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CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       14,064
COMMITMENTS
   4,209    3,370    1,012    8,804    9,646   14,025   14,028       39       36

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:       -180)
     -32     -248      119     -256      -68     -168     -196      -12       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.9     24.0      7.2     62.6     68.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      12       11        9       13       11       31       25
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,143,493
COMMITMENTS
 627,028  265,503  1575314  2911486  3294056  5113828  5134873   29,665    8,620

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:   -355,138)
 -93,444   66,880 -117,754 -155,847 -311,453 -367,045 -362,327   11,907    7,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.2      5.2     30.6     56.6     64.0     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      36       36       62      138      128      207      196
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,048,967
COMMITMENTS
  93,365   40,107  1356767  1597318  1649972  3047451  3046847    1,516    2,120

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    194,709)
  -4,069   -3,512  127,334   70,684   69,940  193,949  193,762      759      946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.3     44.5     52.4     54.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      27       19       38       62       61      106      101
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      211,228
COMMITMENTS
   8,600    1,319    5,106  180,475  197,297  194,181  203,722   17,047    7,506

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -25,082)
  -5,839   -2,163   -6,045  -13,505  -16,449  -25,389  -24,657      307     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      0.6      2.4     85.4     93.4     91.9     96.4      8.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        1        5       27       29       33       34
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,021
COMMITMENTS
   2,717    1,863    3,116  150,211  151,230  156,044  156,209    3,977    3,812

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -15,722)
    -645   -1,547   -1,069  -14,544  -13,021  -16,258  -15,637      536      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      1.2      1.9     93.9     94.5     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        4       31       33       36       37
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,582
COMMITMENTS
   8,825    3,254    5,745  189,994  199,031  204,564  208,030   12,018    8,552

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -23,480)
  -4,747   -9,869     -444  -18,480  -10,667  -23,671  -20,980      191   -2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.5      2.7     87.7     91.9     94.5     96.1      5.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       27       27       31       30
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      755,935
COMMITMENTS
   9,117      905    3,192  738,543  746,681  750,852  750,778    5,083    5,157

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -51,849)
    -565     -345   -1,738  -49,281  -49,235  -51,584  -51,318     -265     -531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.1      0.4     97.7     98.8     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        4        6       48       37       58       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,213
COMMITMENTS
   1,390   11,029    2,019  224,341  220,427  227,750  233,475    9,463    3,738

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -8,399)
  -1,381    2,527     -319   -7,933  -11,612   -9,633   -9,404    1,234    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.6      0.9     94.6     92.9     96.0     98.4      4.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       27       30       30       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,304
COMMITMENTS
   1,626    1,374    3,348  231,535  229,237  236,509  233,959    5,795    8,345

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -19,488)
  -2,625     -238     -401  -16,668  -21,396  -19,694  -22,035      206    2,547

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      1.4     95.6     94.6     97.6     96.6      2.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        3       35       38       38       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       65,307
COMMITMENTS
   5,182        0    3,102   49,958   56,203   58,242   59,305    7,065    6,002

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -5,546)
  -1,915        0      816   -3,957   -5,769   -5,056   -4,953     -490     -593

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      4.7     76.5     86.1     89.2     90.8     10.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       19       18       22       20
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,213
COMMITMENTS
  16,590   18,418    9,086  125,687  130,033  151,363  157,537   10,850    4,676

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -9,553)
  -1,999   -1,785      797  -10,295   -8,753  -11,497   -9,741    1,944      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2     11.4      5.6     77.5     80.2     93.3     97.1      6.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        7       25       29       32       36
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,387
COMMITMENTS
       0    6,072    5,323   65,171   56,516   70,494   67,911    7,893   10,476

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -2,553)
  -1,434     -890      495   -1,861   -1,816   -2,800   -2,211      247     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.7      6.8     83.1     72.1     89.9     86.6     10.1     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        3       16       14       19       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      149,567
COMMITMENTS
   1,093        0    1,813  142,970  143,257  145,876  145,070    3,691    4,497

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -7,966)
    -415        0     -221   -7,052   -7,687   -7,688   -7,908     -278      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      1.2     95.6     95.8     97.5     97.0      2.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       27       27       28       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,093
COMMITMENTS
       0        0        0   67,490   83,355   67,490   83,355   18,603    2,738

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:       -366)
       0        0        0   -4,266     -282   -4,266     -282    3,900      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     78.4     96.8     78.4     96.8     21.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       18       23       18       23
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      307,605
COMMITMENTS
   2,685        0    3,826  296,129  300,845  302,640  304,671    4,965    2,934

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -18,756)
    -962   -3,019     -138  -16,968  -14,231  -18,068  -17,388     -688   -1,368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      1.2     96.3     97.8     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        0        3       43       37       47       40
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,421
COMMITMENTS
   3,654   12,310    3,448   72,636   59,668   79,738   75,426    4,683    8,995

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -3,805)
     425    1,040     -327   -4,095   -4,035   -3,997   -3,322      192     -483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     14.6      4.1     86.0     70.7     94.5     89.3      5.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       18       21       21       26
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,240
COMMITMENTS
  35,886        0        0   92,960  125,915  128,846  125,915      394    3,325

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -78,277)
 -38,880   -8,850        0  -38,590  -69,800  -77,470  -78,650     -807      373

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    27.8      0.0      0.0     71.9     97.4     99.7     97.4      0.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        0       11       18       13       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      151,133
COMMITMENTS
  74,797    9,451        0   75,316  140,992  150,113  150,443    1,020      690

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -58,373)
 -21,863   -6,822   -1,200  -35,717  -49,962  -58,780  -57,984      407     -389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.5      6.3      0.0     49.8     93.3     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10        4        0       29       27       39       31
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,793
COMMITMENTS
       0        0        0   25,342   24,953   25,342   24,953      451      840

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -16,413)
       0     -372        0  -16,133  -15,328  -16,133  -15,700     -280     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.3     96.7     98.3     96.7      1.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       12       17       12       17
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,290
COMMITMENTS
     460    2,568      725  103,688  104,282  104,873  107,575   13,417   10,715

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -12,882)
     460     -597      275  -12,477  -10,959  -11,742  -11,281   -1,140   -1,601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.2      0.6     87.7     88.2     88.7     90.9     11.3      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       26       23       27       25
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,426
COMMITMENTS
   1,416    5,778    1,534  110,576   98,079  113,526  105,391    3,900   12,035

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -1,542)
    -155    2,114      238   -1,055   -6,185     -972   -3,833     -570    2,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      4.9      1.3     94.2     83.5     96.7     89.8      3.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        2       24       23       26       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,066
COMMITMENTS
   2,002        0    1,153   86,445   83,342   89,600   84,495    1,466    6,571

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -9,009)
  -1,179        0      883   -5,624   -8,377   -5,920   -7,494   -3,089   -1,515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      1.3     94.9     91.5     98.4     92.8      1.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       19       15       21       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,895
COMMITMENTS
   1,136        0    1,348   94,037   95,951   96,521   97,299    5,374    4,596

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -5,178)
     969     -706     -111   -7,121   -5,227   -6,263   -6,044    1,085      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      1.3     92.3     94.2     94.7     95.5      5.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        2       17       14       19       16
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      298,388
COMMITMENTS
   2,440   18,762    5,788  278,701  268,365  286,929  292,915   11,459    5,473

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -14,019)
      -6    8,206   -4,193  -11,293  -16,903  -15,492  -12,890    1,473   -1,129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      6.3      1.9     93.4     89.9     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        3       28       30       31       35
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,625
COMMITMENTS
     600    4,620        0   22,210   18,435   22,810   23,055      815      570

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -14,818)
    -713       31      -31  -13,668  -14,988  -14,412  -14,988     -406      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     19.6      0.0     94.0     78.0     96.6     97.6      3.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        0       12       10       13       12
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,572
COMMITMENTS
     510      420        0   39,602   40,822   40,112   41,242    1,460      330

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -4,456)
    -310     -372      -62   -4,748   -3,584   -5,120   -4,018      664     -438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.0      0.0     95.3     98.2     96.5     99.2      3.5      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       12       18       13       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      222,874
COMMITMENTS
   4,666   33,339    3,578  201,293  180,961  209,537  217,878   13,337    4,996

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -8,950)
    -178    1,706     -271  -12,621  -13,518  -13,070  -12,083    4,120    3,133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     15.0      1.6     90.3     81.2     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        5        6       30       30       37       37
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       71,780
COMMITMENTS
  12,079        0    1,808   52,653   66,530   66,540   68,338    5,240    3,442

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      2,281)
   1,954        0     -332     -998    2,522      624    2,190    1,657       91

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      0.0      2.5     73.4     92.7     92.7     95.2      7.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       16       13       19       14
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,990
COMMITMENTS
       0        0        0   71,396   70,939   71,396   70,939    4,594    5,051

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -4,206)
       0        0        0   -3,906   -4,058   -3,906   -4,058     -300     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.0     93.4     94.0     93.4      6.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       16       18       16
 
 
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,572
COMMITMENTS
   4,016      870        0   24,532   28,280   28,548   29,150    1,024      422

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -2,790)
       0        0        0   -2,604   -2,728   -2,604   -2,728     -186      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      2.9      0.0     83.0     95.6     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       13       10       14       11
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,860
COMMITMENTS
   2,407   13,291    1,216   75,930   71,928   79,553   86,435   10,307    3,425

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -5,066)
     -29   -1,561      217   -7,054   -3,259   -6,866   -4,603    1,800     -463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7     14.8      1.4     84.5     80.0     88.5     96.2     11.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        1       21       17       23       20
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      174,205
COMMITMENTS
  18,661    8,546   11,842  143,208  153,467  173,710  173,855      495      351

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -7,793)
     973      234   -2,711   -5,871   -5,177   -7,608   -7,653     -185     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      4.9      6.8     82.2     88.1     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12        5       11       54       51       68       65
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       51,272
COMMITMENTS
   1,595      678    2,580   47,097   48,014   51,272   51,272        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -3,192)
     273      -98     -191   -3,274   -2,903   -3,192   -3,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      1.3      5.0     91.9     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        2       29       24       31       26
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      454,825
COMMITMENTS
     672    2,641   25,837  428,316  426,347  454,825  454,825        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -27,088)
  -2,152    2,370    1,140  -26,076  -30,598  -27,088  -27,088        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      0.6      5.7     94.2     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       21       22       23       23
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,567,892
COMMITMENTS
  60,757   18,106   27,173  1479962  1522613  1567892  1567892        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -88,756)
  -6,595    2,358   -2,303  -79,858  -88,811  -88,756  -88,756        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      1.2      1.7     94.4     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       5        5        5       42       45       50       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       54,821
COMMITMENTS
     463   10,585    4,368   49,990   39,867   54,821   54,821        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:        445)
    -305      -35      279      472      201      445      445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     19.3      8.0     91.2     72.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        4       28       24       34       31
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      332,874
COMMITMENTS
       0   58,760   13,491  319,383  260,623  332,874  332,874        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      5,059)
       0      943     -943    6,002    5,059    5,059    5,059        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.7      4.1     95.9     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       17       19       19       22
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      549,116
COMMITMENTS
  28,841        0    9,711  510,564  539,029  549,116  548,740        0      376

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -7,216)
   2,325        0     -775   -8,766   -6,817   -7,216   -7,592        0      376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      1.8     93.0     98.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       24       29       28       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,044
COMMITMENTS
   4,871    1,078    1,626   42,293   46,999   48,790   49,703    1,254      341

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -1,290)
      42      362      -43   -1,437   -1,629   -1,438   -1,310      148       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      2.2      3.2     84.5     93.9     97.5     99.3      2.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       27       30       31       33
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    2,224,389
COMMITMENTS
       0        0        0  2224389  2224389  2224389  2224389        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    336,274)
       0        0        0  336,274  336,274  336,274  336,274        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       16       11       16       11
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      998,830
COMMITMENTS
       0    9,600        0  998,830  989,230  998,830  998,830        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    164,730)
       0        0        0  164,730  164,730  164,730  164,730        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      0.0    100.0     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       19       14       19       15
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      995,120
COMMITMENTS
       0    7,760        0  995,120  987,360  995,120  995,120        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     62,800)
       0        0        0   62,800   62,800   62,800   62,800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.8      0.0    100.0     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        0       17       12       17       14
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      298,208
COMMITMENTS
  12,664    1,184    1,160  284,384  295,864  298,208  298,208        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      3,520)
    -816        0        0    4,336    3,520    3,520    3,520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      0.4      0.4     95.4     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        1       22       21       25       23
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,604
COMMITMENTS
   1,365      684      335   12,691   13,067   14,391   14,086      213      518

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:         44)
     -21       -1       63        2      -82       44      -20        0       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      4.7      2.3     86.9     89.5     98.5     96.5      1.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       19       16       24       21
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,149,105
COMMITMENTS
  27,460  184,853    2,427  1119218  961,825  1149105  1149105        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -3,940)
       0  184,853    2,427   -6,367 -191,220   -3,940   -3,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     16.1      0.2     97.4     83.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        1       15       15       17       16
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      349,945
COMMITMENTS
   2,150        0        0  347,795  349,945  349,945  349,945        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     13,750)
       0        0        0   13,750   13,750   13,750   13,750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       18       13       20       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      221,200
COMMITMENTS
   4,225        0        0  216,975  221,200  221,200  221,200        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     12,775)
       0        0        0   12,775   12,775   12,775   12,775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       23       26       23
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,788
COMMITMENTS
   1,033    1,248      292   20,455   21,075   21,780   22,615    2,008    1,173

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:       -279)
    -212        0       63     -258     -342     -407     -279      128        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      5.2      1.2     86.0     88.6     91.6     95.1      8.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       22       20       24       22
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,548,348
COMMITMENTS
  63,317  182,872  180,733  2304298  2184743  2548348  2548348        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     18,494)
 -26,656        0     -744   45,894   19,238   18,494   18,494        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.2      7.1     90.4     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       29       30       32
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      808,520
COMMITMENTS
   4,900   90,976   40,385  761,395  673,709  806,680  805,070    1,840    3,450

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -1,688)
   3,450        0   -3,450   -3,528   -1,688   -3,528   -5,138    1,840    3,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     11.3      5.0     94.2     83.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       33       28       35       31
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,344,721
COMMITMENTS
       0        0        0  2344721  2344721  2344721  2344721        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    148,630)
       0        0        0  148,630  148,630  148,630  148,630        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:       27)
       0        0        0       21       11       21       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      699,580
COMMITMENTS
   1,150        0        0  698,430  699,580  699,580  699,580        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     47,775)
  -1,050        0        0   48,825   47,775   47,775   47,775        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       12       26       12
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      576,629
COMMITMENTS
 127,640    1,548   21,400  427,213  553,681  576,253  576,629      376        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -12,770)
     -72      408     -744  -12,330  -12,434  -13,146  -12,770      376        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.1      0.3      3.7     74.1     96.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        3       30       31       33       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,617
COMMITMENTS
   6,991    2,287    1,181   32,976   38,042   41,148   41,510      469      107

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:        253)
    -595     -488      -39      887      760      253      233        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.8      5.5      2.8     79.2     91.4     98.9     99.7      1.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        3       29       34       34       38
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,972
COMMITMENTS
   5,440       25      538   19,994   25,409   25,972   25,972        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:        409)
     308      -25        0      101      434      409      409        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.9      0.1      2.1     77.0     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       13       24       15
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      267,959
COMMITMENTS
 110,038      688      665  157,256  266,606  267,959  267,959        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      3,206)
     943        0        0    2,263    3,206    3,206    3,206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.1      0.3      0.2     58.7     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       14       10       16       12
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      583,201
COMMITMENTS
   6,898    1,193   33,125  542,802  548,883  582,825  583,201      376        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -8,642)
       0        0        0   -9,018   -8,642   -9,018   -8,642      376        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      0.2      5.7     93.1     94.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       21       29       23
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       32,999
COMMITMENTS
   6,437        0       20   25,666   32,344   32,123   32,364      876      635

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      1,680)
   1,208        0        0      426    1,702    1,634    1,702       46      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      0.0      0.1     77.8     98.0     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       25       20       28       21
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        7,432
COMMITMENTS
       0      591       21    5,974    6,441    5,995    7,053    1,437      379

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:         14)
       0      -69        0     -150      129     -150       60      164      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.0      0.3     80.4     86.7     80.7     94.9     19.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        3        1       13       16       14       19
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       20,615
COMMITMENTS
   4,246        0        0   16,308   20,449   20,554   20,449       61      166

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -1,687)
     -10        0      -46   -1,562   -1,572   -1,618   -1,618      -69      -69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.6      0.0      0.0     79.1     99.2     99.7     99.2      0.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       6        0        0       24       24       30       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      312,996
COMMITMENTS
  58,370        0        0  254,626  312,996  312,996  312,996        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -15,569)
  -1,078        0     -376  -14,115  -15,193  -15,569  -15,569        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.6      0.0      0.0     81.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        0       23       19       27       19
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,310
COMMITMENTS
     716      209      275   15,212   15,528   16,203   16,012      107      298

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -1,068)
     -92      -24        0     -934   -1,021   -1,026   -1,045      -42      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.3      1.7     93.3     95.2     99.3     98.2      0.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        3       23       25       27       29
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      204,211
COMMITMENTS
   2,033        0        0  202,178  204,211  204,211  204,211        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -8,205)
       0        0        0   -8,205   -8,205   -8,205   -8,205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       22       16       24       16
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,632
COMMITMENTS
       0      794    2,994   20,638   19,844   23,632   23,632        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -2,192)
       0     -412      231   -2,423   -2,011   -2,192   -2,192        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4     12.7     87.3     84.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       19       19       20       20
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      134,530
COMMITMENTS
       0        0        0  134,530  134,530  134,530  134,530        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -10,296)
       0        0        0  -10,296  -10,296  -10,296  -10,296        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:       24)
       0        0        0       16       17       16       17
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      723,169
COMMITMENTS
       0   54,720        0  723,169  668,449  723,169  723,169        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:      4,096)
       0   -7,520        0    4,096   11,616    4,096    4,096        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.6      0.0    100.0     92.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19       12       19       13
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      210,845
COMMITMENTS
       0    5,275        0  210,845  205,570  210,845  210,845        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -6,045)
       0      -75        0   -6,045   -5,970   -6,045   -6,045        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       12       21       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      213,975
COMMITMENTS
       0        0        0  213,975  213,975  213,975  213,975        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -12,190)
       0        0        0  -12,190  -12,190  -12,190  -12,190        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:       24)
       0        0        0       19       11       19       11
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      729,923
COMMITMENTS
       0        0        0  729,923  729,923  729,923  729,923        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -24,440)
       0        0        0  -24,440  -24,440  -24,440  -24,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        6       15        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      152,235
COMMITMENTS
       0        0        0  152,235  152,235  152,235  152,235        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     -2,060)
       0        0        0   -2,060   -2,060   -2,060   -2,060        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:       24)
       0        0        0       15       15       15       15
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      675,250
COMMITMENTS
       0        0        0  675,250  675,250  675,250  675,250        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:     93,536)
       0        0        0   93,536   93,536   93,536   93,536        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       14       15       14
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      193,510
COMMITMENTS
   2,940        0        0  190,570  193,510  193,510  193,510        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -13,635)
    -460        0        0  -13,175  -13,635  -13,635  -13,635        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     98.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       20       15       21       15
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      648,168
COMMITMENTS
       0        0        0  648,168  648,168  648,168  648,168        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -30,711)
       0        0        0  -30,711  -30,711  -30,711  -30,711        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       19       12       19       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      917,104
COMMITMENTS
       0        0        0  917,104  917,104  917,104  917,104        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:   -101,896)
       0        0        0 -101,896 -101,896 -101,896 -101,896        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:       24)
       0        0        0       18        9       18        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      238,095
COMMITMENTS
       0        0        0  238,095  238,095  238,095  238,095        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -28,290)
       0        0        0  -28,290  -28,290  -28,290  -28,290        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:       29)
       0        0        0       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    7,523,955
COMMITMENTS
 193,196        0        0  7330759  7523955  7523955  7523955        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    311,377)
  -9,776        0        0  321,153  311,377  311,377  311,377        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     97.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        0        0       39       32       42       32
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,451,255
COMMITMENTS
  54,655        0        0  2396600  2451255  2451255  2451255        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -21,030)
  -2,030   -4,600        0  -19,000  -16,430  -21,030  -21,030        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.0      0.0     97.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        0        0       39       35       43       35
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,914,969
COMMITMENTS
 574,426  349,636  107,415  2233128  2457918  2914969  2914969        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -38,970)
  -3,264  -20,718    7,512  -43,218  -25,764  -38,970  -38,970        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7     12.0      3.7     76.6     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5       10        8       43       41       53       54
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,275,987
COMMITMENTS
 187,803  175,615  154,484  5933700  5945888  6275987  6275987        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:   -133,788)
  23,024   -5,640   -2,632 -154,180 -125,516 -133,788 -133,788        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.8      2.5     94.5     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        3       35       30       40       35
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      592,405
COMMITMENTS
       0      410        0  592,405  591,995  592,405  592,405        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -13,940)
       0     -230        0  -13,940  -13,710  -13,940  -13,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       30       14       30       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,081,966
COMMITMENTS
       0    3,658        0  2081966  2078308  2081966  2081966        0        0

CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST:    -68,786)
       0     -752        0  -68,786  -68,034  -68,786  -68,786        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    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 November 8, 2013