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CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,345
COMMITMENTS
  10,460    5,019    1,650   10,235   15,676   22,345   22,345        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -100)
    -100        0        0        0     -100     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8     22.5      7.4     45.8     70.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        3        2        8        7       18       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,531,863
COMMITMENTS
 684,932  271,451  1047082  2772627  3198840  4504641  4517373   27,222   14,490

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     -7,735)
 -37,954   33,502    9,649   22,860  -50,493   -5,445   -7,342   -2,290     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      6.0     23.1     61.2     70.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      37       30       57      141      121      206      181
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      625,454
COMMITMENTS
  47,473  103,831  188,727  389,088  332,789  625,288  625,347      166      107

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     17,312)
  -9,634   -6,563   19,478    7,668    4,931   17,512   17,846     -200     -534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     16.6     30.2     62.2     53.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      14       20       26       36       39       65       70
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,264
COMMITMENTS
  31,952      519    8,972  170,502  209,341  211,426  218,832   15,838    8,432

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,946)
   1,058      519      685    3,282    2,539    5,025    3,743   -1,079      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.2      3.9     75.0     92.1     93.0     96.3      7.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        3       28       32       35       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,964
COMMITMENTS
   5,911    1,682      808  109,621  114,682  116,340  117,172    4,624    3,792

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      2,038)
     671       31       64    1,265    1,954    2,000    2,049       38      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.4      0.7     90.6     94.8     96.2     96.9      3.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        2        1       27       26       29       29
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,689
COMMITMENTS
  18,508   10,881    2,046  163,187  171,765  183,741  184,692    9,948    8,997

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     -3,775)
    -899     -747      311   -5,479   -3,150   -6,067   -3,586    2,292     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.6      1.1     84.3     88.7     94.9     95.4      5.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        3        1       25       26       28       29
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      732,740
COMMITMENTS
  64,333    4,259   11,855  654,294  714,170  730,482  730,284    2,258    2,456

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     -8,061)
   3,644    1,131      138  -10,885   -8,373   -7,103   -7,104     -958     -957

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.6      1.6     89.3     97.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        3        4       57       40       62       45
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,207
COMMITMENTS
  21,514   15,416      645  198,096  203,966  220,255  220,027    5,952    6,180

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        235)
     122        0     -813      864    1,446      173      633       62     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      6.8      0.3     87.6     90.2     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        2       27       26       32       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,041
COMMITMENTS
     474      942    3,276  212,277  208,962  216,027  213,180    3,014    5,861

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      8,101)
     218      694      100    7,782    7,732    8,100    8,526        1     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.4      1.5     96.9     95.4     98.6     97.3      1.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        2        3       39       40       42       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       93,974
COMMITMENTS
   4,563    1,012    1,587   83,047   84,594   89,197   87,193    4,777    6,781

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        788)
    -678      -60       32    1,090    4,807      444    4,779      344   -3,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.1      1.7     88.4     90.0     94.9     92.8      5.1      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        1        2       23       21       25       24
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,273
COMMITMENTS
   1,282   17,508    3,991   86,814   77,667   92,087   99,166   11,186    4,107

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,174)
     910    1,357      -33    3,884    2,283    4,761    3,607   -1,587     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     17.0      3.9     84.1     75.2     89.2     96.0     10.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        4        3       27       27       32       31
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       16,247
COMMITMENTS
   1,829        0        0   13,492   15,759   15,321   15,759      926      488

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.0      0.0     83.0     97.0     94.3     97.0      5.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       14       10       16       10
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,752
COMMITMENTS
       0    1,797      667   59,502   60,213   60,169   62,677   11,583    9,075

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,005)
       0     -114      100      438    1,260      538    1,246      467     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.9     82.9     83.9     83.9     87.4     16.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       18       17       19       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      209,623
COMMITMENTS
     916        0        0  201,387  204,679  202,303  204,679    7,320    4,944

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,338)
       0        0        0    3,660    3,059    3,660    3,059     -322      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.1     97.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       31       28       32       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       94,640
COMMITMENTS
       0        0        0   87,007   92,066   87,007   92,066    7,633    2,574

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,329)
       0        0        0    3,515    3,329    3,515    3,329     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.9     97.3     91.9     97.3      8.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       26       25       26
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      283,267
COMMITMENTS
     944    1,472      184  274,018  275,261  275,146  276,917    8,121    6,350

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,528)
    -664        0      -30    4,588    3,412    3,894    3,382     -366      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      0.1     96.7     97.2     97.1     97.8      2.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       1        1        1       46       39       47       41
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,433
COMMITMENTS
   1,678    2,726    5,255   59,543   55,365   66,476   63,346    3,957    7,087

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,470)
    -197     -685      856    1,998    1,732    2,657    1,903   -1,187     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.9      7.5     84.5     78.6     94.4     89.9      5.6     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        4       21       21       25       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,280
COMMITMENTS
   2,367      310    3,394   65,914   67,080   71,675   70,784    4,605    5,496

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        704)
    -378        0       98      860    1,679      580    1,777      124   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.4      4.4     86.4     87.9     94.0     92.8      6.0      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       17       17       19       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       97,425
COMMITMENTS
   5,332    3,100      552   90,106   87,676   95,990   91,328    1,435    6,097

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,459)
   5,332        0        0   -1,749    3,579    3,583    3,579     -124     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      3.2      0.6     92.5     90.0     98.5     93.7      1.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       15       16       17       18
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,654
COMMITMENTS
  19,809    2,575    2,069   50,971   67,379   72,849   72,023      805    1,631

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,922)
   5,332        0        0    2,776    7,922    8,108    7,922     -186        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9      3.5      2.8     69.2     91.5     98.9     97.8      1.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        3        2       25       31       33       34
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,352
COMMITMENTS
       0        0        0   42,764   42,207   42,764   42,207      588    1,145

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,596)
       0        0        0    3,472    3,348    3,472    3,348      124      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     98.6     97.4     98.6     97.4      1.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       13       22       13       22
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      152,373
COMMITMENTS
     489    1,367      792  139,704  139,829  140,985  141,988   11,388   10,385

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,424)
    -381      355       32    2,859    1,591    2,510    1,978   -1,086     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.9      0.5     91.7     91.8     92.5     93.2      7.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       31       26       33       28
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       15,943
COMMITMENTS
       0    3,958      978   13,425   10,697   14,403   15,633    1,540      310

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.8      6.1     84.2     67.1     90.3     98.1      9.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        1        9       10       10       14
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,418
COMMITMENTS
     329        0    1,045   51,317   49,657   52,691   50,702    4,727    6,716

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -102)
     120        0      -21      -47      -81       52     -102     -154        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      1.8     89.4     86.5     91.8     88.3      8.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       12       15       13       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,311
COMMITMENTS
     626      741    3,005   96,362   91,829   99,993   95,575    3,318    7,736

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,111)
     451      450        3    7,143    7,808    7,597    8,261     -486   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.7      2.9     93.3     88.9     96.8     92.5      3.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       23       22       25       24
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,060
COMMITMENTS
   4,832        0        0   21,073   25,078   25,905   25,078      155      982

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      0.0      0.0     80.9     96.2     99.4     96.2      0.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0        8       14       11       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      133,863
COMMITMENTS
     372   19,480    1,071  126,810  109,733  128,253  130,284    5,610    3,579

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      6,285)
       0      717     -166    6,327    5,764    6,161    6,315      124      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.6      0.8     94.7     82.0     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        1       16       17       18       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      247,423
COMMITMENTS
       0   33,439    5,480  229,216  196,337  234,696  235,256   12,727   12,167

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -917)
    -198       37     -119     -729     -958   -1,046   -1,040      129      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.5      2.2     92.6     79.4     94.9     95.1      5.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        4        3       33       29       36       33
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,966
COMMITMENTS
   3,531    1,519      372   26,091   29,579   29,994   31,470    1,972      496

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      4,677)
     124     -372      372    4,088    4,429    4,584    4,429       93      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0      4.8      1.2     81.6     92.5     93.8     98.4      6.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       16       17       19       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       53,471
COMMITMENTS
   2,615      186       62   48,983   52,543   51,660   52,791    1,811      680

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,364)
       0        0        0    2,161    1,581    2,161    1,581     -797     -217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.3      0.1     91.6     98.3     96.6     98.7      3.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       20       16       23       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      261,130
COMMITMENTS
   2,062   34,991    4,177  246,599  216,995  252,838  256,163    8,292    4,967

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,691)
       0   -1,375      357    3,149    4,901    3,506    3,883      185     -192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     13.4      1.6     94.4     83.1     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        6        3       43       34       48       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       58,777
COMMITMENTS
   6,734        0        0   48,000   55,671   54,734   55,671    4,043    3,106

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        358)
       0        0        0      398      206      398      206      -40      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      0.0      0.0     81.7     94.7     93.1     94.7      6.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       16       18       17       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,616
COMMITMENTS
       0      488        0   75,248   76,719   75,248   77,207    3,368    1,409

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        194)
       0     -248        0    1,017      442    1,017      194     -823        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     95.7     97.6     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       18       23       19
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       64,901
COMMITMENTS
       0    5,680        0   56,430   56,944   56,430   62,624    8,471    2,277

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        462)
       0        0        0      251      431      251      431      211       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.8      0.0     86.9     87.7     86.9     96.5     13.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       21       16       21       17
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      152,355
COMMITMENTS
  26,999    6,808   15,513  109,117  129,266  151,629  151,587      726      768

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -719)
     259   -1,344      960   -1,917     -355     -698     -739      -21       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      4.5     10.2     71.6     84.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        9       13       48       53       65       70
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       50,132
COMMITMENTS
  10,050      180    1,055   39,027   48,897   50,132   50,132        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -435)
    -184      -52        0     -251     -383     -435     -435        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.4      2.1     77.8     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        2       23       22       26       26
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      396,020
COMMITMENTS
  32,823        0   25,975  337,222  370,045  396,020  396,020        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      4,233)
   5,217     -328   -1,968      984    6,529    4,233    4,233        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      6.6     85.2     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       21       20       25       22
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,495,742
COMMITMENTS
  59,447   23,693   63,890  1372405  1408159  1495742  1495742        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     10,184)
   1,526      750   -2,317   10,975   11,751   10,184   10,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.6      4.3     91.8     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        5       40       44       47       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       43,575
COMMITMENTS
   1,395    3,683    4,997   37,183   34,895   43,575   43,575        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        767)
      74     -415      207      486      975      767      767        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      8.5     11.5     85.3     80.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        4       24       20       29       26
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      305,369
COMMITMENTS
     648   51,206   14,510  290,211  239,653  305,369  305,369        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      5,904)
    -656    1,640      328    6,232    3,936    5,904    5,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     16.8      4.8     95.0     78.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       15       16       18       20
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      639,437
COMMITMENTS
  42,606        0    5,461  591,370  633,976  639,437  639,437        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     17,840)
     759        0     -759   17,840   18,599   17,840   17,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.9     92.5     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       23       29       27       30
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       54,387
COMMITMENTS
   6,432    3,874    1,989   45,223   47,544   53,644   53,407      743      980

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        854)
      46        0      -19      806      573      833      554       21      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      7.1      3.7     83.2     87.4     98.6     98.2      1.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        2        5       28       30       36       35
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,535
COMMITMENTS
     150        0        0   42,145   42,505   42,295   42,505      240       30

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,325)
       0        0        0    3,325    3,325    3,325    3,325        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     99.1     99.9     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       16       22       16
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        5,800
COMMITMENTS
     200    1,600        0    5,550    3,600    5,750    5,200       50      600

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     27.6      0.0     95.7     62.1     99.1     89.7      0.9     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       12       11       14       12
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       58,170
COMMITMENTS
     200      450       50   57,740   57,670   57,990   58,170      180        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      4,190)
       0        0        0    4,130    4,190    4,130    4,190       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.8      0.1     99.3     99.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        1       31       18       35       19
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,670
COMMITMENTS
       0      700        0    9,670    8,970    9,670    9,670        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      290      290      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.2      0.0    100.0     92.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       18       19       18       21
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      276,768
COMMITMENTS
  10,440    4,224    3,584  262,744  268,960  276,768  276,768        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:     11,744)
   1,168      768    1,200    9,376    9,776   11,744   11,744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.5      1.3     94.9     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        4        2       23       20       25       25
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,243
COMMITMENTS
   1,855    1,086      341    8,828    9,730   11,024   11,157      219       86

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:         82)
     -23       21       21      167       82      165      124      -83      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      9.7      3.0     78.5     86.5     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        2       17       18       22       21
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,600
COMMITMENTS
   3,100      250      350   15,150   18,000   18,600   18,600        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:         50)
     150        0      -50      -50      100       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.3      1.9     81.5     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       15       12       17       15
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,220
COMMITMENTS
     840    1,100       20   16,360   16,040   17,220   17,160        0       60

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        460)
    -470      100       20      910      340      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      6.4      0.1     95.0     93.1    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        1       18       20       21       23
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,262
COMMITMENTS
       0      535      375   11,647   11,092   12,022   12,002      240      260

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        875)
       0        0        0      875      635      875      635        0      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      3.1     95.0     90.5     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       25       16       26       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       19,904
COMMITMENTS
   1,529      131      666   17,070   18,041   19,265   18,838      639    1,066

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -342)
    -189      -21       46     -220     -282     -363     -257       21      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.7      3.3     85.8     90.6     96.8     94.6      3.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       26       23       28       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,542
COMMITMENTS
       0    6,346    1,469   31,908   25,617   33,377   33,432      165      110

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        767)
       0      860     -135      902       42      767      767        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.9      4.4     95.1     76.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        3       32       30       35       34
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,090
COMMITMENTS
     875    3,770    4,050   37,035   34,255   41,960   42,075      130       15

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,236)
      75      760      -35    1,196      511    1,236    1,236        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      9.0      9.6     88.0     81.4     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       36       36       44       39
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,035
COMMITMENTS
     600        0        0   37,195   38,035   37,795   38,035      240        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      3,875)
       0        0        0    3,875    3,875    3,875    3,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     97.8    100.0     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       11       24       11
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,554
COMMITMENTS
     450        0        0   46,044   46,554   46,494   46,554       60        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,440)
       0        0        0    7,440    7,440    7,440    7,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     98.9    100.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       28       15       29       15
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      447,479
COMMITMENTS
  61,103    4,047   27,312  359,064  416,120  447,479  447,479        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      6,976)
     783      760    1,200    4,993    5,016    6,976    6,976        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.9      6.1     80.2     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        1        3       29       29       33       32
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,109
COMMITMENTS
   5,781    1,154    1,342   23,818   29,526   30,941   32,022    1,168       87

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        387)
     -54      -63      135      349      315      430      387      -43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      3.6      4.2     74.2     92.0     96.4     99.7      3.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        3        4       29       32       35       39
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,801
COMMITMENTS
     331      120    2,126   12,344   12,555   14,801   14,801        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -135)
    -878     -135      154      589     -154     -135     -135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.8     14.4     83.4     84.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       18       10       21       12
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      253,583
COMMITMENTS
  71,101        0    7,712  174,770  245,871  253,583  253,583        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      7,711)
    -977        0        0    8,688    7,711    7,711    7,711        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.0      0.0      3.0     68.9     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13        5       17        6
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      486,808
COMMITMENTS
   2,369   12,663   12,832  471,607  461,313  486,808  486,808        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:    -23,056)
       0        0        0  -23,056  -23,056  -23,056  -23,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      2.6      2.6     96.9     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        1       23       18       25       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       44,705
COMMITMENTS
   8,931      132    1,060   34,033   43,045   44,024   44,237      681      468

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        848)
     171        0       42      593      785      806      827       42       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      0.3      2.4     76.1     96.3     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        1       20       18       23       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        5,887
COMMITMENTS
     123    1,088        0    5,319    4,627    5,442    5,715      445      172

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        -66)
       0        0        0      -87      -45      -87      -45       21      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     18.5      0.0     90.4     78.6     92.4     97.1      7.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       13       11       14       13
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       75,754
COMMITMENTS
       0    3,904        0   75,754   71,850   75,754   75,754        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0    100.0     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       12       12       12       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,439
COMMITMENTS
   2,302       62      306   11,553   14,303   14,161   14,671    1,278      768

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -107)
      69     -317      -23     -367      150     -321     -190      214       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.4      2.0     74.8     92.6     91.7     95.0      8.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       18       18       23       20
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      211,532
COMMITMENTS
  40,850      742    1,602  169,080  204,484  211,532  206,828        0    4,704

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      5,112)
   4,328      417     -417    1,201      408    5,112      408        0    4,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3      0.4      0.8     79.9     96.7    100.0     97.8      0.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        1       17       21       20       22
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,999
COMMITMENTS
   1,484       28      575    9,743   11,246   11,802   11,849      197      150

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        413)
     -21     -195       88      323      541      390      434       23      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      0.2      4.8     81.2     93.7     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       18       23       23       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      131,089
COMMITMENTS
  11,506        0    2,352  117,231  128,737  131,089  131,089        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      0.0      1.8     89.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        1       21       17       24       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       20,573
COMMITMENTS
      52    2,170    1,812   18,709   16,591   20,573   20,573        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:         53)
       0      -75        0       53      128       53       53        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     10.5      8.8     90.9     80.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       18       14       20       15
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      148,596
COMMITMENTS
       0      656    3,856  144,740  144,084  148,596  148,596        0        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      2.6     97.4     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       15       12       16       13
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,170
COMMITMENTS
       0      875       75   22,740   22,220   22,815   23,170      355        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.3     98.1     95.9     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       19       12       20       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,265
COMMITMENTS
       0      900        0   18,770   18,365   18,770   19,265      495        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      0.0     97.4     95.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15        8       15        9
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,220
COMMITMENTS
       0        0        0   10,135   10,160   10,135   10,160       85       60

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      550      380      550      380     -170        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.2     99.4     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       13       20       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,495
COMMITMENTS
       0      300        0   22,240   22,195   22,240   22,495      255        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        560)
       0        0        0      560      560      560      560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     98.9     98.7     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       16       10       16       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,795
COMMITMENTS
       0        0        0   20,200   20,795   20,200   20,795      595        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        110)
       0        0        0        0      110        0      110      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.1    100.0     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18        8       18        8
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,850
COMMITMENTS
       0        0        0   23,185   23,850   23,185   23,850      665        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        170)
       0        0        0       60      170       60      170      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.2    100.0     97.2    100.0      2.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       12       21       12
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      123,595
COMMITMENTS
   2,010      225        0  121,405  123,370  123,415  123,595      180        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,560)
     100        0        0    1,460    1,560    1,560    1,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.2      0.0     98.2     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        0       35       30       38       32
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      156,546
COMMITMENTS
   2,945       50        0  153,541  156,496  156,486  156,546       60        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -455)
     150        0        0     -605     -455     -455     -455        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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:       53)
       5        1        0       41       33       46       34
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      151,406
COMMITMENTS
  19,383    1,681    9,535  122,303  139,845  151,221  151,061      185      345

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        891)
    -200     -274      604      752      786    1,156    1,116     -265     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      1.1      6.3     80.8     92.4     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       6        7        9       44       38       54       50
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,581
COMMITMENTS
   2,295    1,870    1,930   92,226   92,601   96,451   96,401      130      180

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,481)
     -55        0        0    1,536    1,481    1,481    1,481        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.9      2.0     95.5     95.9     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        3       33       32       39       36
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,630
COMMITMENTS
       0      650        0   22,990   22,980   22,990   23,630      640        0

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        110)
       0        0        0      110      110      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.8      0.0     97.3     97.2     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       22       13       22       15
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,145
COMMITMENTS
       0      300        0   20,820   20,840   20,820   21,140      325        5

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     98.5     98.6     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       11       22       12
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,188
COMMITMENTS
   2,473      300      415   10,939   13,413   13,827   14,128      361       60

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:       -105)
     735        0        0     -840     -105     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4      2.1      2.9     77.1     94.5     97.5     99.6      2.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        1       24       22       28       24
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,453
COMMITMENTS
   2,615        0      225    8,669   12,156   11,509   12,381      944       72

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        375)
     600        0        0     -235      375      365      375       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.0      1.8     69.6     97.6     92.4     99.4      7.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       14       16       16       18
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,572
COMMITMENTS
       0    1,320      600   13,476   12,562   14,076   14,482      496       90

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,575)
       0      250        0    1,455    1,265    1,455    1,515      120       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      9.1      4.1     92.5     86.2     96.6     99.4      3.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        4        1       22       18       23       22
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,510
COMMITMENTS
     465        0       75    9,546   10,170   10,086   10,245      424      265

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:      1,131)
     300        0        0      701    1,071    1,001    1,071      130       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.7     90.8     96.8     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       18       21       19       22
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 07/22/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        4,740
COMMITMENTS
     285        0      100    4,195    3,635    4,580    3,735      160    1,005

CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST:        225)
     -25        0       25      165       80      165      105       60      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.0      2.1     88.5     76.7     96.6     78.8      3.4     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       15       16       16       17
```

----

Updated July 25, 2014