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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       10,940
COMMITMENTS
   3,311    3,601      505    7,068    6,814   10,884   10,920       56       20

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -440)
     -62      125     -228     -153     -336     -443     -440        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    30.3     32.9      4.6     64.6     62.3     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        9       13        9       29       23
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,753,914
COMMITMENTS
 1068562  243,721  1727182  2932508  3769347  5728252  5740250   25,662   13,664

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:   -220,724)
 -24,981   88,312 -118,141  -77,865 -189,086 -220,987 -218,915      263   -1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      4.2     30.0     51.0     65.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      46       28       61      143      137      213      203
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,593,271
COMMITMENTS
 158,223   62,316  1595470  1838347  1933663  3592040  3591449    1,231    1,822

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:   -320,550)
  20,362   -3,994 -228,167 -113,114  -89,090 -320,918 -321,252      369      702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.7     44.4     51.2     53.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       15       37       59       59      100      100
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      268,286
COMMITMENTS
  23,057    1,703    8,088  218,962  251,658  250,107  261,449   18,179    6,837

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      6,040)
   3,094      628      836      593    3,160    4,523    4,624    1,517    1,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.6      3.0     81.6     93.8     93.2     97.5      6.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        9       36       33       47       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,088
COMMITMENTS
   4,868      455    4,899  170,013  174,176  179,780  179,530    3,308    3,558

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        969)
   1,398        0     -139     -362    1,229      897    1,090       72     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.2      2.7     92.9     95.1     98.2     98.1      1.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        4       36       36       42       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,313
COMMITMENTS
  10,168    4,243    4,980  202,793  211,128  217,941  220,351    8,372    5,962

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     10,903)
  -1,180    3,676      354   10,017    6,859    9,191   10,889    1,712       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.9      2.2     89.6     93.3     96.3     97.4      3.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        6       32       34       38       41
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      834,338
COMMITMENTS
     310    3,345    4,774  822,476  822,528  827,560  830,647    6,778    3,691

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     18,568)
    -124     -152     -933   19,195   18,797   18,138   17,712      430      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.6     98.6     98.6     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        5       57       44       63       50
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      255,682
COMMITMENTS
   3,512        0    2,216  241,058  241,356  246,786  243,572    8,896   12,110

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      6,791)
   1,680   -1,717     -330    4,742    5,586    6,092    3,539      699    3,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.9     94.3     94.4     96.5     95.3      3.5      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        2       26       34       30       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,017
COMMITMENTS
  32,866      372    3,529  205,311  238,049  241,706  241,950    6,311    6,067

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     17,126)
   6,122     -396   -1,323   12,725   19,546   17,524   17,827     -398     -701

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.1      1.4     82.8     96.0     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        1        3       37       46       41       50
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       97,745
COMMITMENTS
   6,134    1,276    2,655   83,856   84,503   92,645   88,434    5,100    9,311

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -2,619)
   2,705      278   -1,944   -3,602   -2,437   -2,841   -4,103      222    1,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      1.3      2.7     85.8     86.5     94.8     90.5      5.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        4       20       22       24       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      173,877
COMMITMENTS
   9,787   12,271    7,803  146,737  147,334  164,327  167,408    9,550    6,469

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      2,610)
     260    2,508     -281    1,345      169    1,324    2,396    1,286      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      7.1      4.5     84.4     84.7     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        4       30       28       35       32
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,953
COMMITMENTS
   1,823   13,260      423   65,472   51,207   67,718   64,890    5,235    8,063

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        419)
     102      221      -25    1,314    1,507    1,391    1,703     -972   -1,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     18.2      0.6     89.7     70.2     92.8     88.9      7.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       21       19       23       22
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      162,459
COMMITMENTS
   1,005      610    2,623  154,403  155,463  158,031  158,696    4,428    3,763

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      3,370)
  -1,776     -922      553    3,523    4,757    2,300    4,388    1,070   -1,018

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.4      1.6     95.0     95.7     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        1       30       33       31       35
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,986
COMMITMENTS
       0      648        0   67,796   76,854   67,796   77,502   14,190    4,484

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      3,417)
       0        0        0    2,998    6,064    2,998    6,064      419   -2,647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0     82.7     93.7     82.7     94.5     17.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       19       16       19       17
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      342,849
COMMITMENTS
  13,739    6,735    3,390  319,188  329,598  336,317  339,723    6,532    3,126

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:    -17,160)
     306     -616     -125  -18,629  -16,569  -18,448  -17,310    1,288      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.0      1.0     93.1     96.1     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        5        2       41       42       44       47
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,734
COMMITMENTS
   7,710        0    3,111   75,831   78,833   86,652   81,944    3,082    7,790

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,351)
   1,047        0      424     -797      -27      674      397      677      954

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      3.5     84.5     87.9     96.6     91.3      3.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       23       25       25       27
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,087
COMMITMENTS
     506    5,538    1,770   58,422   54,356   60,698   61,664    9,389    8,423

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      4,005)
      62     -876     -104    7,265    5,379    7,223    4,399   -3,218     -394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.9      2.5     83.4     77.6     86.6     88.0     13.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       16       21       18       24
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      186,783
COMMITMENTS
  16,723    9,672      797  168,054  172,466  185,574  182,935    1,209    3,848

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     20,277)
  11,127    4,216     -527    8,989   16,216   19,589   19,905      688      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      5.2      0.4     90.0     92.3     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        3        2       25       36       31       40
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      158,337
COMMITMENTS
  28,472   17,608      797  128,132  138,630  157,401  157,035      936    1,302

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     42,242)
  11,251    4,216     -527   31,506   38,237   42,230   41,926       12      316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0     11.1      0.5     80.9     87.6     99.4     99.2      0.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        2       31       36       39       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       49,435
COMMITMENTS
     496        0        0   48,878   49,032   49,374   49,032       61      403

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      4,061)
     496        0        0    3,782    4,278    4,278    4,278     -217     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     98.9     99.2     99.9     99.2      0.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       19       29       20       29
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      145,530
COMMITMENTS
       0        0        0  135,719  135,389  135,719  135,389    9,811   10,141

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      6,627)
    -787        0     -237    5,753    7,082    4,729    6,845    1,898     -218

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.3     93.0     93.3     93.0      6.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        0        0       29       25       29       25
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       19,178
COMMITMENTS
       0      465        0   17,387   18,124   17,387   18,589    1,791      589

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,178)
       0        0        0    1,054    1,209    1,054    1,209      124      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      0.0     90.7     94.5     90.7     96.9      9.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        0       14       13       14       15
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,410
COMMITMENTS
   1,515        0    2,000   66,592   66,499   70,107   68,499    3,303    4,911

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        672)
     401        0     -342      491    1,947      550    1,605      122     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.0      2.7     90.7     90.6     95.5     93.3      4.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        1       18       18       19       19
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,803
COMMITMENTS
       0    5,426    1,359  102,879  102,681  104,238  109,466    7,565    2,337

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:         36)
       0    2,356     -124      612   -1,545      488      687     -452     -651

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      1.2     92.0     91.8     93.2     97.9      6.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        2       28       24       30       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,223
COMMITMENTS
   1,172        0    2,330   98,196   96,218  101,698   98,548    4,525    7,675

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      6,635)
      45        0    1,298    5,835    4,886    7,178    6,184     -543      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      2.2     92.4     90.6     95.7     92.8      4.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       19       18       21
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,766
COMMITMENTS
     188    1,033    1,536   59,920   61,104   61,644   63,673    6,122    4,093

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,272)
     188     -180      333      720    1,305    1,241    1,458       31     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.5      2.3     88.4     90.2     91.0     94.0      9.0      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       14       18       16
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,861
COMMITMENTS
       0      279      341   19,873   19,623   20,214   20,243      647      618

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.3      1.6     95.3     94.1     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        1       11       13       12       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      125,391
COMMITMENTS
     128      333    2,381  117,676  119,415  120,185  122,129    5,206    3,262

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -2,151)
     -90       19     -178     -756   -1,293   -1,024   -1,452   -1,127     -699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.3      1.9     93.8     95.2     95.8     97.4      4.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       20       20       22       22
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      314,745
COMMITMENTS
   8,692    9,225    6,350  291,355  294,462  306,397  310,037    8,348    4,708

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      4,119)
  -3,634   -2,700    4,175    3,954    2,289    4,495    3,764     -376      355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.9      2.0     92.6     93.6     97.3     98.5      2.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        3        4       35       34       39       39
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,491
COMMITMENTS
       0        0        0   18,902   18,561   18,902   18,561      589      930

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.0     95.2     97.0     95.2      3.0      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       12       12       12       12
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,498
COMMITMENTS
   2,325       31      620   37,043   39,586   39,988   40,237    1,510    1,261

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        463)
     310        0        0       -2      370      308      370      155       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.1      1.5     89.3     95.4     96.4     97.0      3.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       17       19       22       20
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       55,885
COMMITMENTS
       0      589        0   54,409   54,366   54,409   54,955    1,476      930

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      3,596)
       0        0        0    4,057    4,146    4,057    4,146     -461     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     97.4     97.3     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       20       18       20       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      225,394
COMMITMENTS
  15,315   30,889    4,154  199,437  187,020  218,906  222,063    6,488    3,331

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      9,730)
     412      713      660    9,163    8,476   10,235    9,849     -505     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     13.7      1.8     88.5     83.0     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        5        4       32       35       37       43
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       81,862
COMMITMENTS
   8,104        0    3,158   64,684   75,845   75,946   79,003    5,916    2,859

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      3,148)
   1,311        0     -153    2,723    4,068    3,881    3,915     -733     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      3.9     79.0     92.6     92.8     96.5      7.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       15       19       16
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       94,453
COMMITMENTS
       0        0        0   91,408   90,473   91,408   90,473    3,045    3,980

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,506)
       0        0        0    1,136    1,236    1,136    1,236      370      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     96.8     95.8     96.8     95.8      3.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       23       21       23       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,249
COMMITMENTS
     915   16,074      856   84,874   73,134   86,645   90,064    6,604    3,185

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -2,115)
       0     -221     -154   -2,295   -1,470   -2,449   -1,845      334     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0     17.2      0.9     91.0     78.4     92.9     96.6      7.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       23       22       25       23
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      191,241
COMMITMENTS
  26,135   13,428   17,320  142,254  155,006  185,708  185,753    5,532    5,487

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,428)
    -795      978       77   -2,723   -4,228   -3,441   -3,172    4,869    4,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.7      7.0      9.1     74.4     81.1     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      13       12       18       55       54       76       76
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       56,493
COMMITMENTS
   4,096      311    1,447   50,950   54,735   56,493   56,493        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      4,930)
   1,494      -25      -27    3,463    4,982    4,930    4,930        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.6      2.6     90.2     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       29       30       33       34
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      540,833
COMMITMENTS
  23,841        0    1,248  515,744  539,585  540,833  540,833        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     12,985)
   1,233        0     -624   12,376   13,609   12,985   12,985        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      0.2     95.4     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       27       29       30       31
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,783,340
COMMITMENTS
 202,206   36,418   51,348  1529786  1695574  1783340  1783340        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     42,515)
 -13,259    2,338   -3,897   59,671   44,074   42,515   42,515        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      2.0      2.9     85.8     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        6        8       44       44       54       53
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,078
COMMITMENTS
     208    6,859    4,804   60,067   53,415   65,078   65,078        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        842)
       0      303     -320    1,162      859      842      842        0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3     10.5      7.4     92.3     82.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        4       30       31       35       37
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      383,841
COMMITMENTS
       0   17,243    8,714  375,127  357,884  383,841  383,841        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      7,036)
       0      312        0    7,036    6,724    7,036    7,036        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      2.3     97.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        2       19       19       21       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      672,982
COMMITMENTS
  45,560  205,305    9,968  617,454  457,709  672,982  672,982        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      8,555)
     392    9,404        0    8,163     -849    8,555    8,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8     30.5      1.5     91.7     68.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       26       25       30       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,403
COMMITMENTS
   5,866   21,804    2,143   44,137   27,629   52,146   51,576      257      827

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        131)
     -42        0       21      174      -36      153      -15      -22      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.2     41.6      4.1     84.2     52.7     99.5     98.4      0.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        2       24       25       27       29
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    2,030,535
COMMITMENTS
  11,760  1165765        0  2018775  864,770  2030535  2030535        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:    110,080)
   3,920        0        0  106,160  110,080  110,080  110,080        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     57.4      0.0     99.4     42.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14        9       15       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      598,100
COMMITMENTS
       0  375,970        0  598,100  222,130  598,100  598,100        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      5,500)
       0        0        0    5,500    5,500    5,500    5,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     62.9      0.0    100.0     37.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       11       16       12
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:    1,019,680
COMMITMENTS
       0    3,920        0  1019680  1015760  1019680  1019680        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0    3,920        0        0   -3,920        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14        9       14       10
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      293,480
COMMITMENTS
  14,784    3,992    2,728  275,576  286,760  293,088  293,480      392        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -3,200)
    -800     -392     -384   -2,408   -2,424   -3,592   -3,200      392        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.4      0.9     93.9     97.7     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       25       21       28       25
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       12,496
COMMITMENTS
   1,267      840      681   10,143   10,889   12,091   12,410      404       85

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        727)
     -84       92       84      749      595      749      771      -22      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      6.7      5.4     81.2     87.1     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        2       26       23       29       27
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      369,075
COMMITMENTS
       0        0        0  369,075  369,075  369,075  369,075        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -5,500)
       0        0        0   -5,500   -5,500   -5,500   -5,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       13       17       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      220,520
COMMITMENTS
       0    1,150    1,600  218,920  217,770  220,520  220,520        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      7,990)
       0        0        0    7,990    7,990    7,990    7,990        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.7     99.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       19       22       20       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       26,023
COMMITMENTS
   1,253    1,276      192   22,831   22,872   24,276   24,340    1,747    1,683

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -172)
     339      -46      -14   -1,641     -198   -1,316     -258    1,145       86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      4.9      0.7     87.7     87.9     93.3     93.5      6.7      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       23       22       26       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    1,864,260
COMMITMENTS
  50,083  145,059  152,927  1661250  1566274  1864260  1864260        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     29,756)
       0   18,012        0   29,756   11,744   29,756   29,756        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      7.8      8.2     89.1     84.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       26       30       29
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      651,450
COMMITMENTS
       0   99,240   15,655  635,795  536,555  651,450  651,450        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      9,785)
       0    2,560   -2,560   12,345    9,785    9,785    9,785        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.2      2.4     97.6     82.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        3        1       32       25       33       28
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,106,334
COMMITMENTS
       0        0        0  1106334  1106334  1106334  1106334        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      3,920)
       0        0        0    3,920    3,920    3,920    3,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       18       12       18       12
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      367,045
COMMITMENTS
   5,300        0        0  361,745  367,045  367,045  367,045        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
  -1,100        0        0    1,100        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     98.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       15       23       15
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      629,469
COMMITMENTS
 113,017   24,537   26,553  489,899  578,379  629,469  629,469        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     10,144)
   6,120      432      392    3,632    9,320   10,144   10,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      3.9      4.2     77.8     91.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        3       30       28       33       31
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       44,836
COMMITMENTS
   6,533    5,019    1,256   36,712   38,444   44,501   44,719      336      117

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,099)
   1,072       15        0       -8    1,093    1,064    1,108       35       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.6     11.2      2.8     81.9     85.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       31       34       35       38
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,845
COMMITMENTS
   3,030      144      180   20,635   23,521   23,845   23,845        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,188)
     105       44       29    1,054    1,115    1,188    1,188        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.7      0.6      0.8     86.5     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        2        3       23       19       26       23
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      173,072
COMMITMENTS
  15,270      336    1,952  155,850  170,784  173,072  173,072        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -2,578)
       0        0        0   -2,578   -2,578   -2,578   -2,578        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.2      1.1     90.0     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       11       16       13
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      585,760
COMMITMENTS
  13,834   13,793   38,460  533,466  533,507  585,760  585,760        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     16,400)
       0    1,600        0   16,400   14,800   16,400   16,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.4      6.6     91.1     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       25       21       28       23
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,531
COMMITMENTS
   3,485        0      362   26,301   29,744   30,148   30,106      383      425

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -130)
     -22        0       44     -152     -174     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      1.2     86.1     97.4     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       25       26       27       27
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       90,188
COMMITMENTS
       0    5,465        0   90,188   84,723   90,188   90,188        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       22,613
COMMITMENTS
   3,005      188       44   19,179   22,147   22,228   22,379      385      234

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -635)
      64     -192        0     -634     -420     -570     -612      -65      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.3      0.8      0.2     84.8     97.9     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       24       22       28       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      348,899
COMMITMENTS
  51,685        0    1,560  295,654  347,339  348,899  348,899        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      5,056)
       0        0        0    5,056    5,056    5,056    5,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.0      0.4     84.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       21       22       24       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,679
COMMITMENTS
   1,282        0      124   15,932   17,382   17,338   17,506      341      173

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -340)
     -42        0       42     -341     -382     -341     -340        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.0      0.7     90.1     98.3     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        2       23       25       26       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      237,982
COMMITMENTS
   7,129    4,680        0  230,853  233,302  237,982  237,982        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,616)
   1,224        0        0      392    1,616    1,616    1,616        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.0      0.0     97.0     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        0       19       17       21       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       31,317
COMMITMENTS
       0    1,257    2,922   28,395   27,138   31,317   31,317        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        224)
       0      614        0      224     -390      224      224        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.0      9.3     90.7     86.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        1       22       24       23       25
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      219,989
COMMITMENTS
   2,233        0      328  217,428  219,661  219,989  219,989        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:       -929)
       0        0        0     -929     -929     -929     -929        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.1     98.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       17       19       18       20
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      780,180
COMMITMENTS
       0   85,920        0  780,180  694,260  780,180  780,180        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.0      0.0    100.0     89.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       15       11       15       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      250,365
COMMITMENTS
       0   11,775        0  250,365  238,590  250,365  250,365        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0    100.0     95.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       13       22       14
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:        2,593
COMMITMENTS
     544        8      336    1,691    2,248    2,571    2,593       22        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        226)
      95       -1       25      102      201      223      226        3        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.0      0.3     13.0     65.2     86.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        3       17       18       20       21
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      135,740
COMMITMENTS
       0        0        0  135,740  135,740  135,740  135,740        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -1,100)
       0        0        0   -1,100   -1,100   -1,100   -1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      241,615
COMMITMENTS
       0        0        0  241,615  241,615  241,615  241,615        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       14       18       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      824,827
COMMITMENTS
       0        0        0  824,827  824,827  824,827  824,827        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      154,205
COMMITMENTS
     440        0        0  153,765  154,205  154,205  154,205        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,100    1,100    1,100    1,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.0     99.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       17       14       18       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      523,919
COMMITMENTS
       0        0        0  523,919  523,919  523,919  523,919        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       12       16       12
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      193,825
COMMITMENTS
   4,680        0        0  189,145  193,825  193,825  193,825        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      2,100)
       0        0        0    2,100    2,100    2,100    2,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     97.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       14       25       14
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      571,432
COMMITMENTS
       0        0        0  571,432  571,432  571,432  571,432        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:      7,772)
       0        0        0    7,772    7,772    7,772    7,772        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       10       17       10
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,156,795
COMMITMENTS
       0    3,920        0  1156795  1152875  1156795  1156795        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:    255,016)
       0    3,920        0  255,016  251,096  255,016  255,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18        8       18        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      329,150
COMMITMENTS
       0        0        0  329,150  329,150  329,150  329,150        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     59,400)
       0        0        0   59,400   59,400   59,400   59,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       25        9       25        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    6,686,920
COMMITMENTS
 292,236        0        0  6394684  6686920  6686920  6686920        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:    295,017)
   3,920        0        0  291,097  295,017  295,017  295,017        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.0      0.0     95.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        0        0       37       33       42       33
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,315,500
COMMITMENTS
  68,630    5,500        0  2246870  2310000  2315500  2315500        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     49,260)
   1,100   -3,300        0   48,160   52,560   49,260   49,260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.2      0.0     97.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        0       40       37       44       39
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,700,866
COMMITMENTS
 555,176  582,953  138,948  2001442  1975865  2695566  2697766    5,300    3,100

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     85,170)
   1,425   30,050    5,675   74,453   46,345   81,553   82,070    3,617    3,100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6     21.6      5.1     74.1     73.2     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        9        7       45       42       54       54
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,328,305
COMMITMENTS
 129,414  405,235  147,532  5051359  4775538  5328305  5328305        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     -7,854)
       0   23,520        0   -7,854  -31,374   -7,854   -7,854        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      7.6      2.8     94.8     89.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       36       31       41       38
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      661,305
COMMITMENTS
       0      180      660  660,645  660,465  661,305  661,305        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      385      385      385      385        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        1       31       14       32       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,150,302
COMMITMENTS
       0   14,618        0  2150302  2135684  2150302  2150302        0        0

CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST:     29,008)
       0        0        0   29,008   29,008   29,008   29,008        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.0    100.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       28       15       28       16
```

----

Updated August 2, 2013