```
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,712,442
COMMITMENTS
 1003436   80,220  1625226  3039187  3987359  5667849  5692805   44,593   19,637

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:   -280,602)
 -99,695   -4,162  -60,352 -126,090 -222,721 -286,137 -287,235    5,535    6,633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      1.4     28.5     53.2     69.8     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      211)
      54       14       54      136      119      201      176
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      661,598
COMMITMENTS
  60,164  101,328  198,683  401,949  361,113  660,796  661,124      802      474

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,229)
   4,703  -18,095   16,289  -19,947    2,663    1,045      857      184      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     15.3     30.0     60.8     54.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16       20       26       42       37       75       66
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,678
COMMITMENTS
  35,243    3,248    8,012  197,877  243,743  241,132  255,003   20,546    6,675

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     15,877)
   5,298   -2,454      740    9,233   18,095   15,271   16,381      606     -504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      1.2      3.1     75.6     93.1     92.1     97.4      7.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       8        2        7       28       29       38       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,693
COMMITMENTS
  13,088    4,569    2,514  165,780  176,026  181,382  183,109    5,311    3,584

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,478)
  -1,678    1,313      167    4,327      365    2,816    1,845     -338      633

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.4      1.3     88.8     94.3     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        4       31       31       35       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      229,061
COMMITMENTS
  26,719    5,122    6,584  185,386  212,561  218,689  224,267   10,372    4,794

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      7,448)
      97     -194    1,028    5,460    8,523    6,585    9,357      863   -1,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      2.2      2.9     80.9     92.8     95.5     97.9      4.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        3       26       29       32       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      778,770
COMMITMENTS
  44,861    3,468    3,745  725,177  763,421  773,783  770,634    4,987    8,136

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -6,547)
   7,104      848      534  -12,965   -8,830   -5,327   -7,448   -1,220      901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.4      0.5     93.1     98.0     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        2        4       50       37       56       41
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      263,436
COMMITMENTS
  24,190   16,455    1,402  231,218  236,627  256,810  254,484    6,626    8,952

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     13,718)
   2,583    1,313      871   11,035    7,336   14,489    9,520     -771    4,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      6.2      0.5     87.8     89.8     97.5     96.6      2.5      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        3        2       31       33       39       37
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      249,685
COMMITMENTS
   1,335       22    2,298  242,489  241,971  246,122  244,291    3,563    5,394

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     15,646)
    -245     -288     -137   16,986   15,440   16,604   15,015     -958      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.9     97.1     96.9     98.6     97.8      1.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       34       32       38       35
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       83,030
COMMITMENTS
   7,645        0    3,040   67,202   69,857   77,887   72,897    5,143   10,133

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      6,397)
     749        0    1,101    6,068    3,637    7,918    4,738   -1,521    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      3.7     80.9     84.1     93.8     87.8      6.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        2       19       19       23       21
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      147,984
COMMITMENTS
  17,465   15,323    9,500  110,817  116,857  137,782  141,680   10,202    6,304

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -915)
  -1,040     -246      428      584   -1,650      -28   -1,468     -887      553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     10.4      6.4     74.9     79.0     93.1     95.7      6.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       24       28       30       33
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,996
COMMITMENTS
   3,744    1,629        0   20,215   22,485   23,959   24,114    1,037      882

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,400)
     992     -224        0      380    1,512    1,372    1,288       28      112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0      6.5      0.0     80.9     90.0     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       15       14       17       15
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,754
COMMITMENTS
      20    6,897    5,781   69,252   62,250   75,053   74,928    9,701    9,826

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        804)
      20     -524      700      390     -302    1,110     -126     -306      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.1      6.8     81.7     73.4     88.6     88.4     11.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       20       18       22       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      175,705
COMMITMENTS
   1,641        0    1,251  167,542  169,274  170,434  170,525    5,271    5,180

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      8,287)
    -281        0      103    8,243    7,303    8,065    7,406      222      881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.7     95.4     96.3     97.0     97.1      3.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        1       28       25       30       26
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,517
COMMITMENTS
       0        0        0   73,592   83,736   73,592   83,736   11,925    1,781

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -264)
       0        0        0      259     -878      259     -878     -523      614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     86.1     97.9     86.1     97.9     13.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       21       26       21       26
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      312,831
COMMITMENTS
   2,347    2,568    2,741  301,822  297,732  306,910  303,041    5,921    9,790

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      4,080)
     588     -124     -262    2,480    3,910    2,806    3,524    1,274      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.8      0.9     96.5     95.2     98.1     96.9      1.9      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        1        2       45       44       47       47
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,516
COMMITMENTS
   9,076   17,043    1,866   81,333   68,050   92,275   86,959    3,241    8,557

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     10,212)
   3,718    6,332     -540    6,546    7,302    9,724   13,094      488   -2,882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5     17.8      2.0     85.2     71.2     96.6     91.0      3.4      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       23       22       27       26
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,507
COMMITMENTS
       0    2,728    1,805   56,360   55,750   58,165   60,283   11,342    9,224

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,850)
       0   -2,352      981    2,567    3,855    3,548    2,484     -698      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.9      2.6     81.1     80.2     83.7     86.7     16.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       17       19       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,127
COMMITMENTS
  41,996    4,196    1,372  106,138  139,921  149,506  145,489    2,621    6,638

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        -34)
  -1,322      392      -28     -122   -2,014   -1,472   -1,650    1,438    1,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      2.8      0.9     69.8     92.0     98.3     95.6      1.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       9        3        1       20       36       30       39
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,299
COMMITMENTS
  52,357    5,064    8,006   68,199  117,162  128,562  130,232    3,737    2,067

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -244)
  -1,669       22      650   -1,796   -1,280   -2,815     -608    2,571      364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6      3.8      6.1     51.5     88.6     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      13        4        4       26       38       41       44
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,996
COMMITMENTS
     616        0        0   30,042   30,794   30,658   30,794    2,338    2,202

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,732)
     224        0        0    1,048      980    1,272      980    1,460    1,752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     91.0     93.3     92.9     93.3      7.1      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       15       22       16       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      119,058
COMMITMENTS
       0    8,286        0  103,111   96,520  103,111  104,806   15,947   14,252

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,376)
       0   -1,772        0   -1,146    1,163   -1,146     -609    3,522    2,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.0     86.6     81.1     86.6     88.0     13.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        0       27       26       27       28
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,891
COMMITMENTS
   4,419        0    1,627   55,936   63,550   61,982   65,177    6,909    3,714

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,279)
   2,348        0     -453   -1,774    1,518      121    1,065    1,158      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      0.0      2.4     81.2     92.2     90.0     94.6     10.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       14       20       16       21
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,279
COMMITMENTS
     404        0    1,707  102,881   98,109  104,992   99,816    7,287   12,463

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -273)
  -1,534        0      100    1,737   -1,505      303   -1,405     -576    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      1.5     91.6     87.4     93.5     88.9      6.5     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       25       28       26       29
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,544
COMMITMENTS
   1,169        0      640   77,323   74,447   79,132   75,087    4,412    8,457

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,572)
     726        0     -164      708      274    1,270      110      302    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.8     92.6     89.1     94.7     89.9      5.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       15       19       16
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,326
COMMITMENTS
   2,269        0       31   65,230   69,377   67,530   69,408    5,796    3,918

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        610)
    -236        0        0    1,083      684      847      684     -237      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     89.0     94.6     92.1     94.7      7.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        1       19       11       21       12
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,258
COMMITMENTS
   9,324      336        0   22,033   30,764   31,357   31,100      901    1,158

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      1.0      0.0     68.3     95.4     97.2     96.4      2.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        0       13       16       17       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      134,273
COMMITMENTS
     336    3,407      838  123,692  127,057  124,866  131,302    9,407    2,971

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,509)
    -285      659       26    1,253    2,221      994    2,906    1,515     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      2.5      0.6     92.1     94.6     93.0     97.8      7.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       14       18       16
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      291,243
COMMITMENTS
   5,480   35,729    4,142  262,536  243,811  272,158  283,682   19,085    7,561

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      6,220)
     627    2,413       92    4,670    3,125    5,389    5,630      831      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     12.3      1.4     90.1     83.7     93.4     97.4      6.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        3       33       28       37       31
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,937
COMMITMENTS
   6,153        0        0   28,480   35,303   34,633   35,303    1,304      634

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,639)
       0        0        0    2,639    2,639    2,639    2,639        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1      0.0      0.0     79.2     98.2     96.4     98.2      3.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        0       15       18       20       18
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,336
COMMITMENTS
       0        0        0   33,116   36,305   33,116   36,305    3,220       31

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -456)
       0        0        0     -487     -456     -487     -456       31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.1     99.9     91.1     99.9      8.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       13       19       13       19
 
 
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       22,265
COMMITMENTS
       0        0        0   20,315   18,576   20,315   18,576    1,950    3,689

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.2     83.4     91.2     83.4      8.8     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       14       13       14       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,868
COMMITMENTS
   2,047        0        0   40,773   43,853   42,820   43,853    2,048    1,015

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        560)
       0        0        0      756      880      756      880     -196     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     90.9     97.7     95.4     97.7      4.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        0       18       16       20       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      269,264
COMMITMENTS
   7,586   32,913    4,353  248,557  228,022  260,496  265,288    8,768    3,976

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      7,571)
  -1,053     -644     -270    9,739    9,258    8,416    8,344     -845     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8     12.2      1.6     92.3     84.7     96.7     98.5      3.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        4       41       36       47       41
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       91,526
COMMITMENTS
   9,472        0        0   78,031   86,509   87,503   86,509    4,023    5,017

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,894)
     540        0        0    1,262       67    1,802       67       92    1,827

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      0.0      0.0     85.3     94.5     95.6     94.5      4.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       24       23       26       23
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,456
COMMITMENTS
       0        0        0   76,640   77,585   76,640   77,585    3,816    2,871

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        684)
       0        0        0      684      529      684      529        0      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.3     96.4     95.3     96.4      4.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       15       21       15
 
 
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,589
COMMITMENTS
   2,592        0      224   20,432   21,642   23,248   21,866      341    1,723

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0     -196        0     -196        0      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      0.0      0.9     86.6     91.7     98.6     92.7      1.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       13       10       14       11
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       88,960
COMMITMENTS
       0    5,351    1,256   73,673   75,264   74,929   81,871   14,031    7,089

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,610)
       0     -804      245   -3,497   -1,657   -3,252   -2,216    1,642      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.0      1.4     82.8     84.6     84.2     92.0     15.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        1       22       17       23       20
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       16,650
COMMITMENTS
     869    1,501      112   14,583   12,427   15,564   14,040    1,086    2,610

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        968)
       0        0        0      112        0      112        0      856      968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      9.0      0.7     87.6     74.6     93.5     84.3      6.5     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        3        1        9       13       12       16
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      159,019
COMMITMENTS
  19,447    5,384   10,836  127,717  141,823  158,000  158,043    1,019      976

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -3,809)
    -283    1,166     -795   -2,628   -4,288   -3,706   -3,917     -103      108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      3.4      6.8     80.3     89.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      10        6       10       57       56       70       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       54,556
COMMITMENTS
   4,011      383    3,040   47,505   51,109   54,556   54,532        0       24

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -779)
     712      357     -543     -948     -617     -779     -803        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      0.7      5.6     87.1     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       24       22       26       24
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      491,456
COMMITMENTS
     448   18,957   19,911  471,097  452,588  491,456  491,456        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -15,006)
    -584   -1,600    2,840  -17,262  -16,246  -15,006  -15,006        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      3.9      4.1     95.9     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       20       20       22       23
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,519,966
COMMITMENTS
  32,657    2,524   28,702  1450047  1480572  1511406  1511798    8,560    8,168

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,965)
   3,097     -302     -752   -7,940   -4,149   -5,595   -5,203    8,560    8,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.2      1.9     95.4     97.4     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        2        4       41       44       49       49
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       48,164
COMMITMENTS
   1,310    8,750    3,845   43,009   35,569   48,164   48,164        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,059)
    -156      737     -152    2,367    1,474    2,059    2,059        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     18.2      8.0     89.3     73.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        3       25       25       29       30
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      362,728
COMMITMENTS
   4,040   32,244   29,830  328,858  300,654  362,728  362,728        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     12,400)
     952   -3,320    2,880    8,568   12,840   12,400   12,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      8.9      8.2     90.7     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       14       18       16
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      492,347
COMMITMENTS
  35,377      744    2,359  454,611  489,244  492,347  492,347        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    -19,641)
    -704        0        0  -18,937  -19,641  -19,641  -19,641        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.2      0.5     92.3     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        1       24       28       29       30
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,369
COMMITMENTS
   4,513      299    1,939   45,642   48,665   52,094   50,903      275    1,466

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        918)
     828       41       95       60      801      983      937      -65      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.6      3.7     87.2     92.9     99.5     97.2      0.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        3       28       31       33       36
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    3,393,790
COMMITMENTS
       0        0        0  3393790  3393790  3393790  3393790        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     84,440)
       0        0        0   84,440   84,440   84,440   84,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       11       17       11
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        7,950
COMMITMENTS
       0      550      100    6,750    5,950    6,850    6,600    1,100    1,350

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        800)
    -600      550       50      400   -1,050     -150     -450      950    1,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.9      1.3     84.9     74.8     86.2     83.0     13.8     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       12       17       13
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:    1,328,600
COMMITMENTS
   2,100        0        0  1326500  1328600  1328600  1328600        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     20,950)
   2,100        0        0   18,850   20,950   20,950   20,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       14       21       14
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      757,240
COMMITMENTS
   3,920        0        0  753,320  757,240  757,240  757,240        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     23,520)
       0        0        0   23,520   23,520   23,520   23,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     99.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       11       18       11
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      292,000
COMMITMENTS
  10,960        0    1,976  279,064  290,024  292,000  292,000        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      6,432)
   1,920        0      408    4,104    6,024    6,432    6,432        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      0.7     95.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       21       19       22       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,329
COMMITMENTS
   1,617      673      296   10,117   11,044   12,030   12,013      299      316

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        106)
       0      -21       42      317       65      359       86     -253       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      5.5      2.4     82.1     89.6     97.6     97.4      2.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        3       17       18       22       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,193,040
COMMITMENTS
  15,500   54,400   93,280  1084260  1045360  1193040  1193040        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.6      7.8     90.9     87.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       10       13       12
 
 
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV      Code-0643AU
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MwH                                               OPEN INTEREST:      122,310
COMMITMENTS
       0    8,685        0  122,310  113,625  122,310  122,310        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     12,560)
       0        0        0   12,560   12,560   12,560   12,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      0.0    100.0     92.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       10       13       11
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      340,875
COMMITMENTS
  10,600        0        0  330,275  340,875  340,875  340,875        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      4,750)
       0        0        0    4,750    4,750    4,750    4,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     96.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       13       20       13
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      193,355
COMMITMENTS
   2,625        0        0  190,730  193,355  193,355  193,355        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        605)
       0        0        0      605      605      605      605        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.0     98.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       23       18       24       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       24,149
COMMITMENTS
     870      392      557   22,340   21,752   23,767   22,701      382    1,448

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        757)
     596       40     -106      925      694    1,415      628     -658      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      1.6      2.3     92.5     90.1     98.4     94.0      1.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       24       24       25       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    3,078,747
COMMITMENTS
       0  357,707  260,090  2818657  2460950  3078747  3078747        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        288)
  -1,568    2,115        0    1,856   -1,827      288      288        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.6      8.4     91.6     79.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        2       32       28       34       32
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      928,298
COMMITMENTS
  10,032  107,825   58,338  859,928  762,049  928,298  928,212        0       86

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        472)
   1,260    2,102      683   -1,471   -2,314      472      471        0        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     11.6      6.3     92.6     82.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        8        5       39       34       44       43
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,235,913
COMMITMENTS
       0        0        0  2235913  2235913  2235913  2235913        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     40,920)
       0        0        0   40,920   40,920   40,920   40,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       10       19       10
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      680,775
COMMITMENTS
       0        0        0  680,775  680,775  680,775  680,775        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     15,900)
       0        0        0   15,900   15,900   15,900   15,900        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       25       14       25       14
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      510,967
COMMITMENTS
 113,018        0   23,029  374,920  487,938  510,967  510,967        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -6,330)
   1,136   -9,208      384   -7,850    2,494   -6,330   -6,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      0.0      4.5     73.4     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       32       27       35       29
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       38,413
COMMITMENTS
   6,094    2,096      799   30,481   35,329   37,374   38,224    1,039      189

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -383)
      40     -569      -21     -382      208     -363     -382      -20       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      5.5      2.1     79.4     92.0     97.3     99.5      2.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       29       28       33       31
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       29,042
COMMITMENTS
   8,601      284    1,228   19,213   27,530   29,042   29,042        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        363)
     393     -296        0      -30      659      363      363        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      1.0      4.2     66.2     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       20        9       22       11
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      237,632
COMMITMENTS
 113,759    1,264        0  123,873  236,368  237,632  237,632        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,240)
  -1,616        0        0      376   -1,240   -1,240   -1,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9      0.5      0.0     52.1     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       15        8       17        9
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      508,464
COMMITMENTS
   4,680   16,612   17,489  486,295  474,363  508,464  508,464        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,658)
       0        0        0    2,658    2,658    2,658    2,658        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      3.4     95.6     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       23       18       25       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       31,805
COMMITMENTS
   6,157        0      315   24,548   31,088   31,020   31,403      785      402

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:         62)
       0        0        0     -449       41     -449       41      511       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4      0.0      1.0     77.2     97.7     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       24       21       27       22
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        7,555
COMMITMENTS
       0    1,016       44    7,002    6,198    7,046    7,258      509      297

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:         64)
      -4      -24        4      342       63      342       43     -278       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.4      0.6     92.7     82.0     93.3     96.1      6.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15       12       16       15
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,959
COMMITMENTS
   1,211      600      104   16,303   17,087   17,618   17,791      341      168

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:         98)
       0     -127        0      138      204      138       77      -40       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      3.3      0.6     90.8     95.1     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       19       21       24       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      259,113
COMMITMENTS
  45,136        0    1,096  212,881  258,017  259,113  259,113        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,703)
    -704        0      704    2,703    1,999    2,703    2,703        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      0.0      0.4     82.2     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       15       19       18       21
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,626
COMMITMENTS
   2,470        0      231   13,607   16,267   16,308   16,498      318      128

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:        168)
     362     -504     -129      -86      779      147      146       21       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.0      1.4     81.8     97.8     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        0        3       19       24       26       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      183,721
COMMITMENTS
   6,569        0      744  176,408  182,977  183,721  183,721        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      3,544)
   5,473   -8,928        0   -1,929   12,472    3,544    3,544        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.4     96.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       21       20       22       21
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,211
COMMITMENTS
       0    3,478    1,766   19,445   15,967   21,211   21,211        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:       -909)
       0     -380        0     -909     -529     -909     -909        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.4      8.3     91.7     75.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      151,876
COMMITMENTS
   7,058        0      654  144,164  151,222  151,876  151,876        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -4,295)
    -654        0      654   -4,295   -4,949   -4,295   -4,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.4     94.9     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       12       14       13       15
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      813,517
COMMITMENTS
       0   42,060        0  813,517  771,457  813,517  813,517        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:          0)
       0    3,520        0        0   -3,520        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       13       17       14
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      232,840
COMMITMENTS
       0    3,225        0  232,840  229,615  232,840  232,840        0        0

CHANGES FROM 01/28/14 (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      1.4      0.0    100.0     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       13       21       14
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      303,475
COMMITMENTS
       0        0        0  303,475  303,475  303,475  303,475        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      1,575)
       0        0        0    1,575    1,575    1,575    1,575        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:       27)
       0        0        0       21       12       21       12
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:    1,060,865
COMMITMENTS
       0        0        0  1060865  1060865  1060865  1060865        0        0

CHANGES FROM 01/28/14 (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:       23)
       0        0        0       18        6       18        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      172,585
COMMITMENTS
       0        0        0  172,585  172,585  172,585  172,585        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      2,075)
       0        0        0    2,075    2,075    2,075    2,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       14       16       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      657,900
COMMITMENTS
       0        0        0  657,900  657,900  657,900  657,900        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      3,520)
       0        0        0    3,520    3,520    3,520    3,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15       13       15       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      389,835
COMMITMENTS
       0        0        0  389,835  389,835  389,835  389,835        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     11,000)
       0        0        0   11,000   11,000   11,000   11,000        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:       27)
       0        0        0       24       16       24       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,295,186
COMMITMENTS
       0        0        0  1295186  1295186  1295186  1295186        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     44,285)
       0        0        0   44,285   44,285   44,285   44,285        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       15       22       15
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,988,360
COMMITMENTS
       0        0        0  1988360  1988360  1988360  1988360        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:    277,323)
       0        0        0  277,323  277,323  277,323  277,323        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       21        9       21        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      534,730
COMMITMENTS
       0        0        0  534,730  534,730  534,730  534,730        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     75,035)
       0        0        0   75,035   75,035   75,035   75,035        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:       27)
       0        0        0       22       10       22       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    9,539,382
COMMITMENTS
 146,698        0        0  9392684  9539382  9539382  9539382        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     14,514)
  10,208        0        0    4,306   14,514   14,514   14,514        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        0        0       40       31       43       31
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,170,825
COMMITMENTS
  44,820        0    2,100  3123905  3168725  3170825  3170825        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     67,000)
   4,450   -1,000    2,100   60,450   65,900   67,000   67,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.1     98.5     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        0        1       44       35       48       36
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,290,562
COMMITMENTS
 510,834  196,221  115,261  2661037  2977300  3287132  3288782    3,430    1,780

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     33,979)
    -126   -4,625    3,325   29,130   35,279   32,329   33,979    1,650        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      6.0      3.5     80.9     90.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5       11        7       42       42       54       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,951,104
COMMITMENTS
 119,295  190,400  184,182  6647220  6576522  6950697  6951104      407        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     65,138)
 -14,821    3,520   14,821   64,731   46,797   64,731   65,138      407        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.7      2.6     95.6     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        2       35       30       39       34
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      633,100
COMMITMENTS
   5,830    4,200    2,150  625,120  626,750  633,100  633,100        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -8,485)
     450        0    2,150  -11,085  -10,635   -8,485   -8,485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.7      0.3     98.7     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       32       16       34       18
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,321,881
COMMITMENTS
  14,880        0        0  2307001  2321881  2321881  2321881        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      5,126)
       0        0        0    5,126    5,126    5,126    5,126        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       29       15       30       15
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      118,875
COMMITMENTS
  10,845   12,330    4,335  101,523  100,220  116,703  116,885    2,172    1,990

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     -1,890)
      70        0    1,530   -3,470   -3,420   -1,870   -1,890      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     10.4      3.6     85.4     84.3     98.2     98.3      1.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       23       18       26       21
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      199,531
COMMITMENTS
  25,080    2,816        0  174,451  196,715  199,531  199,531        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      3,520)
   1,760    2,112        0    1,760    1,408    3,520    3,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      1.4      0.0     87.4     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       18       11       19       12
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      132,940
COMMITMENTS
   2,892   14,397    2,413  127,635  116,130  132,940  132,940        0        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      8,802)
   1,152      389       33    8,317    8,380    9,502    8,802     -700        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     10.8      1.8     96.0     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        4        2       25       18       29       23
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      273,596
COMMITMENTS
       0   19,256        0  273,596  253,988  273,596  273,244        0      352

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:     30,144)
       0    7,744        0   30,144   22,400   30,144   30,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.0    100.0     92.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        0       13       17       13       19
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      101,530
COMMITMENTS
   5,050    1,100        0   96,414  100,430  101,464  101,530       66        0

CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST:      3,550)
       0    1,000        0    3,550    3,250    3,550    4,250        0     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      1.1      0.0     95.0     98.9     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        0       17       13       19       15
```

----

Updated February 7, 2014