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CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       14,538
COMMITMENTS
   5,873    4,656    2,515    6,079    7,340   14,467   14,511       71       27

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        162)
      10      -10        0      147      172      157      162        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     32.0     17.3     41.8     50.5     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       6        6        4       11        7       19       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,440
COMMITMENTS
  10,620    5,544    1,275   10,545   15,621   22,440   22,440        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     24.7      5.7     47.0     69.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        2        8        9       17       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       14,903
COMMITMENTS
   2,275    3,005      100   12,528   11,798   14,903   14,903        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        525)
     100       50        0      425      475      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     20.2      0.7     84.1     79.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        4        1       10        9       13       13
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,464,708
COMMITMENTS
 452,628  493,659  928,705  3051197  3030130  4432530  4452494   32,178   12,214

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     52,956)
  13,482   40,263  -30,234   67,576   44,403   50,824   54,432    2,132   -1,476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     11.1     20.8     68.3     67.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      25       53       69      142      116      217      188
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      525,790
COMMITMENTS
  97,792  128,351  130,392  297,364  266,211  525,548  524,954      242      836

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:    -33,670)
  11,521   10,129  -26,989  -18,206  -16,914  -33,674  -33,774        4      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     24.4     24.8     56.6     50.6    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      23       11       23       36       35       65       63
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,923
COMMITMENTS
  11,716    6,537    6,801  179,142  194,260  197,659  207,598   16,264    6,325

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      5,075)
  -1,594    2,475     -755    6,517    6,716    4,168    8,436      907   -3,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      3.1      3.2     83.7     90.8     92.4     97.0      7.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        4       32       34       38       40
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,788
COMMITMENTS
   7,227      535      781   84,918   94,397   92,926   95,713    6,862    4,075

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      4,072)
   2,551      272      -53    1,105    3,303    3,603    3,522      469      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.5      0.8     85.1     94.6     93.1     95.9      6.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       26       23       29       25
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,537
COMMITMENTS
  17,644   13,510    3,019  191,473  194,159  212,136  210,688    6,401    7,849

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,987)
     731        3      510      469    1,531    1,710    2,044      277      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.2      1.4     87.6     88.8     97.1     96.4      2.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        2       29       28       34       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      666,320
COMMITMENTS
  18,513    7,406   17,272  626,663  637,470  662,448  662,148    3,872    4,172

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -321)
  -4,767    3,267    1,503    2,060   -5,547   -1,204     -777      883      456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      1.1      2.6     94.0     95.7     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        4        4       52       39       57       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      254,890
COMMITMENTS
  10,025   15,142    2,919  236,398  225,229  249,342  243,290    5,548   11,600

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      7,427)
  -1,171     -279    1,900    8,070    5,251    8,799    6,872   -1,372      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.9      1.1     92.7     88.4     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        4        4       29       23       37       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      256,134
COMMITMENTS
     480    4,142    3,596  247,632  240,665  251,708  248,403    4,426    7,731

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     11,554)
     204     -138        8   12,063   12,716   12,275   12,586     -721   -1,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.6      1.4     96.7     94.0     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       1        5        5       37       43       43       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,619
COMMITMENTS
   3,415        0    1,581   87,549   90,080   92,545   91,661    7,074    7,958

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      4,141)
  -4,400        0     -170    6,461    2,261    1,891    2,091    2,250    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.0      1.6     87.9     90.4     92.9     92.0      7.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       21       24       22       25
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,762
COMMITMENTS
   4,837    4,181    5,305   79,549   89,403   89,691   98,889   15,071    5,873

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        854)
    -644     -131       -7      881      211      230       73      624      781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      4.0      5.1     75.9     85.3     85.6     94.4     14.4      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       17       18       20       21
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,775
COMMITMENTS
     788      210        0   27,737   29,109   28,525   29,319    1,250      456

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,530)
     300      210        0    1,050    1,410    1,350    1,620      180      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.7      0.0     93.2     97.8     95.8     98.5      4.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       15       13       18       14
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,369
COMMITMENTS
     794    2,813    1,403   80,438   77,581   82,635   81,797    6,734    7,572

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      5,205)
  -1,000      664      381    6,924    3,767    6,305    4,812   -1,100      393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.1      1.6     90.0     86.8     92.5     91.5      7.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       17       20       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      215,460
COMMITMENTS
       0    4,621        0  204,510  204,505  204,510  209,126   10,950    6,334

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        290)
       0      -29        0   -1,178      439   -1,178      410    1,468     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     94.9     94.9     94.9     97.1      5.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       26       28       26       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,081
COMMITMENTS
       0        0        0   83,544   88,994   83,544   88,994    7,537    2,087

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      4,096)
       0        0        0    3,668    5,163    3,668    5,163      428   -1,067

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.7     97.7     91.7     97.7      8.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       22       21       22       21
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      311,983
COMMITMENTS
     396    5,994      450  306,225  297,008  307,071  303,452    4,912    8,531

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      8,005)
      93   -1,482        0    9,668    8,915    9,761    7,433   -1,756      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      1.9      0.1     98.2     95.2     98.4     97.3      1.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        1        1       45       37       47       38
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,198
COMMITMENTS
   1,439    2,560    2,849   57,308   54,751   61,596   60,160    5,602    7,038

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,251)
   1,439      -30     -530    2,949    3,955    3,858    3,395     -607     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.8      4.2     85.3     81.5     91.7     89.5      8.3     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       22       23       26       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,786
COMMITMENTS
   2,155    1,009    2,861   60,435   58,000   65,451   61,870    5,335    8,916

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -431)
    -902    1,009     -268      619   -1,140     -551     -399      120      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.4      4.0     85.4     81.9     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       13       19       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,159
COMMITMENTS
  22,744    4,110    1,452   92,953  107,462  117,149  113,024    1,010    5,135

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     18,652)
   6,026   -1,302    1,452   11,270   18,160   18,748   18,310      -96      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      3.5      1.2     78.7     90.9     99.1     95.7      0.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        1        1       21       33       26       35
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,351
COMMITMENTS
  26,816   10,574    1,452   77,960   92,196  106,228  104,222      123    2,129

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     19,800)
   5,660     -918    1,452   12,813   19,365   19,925   19,899     -125      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      9.9      1.4     73.3     86.7     99.9     98.0      0.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6        7        1       31       36       37       44
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,202
COMMITMENTS
     480    6,280        0   63,830   58,191   64,310   64,471      892      731

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     28,961)
     480    6,280        0   28,361   22,291   28,841   28,571      120      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      9.6      0.0     97.9     89.2     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       17       24       18       25
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      166,627
COMMITMENTS
   1,451        0        0  153,633  157,097  155,084  157,097   11,543    9,530

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,137)
    -562        0     -565    4,186    3,718    3,059    3,153       78      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      0.0     92.2     94.3     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       29       27       30       27
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,408
COMMITMENTS
   1,087    2,084      240   16,035   15,322   17,362   17,646    1,046      762

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        120)
    -450        0      240    1,516    1,004    1,306    1,244   -1,186   -1,124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     11.3      1.3     87.1     83.2     94.3     95.9      5.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       13       12       15       15
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,314
COMMITMENTS
   1,259    2,074    1,306   50,634   51,024   53,199   54,404    6,115    4,910

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        308)
   1,259      -52     -622   -1,007      918     -370      244      678       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.5      2.2     85.4     86.0     89.7     91.7     10.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       15       15       17       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      109,354
COMMITMENTS
       0    2,444    3,237  103,578   96,905  106,815  102,586    2,539    6,768

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        674)
       0      580      252      420     -520      672      312        2      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      3.0     94.7     88.6     97.7     93.8      2.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        3        2       21       24       23       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,375
COMMITMENTS
   1,766    1,110      537   82,250   83,310   84,553   84,957    5,822    5,418

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        800)
    -308   -1,059      537    1,136    1,345    1,365      823     -565      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.2      0.6     91.0     92.2     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       20       15       23       17
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,136
COMMITMENTS
  10,574        0        0   21,472   31,556   32,046   31,556       90      580

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9      0.0      0.0     66.8     98.2     99.7     98.2      0.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       16       11       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,454
COMMITMENTS
     459   22,835    2,191  119,385  101,914  122,035  126,940    7,419    2,514

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      6,884)
     459   -2,891    1,039    5,355    9,686    6,853    7,834       31     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     17.6      1.7     92.2     78.7     94.3     98.1      5.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       18       14       19       17
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      224,116
COMMITMENTS
   1,406   13,820    4,879  205,991  199,672  212,276  218,371   11,840    5,745

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      2,853)
    -462    2,965     -225    4,400    1,156    3,713    3,896     -860   -1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      6.2      2.2     91.9     89.1     94.7     97.4      5.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        3       37       30       40       34
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       13,406
COMMITMENTS
     480      810        0   12,504   12,286   12,984   13,096      422      310

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      6.0      0.0     93.3     91.6     96.9     97.7      3.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       13       12       14
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,447
COMMITMENTS
   2,524    1,918       62   27,752   29,679   30,338   31,659    2,109      788

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      4,080)
      60    1,138       62    4,020    2,760    4,142    3,960      -62      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      5.9      0.2     85.5     91.5     93.5     97.6      6.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       13       16       18       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,954
COMMITMENTS
     984        0        0   33,606   35,436   34,590   35,436    1,364      518

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      4,992)
     240        0        0    4,362    4,904    4,602    4,904      390       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     93.5     98.6     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       18       19       19       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      271,824
COMMITMENTS
       0   30,012    2,789  260,402  234,969  263,191  267,770    8,633    4,054

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,617)
       0      673      482    2,635    2,947    3,117    4,102      500     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.0      1.0     95.8     86.4     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       0        6        5       42       38       47       44
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       66,365
COMMITMENTS
   5,086        0        0   56,215   63,727   61,301   63,727    5,064    2,638

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,508)
    -906        0        0    5,682    4,361    4,776    4,361   -1,268     -853

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.0      0.0     84.7     96.0     92.4     96.0      7.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       20       17       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,362
COMMITMENTS
       0        0        0   79,435   78,490   79,435   78,490    2,927    3,872

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        204)
       0        0        0    1,907      174    1,907      174   -1,703       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     95.3     96.4     95.3      3.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       17       21       17
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       66,293
COMMITMENTS
   1,860        0    4,346   54,109   56,138   60,315   60,484    5,978    5,809

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      7,559)
   1,860   -1,564    1,564    3,508    6,514    6,932    6,514      627    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      6.6     81.6     84.7     91.0     91.2      9.0      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       19       13       20       14
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       18,324
COMMITMENTS
     217      372        0   17,645   16,742   17,862   17,114      462    1,210

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.0      0.0     96.3     91.4     97.5     93.4      2.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       13       11       14
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      143,324
COMMITMENTS
  19,570    9,723   16,120  107,339  116,884  143,029  142,727      295      597

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -981)
    -704      386     -571      316     -737     -959     -922      -22      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      6.8     11.2     74.9     81.6     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11       10       16       47       52       66       70
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       46,174
COMMITMENTS
   1,813    1,082    2,579   41,758   42,513   46,150   46,174       24        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        291)
      83       68      124       60       99      267      291       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.3      5.6     90.4     92.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       25       19       29       24
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      365,253
COMMITMENTS
  26,567        0   22,250  316,436  343,003  365,253  365,253        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     -2,579)
     976        0        0   -3,555   -2,579   -2,579   -2,579        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      6.1     86.6     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       15       20       17       21
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,454,656
COMMITMENTS
  26,288   43,177   56,354  1372014  1355125  1454656  1454656        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:    -15,275)
    -759    8,601  -11,851   -2,665  -12,025  -15,275  -15,275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.0      3.9     94.3     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        5        6       39       42       47       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       48,411
COMMITMENTS
   2,232    1,372    5,602   40,576   41,412   48,410   48,386        1       25

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,684)
    -272      -22       56    1,900    1,626    1,684    1,660        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      2.8     11.6     83.8     85.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        4       21       19       25       26
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      293,933
COMMITMENTS
     656   56,621   12,197  281,080  225,115  293,933  293,933        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     19,249)
     656    2,262    1,904   16,689   15,083   19,249   19,249        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     19.3      4.1     95.6     76.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        2       13       15       16       18
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      613,897
COMMITMENTS
  47,854        0   16,725  549,318  597,172  613,897  613,897        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,002)
   2,330        0        0      672    3,002    3,002    3,002        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      2.7     89.5     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        0        2       28       29       34       31
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,146
COMMITMENTS
   5,933    6,817    2,689   43,552   42,851   52,174   52,357      972      789

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,144)
     594      432       26      483      706    1,103    1,164       41      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     12.8      5.1     81.9     80.6     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        4       22       27       27       31
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,995
COMMITMENTS
     150      150      150   44,125   44,375   44,425   44,675      570      320

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      2,245)
       0        0        0    2,295    2,175    2,295    2,175      -50       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.3     98.1     98.6     98.7     99.3      1.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        1       27       19       30       20
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        3,700
COMMITMENTS
     400        0       50    3,250    3,650    3,700    3,700        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      0.0      1.4     87.8     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       12        9       15       10
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,281
COMMITMENTS
       0      370       50   57,871   57,621   57,921   58,041      360      240

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      2,565)
       0        0        0    2,565    2,565    2,565    2,565        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.1     99.3     98.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       31       18       32       19
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,800
COMMITMENTS
       0      110       50   12,750   12,640   12,800   12,800        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        470)
       0        0        0      470      470      470      470        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      0.4     99.6     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       21       21       22       23
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      292,496
COMMITMENTS
  12,736        0    3,160  276,600  289,336  292,496  292,496        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     -1,152)
   1,176        0     -808   -1,520     -344   -1,152   -1,152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      1.1     94.6     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       22       20       24       21
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,798
COMMITMENTS
   3,104       43       44    5,440    8,665    8,588    8,752      210       46

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        281)
     275        0        0      -35      281      240      281       41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.3      0.5      0.5     61.8     98.5     97.6     99.5      2.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       14       19       18       20
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,000
COMMITMENTS
   4,450      150      150   13,400   17,700   18,000   18,000        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,400)
     200        0        0    1,200    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      0.8      0.8     74.4     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       10       18       13
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,640
COMMITMENTS
     290      100       40   17,070   17,400   17,400   17,540      240      100

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        395)
       0       50        0      395      345      395      395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.6      0.2     96.8     98.6     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       23       23       24       25
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,556
COMMITMENTS
       0      700      360   12,921   12,256   13,281   13,316      275      240

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      220      230      220      230      -10      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      2.7     95.3     90.4     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       22       22       23
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,057
COMMITMENTS
   1,402       82      518   15,266   15,890   17,186   16,490      871    1,567

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:         79)
      19       82      -40      337        3      316       45     -237       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.5      2.9     84.5     88.0     95.2     91.3      4.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       23       21       24       23
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,241
COMMITMENTS
       0   10,229    1,440   40,558   30,549   41,998   42,218      243       23

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        838)
       0      253       60      775      510      835      823        3       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.2      3.4     96.0     72.3     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       34       30       36       34
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       50,287
COMMITMENTS
     290   10,721    1,970   47,905   37,588   50,165   50,279      122        8

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        512)
       5    1,050     -105      606     -413      506      532        6      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     21.3      3.9     95.3     74.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        6        4       35       36       41       43
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       30,785
COMMITMENTS
     200    1,535        0   30,465   29,190   30,665   30,725      120       60

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -880)
       0        0        0     -880     -880     -880     -880        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      5.0      0.0     99.0     94.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       17       28       18
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,350
COMMITMENTS
      20    1,545       80   42,070   40,725   42,170   42,350      180        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -645)
       0        0        0     -645     -645     -645     -645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.2     99.3     96.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       31       17       32       19
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      409,564
COMMITMENTS
  77,579    9,551   25,735  306,250  374,278  409,564  409,564        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:     12,670)
   4,735     -417     -834    8,769   13,921   12,670   12,670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      2.3      6.3     74.8     91.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        2       28       32       33       34
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       28,802
COMMITMENTS
   6,248      127    1,600   20,702   26,715   28,550   28,442      252      360

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        573)
    -117      -29       92      554      488      529      551       44       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7      0.4      5.6     71.9     92.8     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        1        5       26       33       34       38
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,341
COMMITMENTS
   1,032      353    1,172   14,137   14,792   16,341   16,317        0       24

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        328)
     148        0        0      180      304      328      304        0       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      2.2      7.2     86.5     90.5    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       21       11       26       12
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      487,655
COMMITMENTS
   7,011    1,894   22,715  457,929  463,046  487,655  487,655        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      9,475)
  -1,153        0    1,153    9,475    8,322    9,475    9,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.4      4.7     93.9     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        1       24       18       26       20
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       49,325
COMMITMENTS
  12,125        0    1,164   35,654   47,375   48,943   48,539      382      786

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -266)
    -785        0       40      479     -284     -266     -244        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      0.0      2.4     72.3     96.0     99.2     98.4      0.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        1       19       16       24       17
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        5,458
COMMITMENTS
     325    1,914        0    4,328    3,522    4,653    5,436      805       22

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     35.1      0.0     79.3     64.5     85.3     99.6     14.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       10       10       12       13
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       60,835
COMMITMENTS
       0    3,904        0   60,835   56,931   60,835   60,835        0        0

CHANGES FROM 10/21/14 (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      6.4      0.0    100.0     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       12       11       13
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,322
COMMITMENTS
   6,196    1,820      546   11,115   15,360   17,857   17,726      465      596

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        732)
     246       38      -60      546      735      732      713        0       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8      9.9      3.0     60.7     83.8     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        3       19       22       25       25
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      192,138
COMMITMENTS
  49,502        0    2,304  140,332  189,834  192,138  192,138        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,097)
       0        0        0    3,097    3,097    3,097    3,097        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8      0.0      1.2     73.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       18       20       22       22
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,445
COMMITMENTS
   2,639      487      295    9,361   11,475   12,295   12,257      150      188

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        445)
      16       38       41      369      366      426      445       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      3.9      2.4     75.2     92.2     98.8     98.5      1.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        3       19       23       24       28
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      119,533
COMMITMENTS
  15,555        0    1,176  102,802  118,357  119,533  119,533        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        -49)
    -392        0      392      -49     -441      -49      -49        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      1.0     86.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        2       17       17       20       19
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,875
COMMITMENTS
       0    1,914    1,608   20,219   18,353   21,827   21,875       48        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -125)
       0      100     -100      -49     -125     -149     -125       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.7      7.4     92.4     83.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       14       19       15
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      209,801
COMMITMENTS
   7,384        0    4,168  198,249  205,633  209,801  209,801        0        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        337)
       0        0        0      337      337      337      337        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      2.0     94.5     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14        9       15       10
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,510
COMMITMENTS
       0    1,025       50   20,900   20,435   20,950   21,510      560        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0      -70      -70      -70      -70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.2     97.2     95.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       13       19       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,800
COMMITMENTS
       0    1,000        0   18,250   17,800   18,250   18,800      550        0

CHANGES FROM 10/21/14 (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      5.3      0.0     97.1     94.7     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,130
COMMITMENTS
      50    1,800        0   19,080   17,120   19,130   18,920        0      210

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160      160      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      9.4      0.0     99.7     89.5    100.0     98.9      0.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       22       10       23       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,150
COMMITMENTS
       0        0        0   12,150   12,000   12,150   12,000        0      150

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160      160      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     98.8    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17        9       17        9
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,295
COMMITMENTS
     200       50        0   19,460   20,245   19,660   20,295      635        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      0.0     95.9     99.8     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       16       11       18       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,655
COMMITMENTS
     325        0        0   18,505   19,655   18,830   19,655      825        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      0.0     94.1    100.0     95.8    100.0      4.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       19        9       20        9
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,933
COMMITMENTS
     325        0        0   19,693   20,933   20,018   20,933      915        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     94.1    100.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       21       10       22       10
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,195
COMMITMENTS
   3,245      745      175  110,745  113,275  114,165  114,195       30        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      3,280)
     350     -300      -25    2,955    3,605    3,280    3,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.7      0.2     97.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        2       33       32       37       35
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      137,931
COMMITMENTS
   5,030      855      375  132,525  136,701  137,930  137,931        1        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      7,040)
     485     -200      100    6,455    7,140    7,040    7,040        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      0.3     96.1     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        3       40       35       46       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      163,715
COMMITMENTS
  20,914    8,196    8,414  133,295  146,156  162,623  162,766    1,092      949

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,980)
     490      805     -345    1,840    1,550    1,985    2,010       -5      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      5.0      5.1     81.4     89.3     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        6        9       41       34       53       46
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,975
COMMITMENTS
   3,810    1,620    1,620   91,395   93,735   96,825   96,975      150        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:       -105)
    -235     -600      -75      205      570     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      1.7      1.7     94.2     96.7     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       34       31       41       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,195
COMMITMENTS
     625    1,570       50   19,845   19,575   20,520   21,195      675        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      7.4      0.2     93.6     92.4     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       23       14       25       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,330
COMMITMENTS
     550      515        0   18,280   18,815   18,830   19,330      500        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.7      0.0     94.6     97.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       22       13       23       15
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        8,455
COMMITMENTS
     220        0       90    7,600    7,850    7,910    7,940      545      515

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        375)
     -75        0       75      495      300      495      375     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      1.1     89.9     92.8     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       14       17       15       18
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,253
COMMITMENTS
   4,488    1,630    1,150   18,718   22,313   24,356   25,093      897      160

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        663)
     -75      300       80      625      286      630      666       33       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.5      4.6     74.1     88.4     96.4     99.4      3.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        4       22       20       27       25
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,740
COMMITMENTS
   4,500      610       75   12,670   16,983   17,245   17,668      495       72

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        255)
       0        0        0      495      255      495      255     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.4      3.4      0.4     71.4     95.7     97.2     99.6      2.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       19       20       22       22
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,627
COMMITMENTS
       5    2,065    1,410   17,456   16,062   18,871   19,537      756       90

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,265)
     -50     -335      435      760    1,165    1,145    1,265      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.5      7.2     88.9     81.8     96.1     99.5      3.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       26       21       28       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,002
COMMITMENTS
     105    1,352      105   15,666   14,535   15,876   15,992      126       10

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,845)
       0        0        0    2,100    1,935    2,100    1,935     -255      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      8.4      0.7     97.9     90.8     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        2        1       24       21       25       24
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,307
COMMITMENTS
       0      750        0   10,853   10,237   10,853   10,987      454      320

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        970)
       0        0        0      946      670      946      670       24      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.0     96.0     90.5     96.0     97.2      4.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       13       14       13       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,265
COMMITMENTS
     600    2,770      280   10,345    8,215   11,225   11,265       40        0

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:      1,220)
     250      850        0    1,090      385    1,340    1,235     -120      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     24.6      2.5     91.8     72.9     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       21       19       23       22
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 10/28/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,629
COMMITMENTS
   1,720      200      430    5,939    7,889    8,089    8,519      540      110

CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST:        -85)
       0        0        0     -115      -65     -115      -65       30      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      2.3      5.0     68.8     91.4     93.7     98.7      6.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       14       17       16
```

----

Updated October 31, 2014