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CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:        5,098
COMMITMENTS
     772    1,131       50    4,243    3,887    5,065    5,068       33       30

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:         29)
      78       20        0      -36        9       42       29      -13        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     22.2      1.0     83.2     76.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3        1        8        4       15        8
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       17,300
COMMITMENTS
   7,760    2,699    1,220    8,320   13,381   17,300   17,300        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9     15.6      7.1     48.1     77.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        2        5        9        6       19       12
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:        8,360
COMMITMENTS
   2,025    1,025    1,150    5,185    6,185    8,360    8,360        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,175)
     400      625      100      675      450    1,175    1,175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     12.3     13.8     62.0     74.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        3        3       11        6       16       11
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,242,175
COMMITMENTS
 1053614  147,401  1310201  2841688  3766364  5205503  5223966   36,672   18,209

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:   -146,871)
  52,708   -1,398 -126,844  -73,228  -18,741 -147,364 -146,983      493      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      2.8     25.0     54.2     71.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      41       25       59      136      113      200      175
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      724,543
COMMITMENTS
  63,585  119,602  208,094  452,392  396,363  724,071  724,059      472      484

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     21,391)
  11,283   -2,901   -3,788   14,272   28,356   21,767   21,667     -376     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     16.5     28.7     62.4     54.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      18       16       20       38       36       67       61
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,625
COMMITMENTS
  44,469    6,285    5,637  194,089  244,887  244,195  256,809   19,430    6,816

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:       -172)
    -746     -795       91     -251       78     -906     -626      734      454

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      2.4      2.1     73.6     92.9     92.6     97.4      7.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       8        2        7       27       28       37       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,043
COMMITMENTS
  12,072    3,357    2,321  123,727  139,425  138,120  145,103    9,923    2,940

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,714)
  -1,294      -30       63    1,552    1,873      321    1,906    1,393     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.3      1.6     83.6     94.2     93.3     98.0      6.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        3       28       26       32       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,483
COMMITMENTS
  33,968    8,823    6,281  172,759  200,741  213,008  215,845   11,475    8,638

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,094)
   1,498    3,979     -789    1,055   -2,117    1,764    1,073      330    1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      3.9      2.8     77.0     89.4     94.9     96.2      5.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        3       21       24       26       28
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      816,370
COMMITMENTS
  52,946    4,532   14,010  742,613  784,091  809,569  802,633    6,801   13,737

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      7,996)
   1,559     -483    1,745    4,872    3,999    8,176    5,261     -180    2,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.6      1.7     91.0     96.0     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        3        3       50       38       55       42
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,974
COMMITMENTS
  26,788   15,573    1,751  198,024  216,658  226,563  233,982   14,411    6,992

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     -4,514)
  -1,275     -796      179   -5,424   -4,595   -6,520   -5,212    2,006      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      6.5      0.7     82.2     89.9     94.0     97.1      6.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       22       26       26       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,062
COMMITMENTS
   1,755        0    3,106  213,277  215,233  218,138  218,339    6,924    6,723

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      5,486)
     508        0     -181    5,584    4,886    5,911    4,705     -425      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      1.4     94.8     95.6     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        0        3       35       34       38       37
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,682
COMMITMENTS
   8,555        0    2,590   76,616   77,559   87,761   80,149    4,921   12,533

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      4,661)
   1,780        0    1,596    3,345    4,335    6,721    5,931   -2,060   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      2.8     82.7     83.7     94.7     86.5      5.3     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       18       18       21       19
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,085
COMMITMENTS
  10,281    8,502   15,395  105,922  109,236  131,598  133,133    9,487    7,952

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,563)
    -877     -129      974    1,861     -895    1,958      -50     -395    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.0     10.9     75.1     77.4     93.3     94.4      6.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       22       23       27       28
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,297
COMMITMENTS
   4,805        0      217    9,274   15,376   14,296   15,593    2,001      704

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      0.0      1.3     56.9     94.3     87.7     95.7     12.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        0        1       12       11       18       12
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,268
COMMITMENTS
       0    6,824    5,903   60,687   54,426   66,590   67,153    9,678    9,115

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        573)
       0     -646      678     -105      541      573      573        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.9      7.7     79.6     71.4     87.3     88.0     12.7     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       17       16       19       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      175,682
COMMITMENTS
   1,598        0      553  163,109  168,997  165,260  169,550   10,422    6,132

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,642)
      64        0     -158      441    1,395      347    1,237    2,295    1,405

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.3     92.8     96.2     94.1     96.5      5.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        1       26       23       28       24
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       92,778
COMMITMENTS
       0        0        0   82,080   87,015   82,080   87,015   10,698    5,763

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,713)
       0        0        0    1,862      708    1,862      708     -149    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.5     93.8     88.5     93.8     11.5      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       23       19       23       19
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      301,064
COMMITMENTS
   8,282    6,388    1,803  282,137  283,992  292,222  292,183    8,842    8,881

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        473)
    -123       31      -91      532    1,603      318    1,543      155   -1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.1      0.6     93.7     94.3     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        1       41       37       43       42
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,773
COMMITMENTS
     158   18,122    1,860   74,152   55,524   76,170   75,506    8,603    9,267

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      3,059)
     120    3,537     -323      806     -525      603    2,689    2,456      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     21.4      2.2     87.5     65.5     89.9     89.1     10.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        3       19       15       22       20
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       75,924
COMMITMENTS
   2,602    2,208    1,539   62,946   65,495   67,087   69,242    8,837    6,682

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.9      2.0     82.9     86.3     88.4     91.2     11.6      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14       15       15       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,351
COMMITMENTS
   8,689   12,342    2,480   94,517   87,958  105,686  102,780    1,665    4,571

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     12,285)
   3,172    1,582      668   10,344   10,553   14,184   12,803   -1,899     -518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     11.5      2.3     88.0     81.9     98.4     95.7      1.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        3        2       16       18       23       22
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,568
COMMITMENTS
  18,888    9,873    7,491   59,268   68,435   85,647   85,799      921      769

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      8,280)
   3,617    2,455     -205    4,682    6,036    8,094    8,286      186       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     11.4      8.7     68.5     79.1     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      11        5        5       28       34       43       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,121
COMMITMENTS
       0        0        0   38,348   37,966   38,348   37,966    1,773    2,155

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      7,810)
       0        0        0    7,902    7,570    7,902    7,570      -92      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     94.6     95.6     94.6      4.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       18       25       18       25
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,870
COMMITMENTS
     300    4,048        0   95,717   95,700   96,017   99,748   15,853   12,122

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      4,993)
       0     -210        0    4,412    5,287    4,412    5,077      581      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.6      0.0     85.6     85.5     85.8     89.2     14.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       26       23       27       24
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       16,717
COMMITMENTS
   6,591      941        0    7,705   15,195   14,296   16,136    2,421      581

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4      5.6      0.0     46.1     90.9     85.5     96.5     14.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        0        7       11        9       13
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,420
COMMITMENTS
       0    3,325    1,605   92,842   84,787   94,447   89,717    7,973   12,703

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:       -491)
       0   -1,232      676   -3,701     -731   -3,025   -1,287    2,534      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      1.6     90.6     82.8     92.2     87.6      7.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       18       19       20
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,507
COMMITMENTS
   4,037       89    1,124   60,585   63,972   65,746   65,185    6,761    7,322

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6      0.1      1.6     83.6     88.2     90.7     89.9      9.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       11       18       12
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,811
COMMITMENTS
   3,199        0      213   69,142   74,253   72,554   74,466    5,257    3,345

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.3     88.9     95.4     93.2     95.7      6.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       15       13       18       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,721
COMMITMENTS
   3,962      839      217   19,807   22,043   23,986   23,099      735    1,622

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      3.4      0.9     80.1     89.2     97.0     93.4      3.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1        9       15       13       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      115,632
COMMITMENTS
       0    4,272      609  107,187  106,712  107,796  111,593    7,836    4,039

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:       -127)
       0      -12     -546      601     -367       55     -925     -182      798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.5     92.7     92.3     93.2     96.5      6.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       14       13       15       15
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      294,140
COMMITMENTS
   2,141   57,650    7,036  265,359  218,447  274,536  283,133   19,604   11,007

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      3,357)
    -549    1,349    1,638    2,801      792    3,890    3,779     -533     -422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     19.6      2.4     90.2     74.3     93.3     96.3      6.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        3       29       22       32       27
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,861
COMMITMENTS
   7,910      310      124   25,337   32,183   33,371   32,617      490    1,244

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      7,785)
   3,331        0        0    4,545    7,125    7,876    7,125      -91      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      0.9      0.4     74.8     95.0     98.6     96.3      1.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        1        1       16       15       22       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,868
COMMITMENTS
   5,550        0        0   37,696   44,792   43,246   44,792    2,622    1,076

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      5,058)
   2,672        0        0    1,451    4,540    4,123    4,540      935      518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      0.0      0.0     82.2     97.7     94.3     97.7      5.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       16       15       17       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      274,749
COMMITMENTS
   4,290   37,480    3,078  257,368  228,055  264,736  268,613   10,013    6,136

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      4,460)
     489      194     -395    3,505    3,048    3,599    2,847      861    1,613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     13.6      1.1     93.7     83.0     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        5       40       31       46       37
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       89,919
COMMITMENTS
   9,045        0        0   75,627   86,374   84,672   86,374    5,247    3,545

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,509)
     369        0        0    3,633    3,072    4,002    3,072   -1,493     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      0.0      0.0     84.1     96.1     94.2     96.1      5.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       17       15       18       15
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       83,834
COMMITMENTS
       0        0        0   77,364   80,204   77,364   80,204    6,470    3,630

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,961)
       0        0        0    3,003    3,117    3,003    3,117      -42     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.3     95.7     92.3     95.7      7.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       16       20       16
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       77,996
COMMITMENTS
   1,465    2,037      731   64,486   68,766   66,682   71,534   11,314    6,462

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.6      0.9     82.7     88.2     85.5     91.7     14.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       13       18       14
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      150,544
COMMITMENTS
  16,037    6,452   13,134  120,183  129,805  149,354  149,391    1,190    1,153

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,903)
     454      777      695    1,733    1,534    2,882    3,006       21     -103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      4.3      8.7     79.8     86.2     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      10        5       12       51       55       64       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       59,157
COMMITMENTS
   4,587      477    2,216   52,354   56,464   59,157   59,157        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,709)
     131        1       52    2,526    2,656    2,709    2,709        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.8      3.7     88.5     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        3       25       20       29       23
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      457,946
COMMITMENTS
     960    7,675   24,947  432,039  425,324  457,946  457,946        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,384)
     960   -8,531    5,180   -3,756    5,735    2,384    2,384        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.7      5.4     94.3     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       21       22       24       25
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,538,081
COMMITMENTS
  35,831   18,261   52,220  1448894  1466464  1536945  1536945    1,136    1,136

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     16,816)
   4,740      792    4,704    7,372   11,320   16,816   16,816        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      1.2      3.4     94.2     95.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        3        4       40       42       47       48
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       46,002
COMMITMENTS
     285    8,180    4,257   41,460   33,487   46,002   45,924        0       78

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        363)
    -283     -114      282      364      117      363      285        0       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     17.8      9.3     90.1     72.8    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        3        2       24       24       29       28
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      317,239
COMMITMENTS
     304   25,220   29,390  287,545  262,629  317,239  317,239        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     -1,872)
       0     -224      584   -2,456   -2,232   -1,872   -1,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      7.9      9.3     90.6     82.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       17       14       20       17
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      628,575
COMMITMENTS
  43,583        0   10,466  574,526  618,109  628,575  628,575        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     23,488)
       0        0        0   23,488   23,488   23,488   23,488        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      1.7     91.4     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        1       28       28       32       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       58,750
COMMITMENTS
   6,920       86    3,304   48,102   53,386   58,326   56,776      424    1,974

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,527)
     488     -234      342      676    1,144    1,506    1,252       21      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      0.1      5.6     81.9     90.9     99.3     96.6      0.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        3       28       28       34       31
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    3,512,138
COMMITMENTS
       0        0        0  3512138  3512138  3512138  3512138        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    148,080)
       0        0        0  148,080  148,080  148,080  148,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       12       23       12
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:    1,316,000
COMMITMENTS
       0      100    2,100  1313900  1313800  1316000  1316000        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     39,500)
       0        0        0   39,500   39,500   39,500   39,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.2     99.8     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       26       13       27       14
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      848,920
COMMITMENTS
       0   38,800        0  848,920  810,120  848,920  848,920        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     83,120)
       0   20,400        0   83,120   62,720   83,120   83,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0    100.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       17       17       17       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      291,552
COMMITMENTS
  11,360        0    3,128  276,656  288,016  291,144  291,144      408      408

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        424)
   2,040        0     -408   -1,208      832      424      424        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      1.1     94.9     98.8     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       21       18       23       19
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,703
COMMITMENTS
   2,597      320      172    9,572   12,146   12,341   12,638      362       65

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        857)
     768        0      -43       88      878      813      835       44       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      2.5      1.4     75.4     95.6     97.2     99.5      2.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       13       16       19       19
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,203,610
COMMITMENTS
 161,390    8,140   39,750  1002470  1155720  1203610  1203610        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     30,150)
 114,890  -32,480  -53,530  -31,210  116,160   30,150   30,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      0.7      3.3     83.3     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       11       12       13       14
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      322,245
COMMITMENTS
   7,450   15,150        0  314,795  307,095  322,245  322,245        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     20,200)
       0    5,250        0   20,200   14,950   20,200   20,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.7      0.0     97.7     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       22       16       23       17
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      206,812
COMMITMENTS
   1,050        0    1,575  204,187  205,237  206,812  206,812        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      7,966)
       0        0        0    7,966    7,966    7,966    7,966        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.8     98.7     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       23       17       24       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       22,515
COMMITMENTS
     852      435      576   20,746   19,881   22,174   20,892      341    1,623

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        272)
      84      127       20      657       -5      761      142     -489      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.9      2.6     92.1     88.3     98.5     92.8      1.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        2       26       21       29       25
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,949,436
COMMITMENTS
   2,334  301,982  286,493  2660609  2360961  2949436  2949436        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      4,754)
       0    4,800        0    4,754      -46    4,754    4,754        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     10.2      9.7     90.2     80.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        1       34       29       36       32
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      900,502
COMMITMENTS
  23,015   66,019   79,860  797,627  754,623  900,502  900,502        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      3,412)
     275    1,065    1,095    2,042    1,252    3,412    3,412        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      7.3      8.9     88.6     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       38       30       44       35
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,255,777
COMMITMENTS
       0        0        0  2255777  2255777  2255777  2255777        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    325,941)
       0        0        0  325,941  325,941  325,941  325,941        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19        7       19        7
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      653,310
COMMITMENTS
       0        0        0  653,310  653,310  653,310  653,310        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     93,215)
       0        0        0   93,215   93,215   93,215   93,215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       15       24       15
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      520,979
COMMITMENTS
  83,578    3,016   31,644  405,757  486,319  520,979  520,979        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      8,968)
  -1,224     -368    2,696    7,496    6,640    8,968    8,968        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      0.6      6.1     77.9     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        4       32       28       36       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,243
COMMITMENTS
   4,777    1,809    1,722   28,767   32,649   35,266   36,180      977       63

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        513)
     -46      -65      258      301      320      513      513        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      5.0      4.8     79.4     90.1     97.3     99.8      2.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        6       28       30       35       37
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,327
COMMITMENTS
   6,077        0    1,228   16,022   22,099   23,327   23,327        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:         78)
       1        0      -26      103      104       78       78        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      0.0      5.3     68.7     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       20       11       23       12
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      212,705
COMMITMENTS
  92,007      656    2,736  117,962  209,313  212,705  212,705        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.3      0.3      1.3     55.5     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16        9       18       12
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      437,201
COMMITMENTS
   3,936   18,788   17,457  415,808  400,956  437,201  437,201        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    -32,452)
       0        0        0  -32,452  -32,452  -32,452  -32,452        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.3      4.0     95.1     91.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       21       17       23       19
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       26,454
COMMITMENTS
   5,942        0      275   19,600   25,818   25,817   26,093      637      361

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     -2,362)
     -64        0        0   -2,255   -2,362   -2,319   -2,362      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      0.0      1.0     74.1     97.6     97.6     98.6      2.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       21       20       24       22
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,117
COMMITMENTS
   1,512      896      107   16,133   16,561   17,752   17,564      365      553

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:        852)
      -1      320        0      852      532      851      852        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      4.9      0.6     89.0     91.4     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        2       18       20       23       22
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      247,339
COMMITMENTS
  42,018        0        0  205,321  247,339  247,339  247,339        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      2,768)
       0        0        0    2,768    2,768    2,768    2,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      0.0      0.0     83.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        0       16       17       19       17
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,724
COMMITMENTS
   2,002        0       85   11,466   13,426   13,553   13,511      171      213

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:         70)
     323        0      -22     -253      114       48       92       22      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.0      0.6     83.5     97.8     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        0        2       18       23       23       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      168,052
COMMITMENTS
   7,988      407        0  160,064  167,645  168,052  168,052        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,472)
       0        0        0    1,472    1,472    1,472    1,472        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.2      0.0     95.2     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        0       22       20       24       21
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,522
COMMITMENTS
       0    3,521    1,386   19,136   15,615   20,522   20,522        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:       -350)
       0     -250        0     -350     -100     -350     -350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.2      6.8     93.2     76.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       16       19       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      151,667
COMMITMENTS
   7,666        0      654  143,347  151,013  151,667  151,667        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     -1,264)
       0        0        0   -1,264   -1,264   -1,264   -1,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      0.0      0.4     94.5     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       13       13       14       14
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      756,114
COMMITMENTS
       0   23,660        0  756,114  732,454  756,114  756,114        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    -46,960)
       0        0        0  -46,960  -46,960  -46,960  -46,960        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.0    100.0     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       13       18       14
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      228,245
COMMITMENTS
   2,150    3,225        0  226,095  225,020  228,245  228,245        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    -10,550)
       0        0        0  -10,550  -10,550  -10,550  -10,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.4      0.0     99.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       20       13       21       14
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      355,130
COMMITMENTS
   1,050   23,525        0  354,080  331,605  355,130  355,130        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     27,725)
       0   12,850        0   27,725   14,875   27,725   27,725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      6.6      0.0     99.7     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       20       10       21       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:    1,218,415
COMMITMENTS
       0   70,080        0  1218415  1148335  1218415  1218415        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     70,120)
       0   46,720        0   70,120   23,400   70,120   70,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0    100.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19        9       19       10
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      196,690
COMMITMENTS
       0        0        0  196,690  196,690  196,690  196,690        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     25,600)
       0        0        0   25,600   25,600   25,600   25,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       17       13       17       13
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      652,119
COMMITMENTS
       0        0        0  652,119  652,119  652,119  652,119        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       13       14       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      450,640
COMMITMENTS
       0    1,100    1,050  449,590  448,490  450,640  450,640        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     18,725)
       0        0        0   18,725   18,725   18,725   18,725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.2      0.2     99.8     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       13       22       14
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,590,472
COMMITMENTS
       0        0        0  1590472  1590472  1590472  1590472        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    151,492)
       0        0        0  151,492  151,492  151,492  151,492        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       12       21       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,921,578
COMMITMENTS
       0        0        0  1921578  1921578  1921578  1921578        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20        8       20        8
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      523,285
COMMITMENTS
       0        0        0  523,285  523,285  523,285  523,285        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22        9       22        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    9,857,174
COMMITMENTS
 209,907        0        0  9647267  9857174  9857174  9857174        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    286,267)
  46,720        0        0  239,547  286,267  286,267  286,267        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      0.0     97.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        0        0       39       33       42       33
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,409,379
COMMITMENTS
  61,900        0    7,245  3338034  3399934  3407179  3407179    2,200    2,200

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     43,665)
  13,925   -2,575    2,575   24,965   41,465   41,465   41,465    2,200    2,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.2     97.9     99.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        0        2       42       35       45       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,189,194
COMMITMENTS
 500,349  166,180  134,741  2554104  2888273  3189194  3189194        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      5,625)
  11,978     -175   -8,580    2,227   14,380    5,625    5,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      5.2      4.2     80.1     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       6        9        9       42       42       55       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    7,278,713
COMMITMENTS
 230,269  204,648  131,309  6917135  6942756  7278713  7278713        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:    113,051)
  70,560        0        0   42,491  113,051  113,051  113,051        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      2.8      1.8     95.0     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        2       34       31       39       35
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      599,577
COMMITMENTS
   5,670   17,525        0  593,907  582,052  599,577  599,577        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     23,800)
       0    3,650        0   23,800   20,150   23,800   23,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.9      0.0     99.1     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        2        0       32       17       33       19
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,175,973
COMMITMENTS
  16,280   35,190        0  2159693  2140783  2175973  2175973        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      7,360)
       0        0        0    7,360    7,360    7,360    7,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.6      0.0     99.3     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       30       15       31       16
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      209,908
COMMITMENTS
  35,500   10,650    3,290  169,018  195,968  207,808  209,908    2,100        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     21,063)
   1,615        0      525   18,923   20,538   21,063   21,063        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      5.1      1.6     80.5     93.4     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        2       23       20       26       23
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      349,413
COMMITMENTS
  88,986        0    4,494  255,933  344,919  349,413  349,413        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     34,768)
       0        0        0   34,768   34,768   34,768   34,768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      0.0      1.3     73.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       13       19       14
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      228,922
COMMITMENTS
   3,778   30,200    1,072  224,072  197,650  228,922  228,922        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      5,922)
   1,100    1,600        0    4,822    4,322    5,922    5,922        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     13.2      0.5     97.9     86.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        2       27       21       30       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      580,623
COMMITMENTS
   2,035    8,140        0  578,588  572,483  580,623  580,623        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:     30,655)
       0        0        0   30,655   30,655   30,655   30,655        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.4      0.0     99.6     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       19       20       20       21
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      132,728
COMMITMENTS
   4,455    8,600        0  128,273  124,128  132,728  132,728        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,100    1,100    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      6.5      0.0     96.6     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       16       12       18       14
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 03/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      256,314
COMMITMENTS
  23,320        0        0  232,994  256,314  256,314  256,314        0        0

CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      0.0     90.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       12       14       12
```

----

Updated March 28, 2014