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      574,600
COMMITMENTS
       0   84,790   22,465  552,135  467,345  574,600  574,600        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      3,930)
       0     -180        0    3,930    4,110    3,930    3,930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     14.8      3.9     96.1     81.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        3        1       31       26       32       29
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,189,134
COMMITMENTS
       0        0        0  1189134  1189134  1189134  1189134        0        0

CHANGES FROM 06/11/13 (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:       23)
       0        0        0       18       11       18       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      374,920
COMMITMENTS
   7,400        0        0  367,520  374,920  374,920  374,920        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      4,400)
       0        0        0    4,400    4,400    4,400    4,400        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       23       14       24       14
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      627,348
COMMITMENTS
 100,338   20,544   28,145  498,865  578,659  627,348  627,348        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -1,582)
  -2,369    2,386   -5,463    6,250    1,495   -1,582   -1,582        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      3.3      4.5     79.5     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        3       30       29       34       32
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       43,628
COMMITMENTS
   5,504    4,522    1,475   36,350   37,507   43,329   43,504      299      124

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:         21)
     -44      223      -84      149     -118       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6     10.4      3.4     83.3     86.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        4       33       34       37       38
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       24,554
COMMITMENTS
   2,855        0      127   21,572   24,427   24,554   24,554        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        529)
     131        0       49      349      480      529      529        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      0.0      0.5     87.9     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        0        2       26       16       30       18
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      190,037
COMMITMENTS
  18,174        0    1,952  169,911  188,085  190,037  190,037        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:         32)
   1,632        0        0   -1,600       32       32       32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.0      1.0     89.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       17       11       20       12
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      570,241
COMMITMENTS
  11,834    3,234   41,660  516,747  525,347  570,241  570,241        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     10,213)
       0    1,174     -392   10,605    9,431   10,213   10,213        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.6      7.3     90.6     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       25       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       33,396
COMMITMENTS
   3,087      510    1,360   28,590   31,378   33,037   33,248      359      148

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      1,253)
    -233        0      -22    1,444    1,338    1,189    1,316       64      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      1.5      4.1     85.6     94.0     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       25       29       27       31
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       97,388
COMMITMENTS
       0    6,649        0   97,388   90,739   97,388   97,388        0        0

CHANGES FROM 06/11/13 (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      6.8      0.0    100.0     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       12       14       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       24,140
COMMITMENTS
   3,578      648      126   19,652   23,007   23,356   23,781      784      359

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        125)
      18       40      -18      213       83      213      105      -88       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      2.7      0.5     81.4     95.3     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       22       23       26       26
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      338,223
COMMITMENTS
  54,893        0    1,560  281,770  336,663  338,223  338,223        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      1,568)
     400        0     -400    1,568    1,968    1,568    1,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      0.0      0.5     83.3     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       20       21       23       22
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       19,178
COMMITMENTS
   1,086        4       80   17,415   18,946   18,581   19,030      597      148

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        423)
       0        0        0      294      423      294      423      129        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      0.0      0.4     90.8     98.8     96.9     99.2      3.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       24       25       27       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      250,054
COMMITMENTS
   7,489    4,680        0  242,565  245,374  250,054  250,054        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:        392)
       0        0        0      392      392      392      392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      1.9      0.0     97.0     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       21       18       22       19
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,507
COMMITMENTS
     310        0    3,102   28,095   28,405   31,507   31,507        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:       -279)
    -516        0      258      -21     -537     -279     -279        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      9.8     89.2     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       23       25       24
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      224,310
COMMITMENTS
   1,954        0        0  222,356  224,310  224,310  224,310        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     -2,184)
       0        0        0   -2,184   -2,184   -2,184   -2,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     99.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       19       19       19
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      818,625
COMMITMENTS
       0   97,920        0  818,625  720,705  818,625  818,625        0        0

CHANGES FROM 06/11/13 (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     12.0      0.0    100.0     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       11       15       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      247,320
COMMITMENTS
       0   16,300        0  247,320  231,020  247,320  247,320        0        0

CHANGES FROM 06/11/13 (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      6.6      0.0    100.0     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       20       15       20       16
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,345
COMMITMENTS
     437        7      298    1,588    2,036    2,323    2,341       22        4

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:       -726)
     -27       -8     -159     -513     -553     -700     -720      -27       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      0.3     12.7     67.7     86.8     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       17       20       20
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      138,365
COMMITMENTS
       0        0        0  138,365  138,365  138,365  138,365        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      5,400)
       0        0        0    5,400    5,400    5,400    5,400        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 JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      238,025
COMMITMENTS
       0        0        0  238,025  238,025  238,025  238,025        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      2,420)
       0        0        0    2,420    2,420    2,420    2,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       11       17       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      838,835
COMMITMENTS
       0        0        0  838,835  838,835  838,835  838,835        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        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        9       15        9
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      148,635
COMMITMENTS
     440        0        0  148,195  148,635  148,635  148,635        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     34,570)
     440        0        0   34,130   34,570   34,570   34,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       16       18       16
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      214,905
COMMITMENTS
   5,080    1,000        0  209,825  213,905  214,905  214,905        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      9,015)
       0        0        0    9,015    9,015    9,015    9,015        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.5      0.0     97.6     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       24       16       25       17
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      619,244
COMMITMENTS
       0        0        0  619,244  619,244  619,244  619,244        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     28,082)
       0        0        0   28,082   28,082   28,082   28,082        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       17       11       17       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      992,179
COMMITMENTS
       0        0        0  992,179  992,179  992,179  992,179        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        7       15        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      295,800
COMMITMENTS
       0        0        0  295,800  295,800  295,800  295,800        0        0

CHANGES FROM 06/11/13 (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:       32)
       0        0        0       25       11       25       11
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,653,566
COMMITMENTS
 305,300    4,000        0  6348266  6649566  6653566  6653566        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     30,060)
       0        0        0   30,060   30,060   30,060   30,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.1      0.0     95.4     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        1        0       35       33       39       34
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,244,440
COMMITMENTS
  76,405    4,200        0  2168035  2240240  2244440  2244440        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     34,980)
    -440    2,200        0   35,420   32,780   34,980   34,980        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      0.2      0.0     96.6     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        0       40       36       44       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,357,099
COMMITMENTS
 385,280  462,812  147,489  1823371  1746798  2356140  2357099      958        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:     37,133)
  -4,092    3,976   13,124   28,760   20,033   37,791   37,133     -658        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3     19.6      6.3     77.4     74.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        9        8       44       38       54       51
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    4,787,421
COMMITMENTS
 107,335  298,836  161,508  4518578  4327077  4787421  4787421        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:    310,188)
  -4,738  -23,400    4,738  310,188  328,850  310,188  310,188        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      6.2      3.4     94.4     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        5       36       31       41       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      615,415
COMMITMENTS
       0    2,480        0  615,415  612,935  615,415  615,415        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:      9,400)
       0        0        0    9,400    9,400    9,400    9,400        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:       34)
       0        1        0       26       15       26       16
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,971,540
COMMITMENTS
       0   17,378        0  1971540  1954162  1971540  1971540        0        0

CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST:    -12,267)
       0        0        0  -12,267  -12,267  -12,267  -12,267        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       22       14       22       15
```

----

Updated June 21, 2013