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CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       20,945
COMMITMENTS
   8,710    4,019    1,650   10,585   15,276   20,945   20,945        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,360)
       0        0    1,000      360      360    1,360    1,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     19.2      7.9     50.5     72.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        3        2        8        7       17       12
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:        7,403
COMMITMENTS
   3,175    1,463        0    4,228    5,940    7,403    7,403        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        125)
       0       50        0      125       75      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     19.8      0.0     57.1     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        0        7        7        9       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,780,717
COMMITMENTS
 898,015  184,804  1035255  2817194  3545960  4750464  4766019   30,253   14,698

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:    -64,256)
 -31,220  -18,595  -31,556     -933  -14,022  -63,709  -64,173     -547      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      3.9     21.7     58.9     74.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      36       29       59      136      118      201      179
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      687,484
COMMITMENTS
 107,730  138,358  169,677  409,597  378,510  687,004  686,545      480      939

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     46,020)
  37,930   28,523      318    7,730   16,855   45,978   45,696       42      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     20.1     24.7     59.6     55.1     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      13       25       23       40       43       67       77
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,176
COMMITMENTS
  26,243   12,116    9,988  194,959  218,473  231,190  240,577   15,986    6,599

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,115)
    -915    1,262      -68    1,913     -144      930    1,050      185       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      4.9      4.0     78.9     88.4     93.5     97.3      6.5      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        3       30       33       35       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      130,394
COMMITMENTS
   5,249    2,139    1,044  115,242  122,896  121,535  126,079    8,859    4,315

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,035)
     923        0     -310      760      935    1,373      625     -338      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.6      0.8     88.4     94.2     93.2     96.7      6.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        2        1       28       26       30       29
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,838
COMMITMENTS
  24,923    2,696    1,715  166,304  188,476  192,942  192,887    9,896    9,951

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,784)
   2,180   -1,005      -41   -1,263    2,418      876    1,372      908      412

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      1.3      0.8     82.0     92.9     95.1     95.1      4.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        1        2       26       27       33       29
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      799,650
COMMITMENTS
  77,859    4,792    8,642  709,493  777,594  795,994  791,028    3,656    8,622

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     14,478)
   1,449      695     -727   13,877   14,230   14,599   14,198     -121      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      0.6      1.1     88.7     97.2     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        3       51       40       57       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,139
COMMITMENTS
  27,683   15,142      258  201,734  216,446  229,675  231,846    8,464    6,293

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      4,678)
    -351        0       45    2,987    4,182    2,681    4,227    1,997      451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      6.4      0.1     84.7     90.9     96.4     97.4      3.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        2       26       24       31       27
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,439
COMMITMENTS
   2,248        0    3,531  213,852  212,232  219,631  215,763    2,808    6,676

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      7,108)
     119        0       60    8,576    8,167    8,755    8,227   -1,647   -1,119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      1.6     96.1     95.4     98.7     97.0      1.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        0        3       38       40       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      107,326
COMMITMENTS
   1,867    2,166    3,897   95,538   87,118  101,302   93,181    6,024   14,145

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,482)
  -2,012      270    2,137    3,189      232    3,314    2,639      168      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.0      3.6     89.0     81.2     94.4     86.8      5.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        1       20       20       22       23
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,708
COMMITMENTS
   2,677    7,962    7,169   91,766   91,405  101,612  106,536   12,096    7,172

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        733)
  -1,100     -474      359      650      570      -91      455      824      278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      7.0      6.3     80.7     80.4     89.4     93.7     10.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       18       21       22       24
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,875
COMMITMENTS
     863    2,448    1,510   65,884   64,720   68,257   68,678   10,618   10,197

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        958)
  -1,123        0      539      970      633      386    1,172      572     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.1      1.9     83.5     82.1     86.5     87.1     13.5     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       16       16       18       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      197,322
COMMITMENTS
   1,038        0        0  186,889  193,530  187,927  193,530    9,395    3,792

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     20,095)
       0        0        0   20,258   21,168   20,258   21,168     -163   -1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     94.7     98.1     95.2     98.1      4.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        0       27       25       28       25
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,188
COMMITMENTS
       0        0        0   72,501   77,083   72,501   77,083    9,687    5,105

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      662    1,577      662    1,577     -612   -1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     88.2     93.8     88.2     93.8     11.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       19       21       19
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      297,627
COMMITMENTS
   4,107    2,448        0  285,588  288,066  289,695  290,514    7,932    7,113

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -3,804)
    -882        0        0   -2,901   -3,696   -3,783   -3,696      -21     -108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.8      0.0     96.0     96.8     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        1        0       44       36       45       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,866
COMMITMENTS
   2,247   14,128    2,146   68,846   50,843   73,239   67,117    3,627    9,749

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -458)
     168     -474      150     -507     -461     -189     -785     -269      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.4      2.8     89.6     66.1     95.3     87.3      4.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        4        4       21       19       25       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,246
COMMITMENTS
     683        0    3,434   68,914   68,747   73,031   72,181    5,215    6,065

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,543)
     519        0      494      792    1,435    1,805    1,929     -262     -386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.0      4.4     88.1     87.9     93.3     92.2      6.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       16       15       18       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      119,827
COMMITMENTS
   9,090    3,534      738  109,200  109,909  119,028  114,181      799    5,646

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      7,827)
   6,090      180     -180    2,295    7,528    8,205    7,528     -378      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.9      0.6     91.1     91.7     99.3     95.3      0.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        2        1       18       23       23       25
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,753
COMMITMENTS
  24,311    4,898      738   46,628   61,828   71,677   67,464    1,076    5,289

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     10,780)
   6,090      180     -180    4,843   10,188   10,753   10,188       27      592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.4      6.7      1.0     64.1     85.0     98.5     92.7      1.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       8        5        1       24       26       33       31
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       45,957
COMMITMENTS
       0        0        0   44,363   43,916   44,363   43,916    1,594    2,041

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      7,240)
       0        0        0    8,186    6,709    8,186    6,709     -946      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.5     95.6     96.5     95.6      3.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       15       21       15       21
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      132,881
COMMITMENTS
     396    1,443        0  119,173  121,038  119,569  122,481   13,312   10,400

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      5,685)
       0     -240        0    6,873    4,962    6,873    4,722   -1,188      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.1      0.0     89.7     91.1     90.0     92.2     10.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       30       22       31       23
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,381
COMMITMENTS
     408      153    2,682   54,533   57,168   57,623   60,003    7,758    5,378

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        381)
    -210        0       53      736     -372      579     -319     -198      700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.2      4.1     83.4     87.4     88.1     91.8     11.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       14       17       16       19
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,308
COMMITMENTS
       0    2,084    2,663   99,005   93,754  101,668   98,501    5,640    8,807

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      4,045)
       0      594      767    3,429    1,252    4,196    2,613     -151    1,432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      2.5     92.3     87.4     94.7     91.8      5.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        1       22       21       23       23
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       88,373
COMMITMENTS
   1,032    8,995    1,525   80,600   72,999   83,157   83,519    5,216    4,854

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -552)
     184        0      -64     -672     -488     -552     -552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     10.2      1.7     91.2     82.6     94.1     94.5      5.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        2       16       12       18       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,949
COMMITMENTS
   5,395      840        0   19,064   21,844   24,459   22,684      490    2,265

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6      3.4      0.0     76.4     87.6     98.0     90.9      2.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        0        8       13       12       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      127,172
COMMITMENTS
   1,455   13,318    1,020  118,632  110,149  121,107  124,487    6,065    2,685

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,125)
      81    1,990      240    3,570    1,836    3,891    4,066     -766     -941

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     10.5      0.8     93.3     86.6     95.2     97.9      4.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       14       16       17       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      272,660
COMMITMENTS
     240   44,630    6,418  252,742  208,878  259,400  259,926   13,260   12,734

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,048)
    -677   -1,214    2,257    1,478    1,784    3,058    2,827      -10      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     16.4      2.4     92.7     76.6     95.1     95.3      4.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        3       33       25       37       28
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,250
COMMITMENTS
   7,235    3,868        0   28,864   32,802   36,099   36,670    1,151      580

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      3,285)
     960        0        0    2,026    3,043    2,986    3,043      299      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.4     10.4      0.0     77.5     88.1     96.9     98.4      3.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       12       14       14       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,916
COMMITMENTS
   3,278        0      360   34,892   39,457   38,530   39,817    2,386    1,099

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,980)
    -240        0      240    1,926    1,410    1,926    1,650       54      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      0.9     85.3     96.4     94.2     97.3      5.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       14       14       16       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      272,178
COMMITMENTS
   3,099   45,888    4,694  252,563  215,449  260,356  266,031   11,822    6,147

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -1,962)
      60       38      -40   -2,099   -3,034   -2,079   -3,036      117    1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     16.9      1.7     92.8     79.2     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        6        5       43       35       50       42
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       71,504
COMMITMENTS
   9,282        0        0   58,013   67,507   67,295   67,507    4,209    3,997

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -29)
     180        0        0      124       95      304       95     -333     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      0.0      0.0     81.1     94.4     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       17       18       18       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       86,412
COMMITMENTS
       0    1,224        0   81,991   83,567   81,991   84,791    4,421    1,621

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -105)
       0        0        0     -105     -105     -105     -105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     94.9     96.7     94.9     98.1      5.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       73,202
COMMITMENTS
       0    5,520      578   63,601   64,841   64,179   70,939    9,023    2,263

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        887)
     -13      591     -439    1,522      735    1,070      887     -183        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.8     86.9     88.6     87.7     96.9     12.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       21       16       23       18
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      150,306
COMMITMENTS
  16,186    7,697   16,060  117,170  126,057  149,416  149,814      890      492

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -2,029)
  -1,342     -623      -56     -757   -1,543   -2,155   -2,222      126      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      5.1     10.7     78.0     83.9     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      11       10       13       49       57       65       75
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       52,111
COMMITMENTS
   7,340      154    1,430   43,341   50,527   52,111   52,111        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:          9)
     350      -67       42     -383       34        9        9        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      0.3      2.7     83.2     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       6        1        3       23       22       29       26
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      442,533
COMMITMENTS
  34,437    1,976   26,599  381,497  413,958  442,533  442,533        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     14,295)
  -1,680      336    2,296   13,679   11,663   14,295   14,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.4      6.0     86.2     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        1        3       22       23       28       26
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,602,258
COMMITMENTS
  49,500   23,572   67,871  1484887  1492159  1602258  1583602        0   18,656

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     28,052)
  -5,472    2,329        0   33,524   25,723   28,052   28,052        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.5      4.2     92.7     93.1    100.0     98.8      0.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        4        5       43       45       50       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       48,792
COMMITMENTS
   1,030    6,584    4,319   43,443   37,889   48,792   48,792        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,383)
     150      405       33    1,200      945    1,383    1,383        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1     13.5      8.9     89.0     77.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        6        4       25       21       30       29
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      324,378
COMMITMENTS
     976   45,653   17,446  305,956  261,279  324,378  324,378        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,526)
       0    2,829        0    2,526     -303    2,526    2,526        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     14.1      5.4     94.3     80.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       16       15       19       19
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      640,681
COMMITMENTS
  37,188        0   11,673  591,820  629,008  640,681  640,681        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        842)
     376        0        0      466      842      842      842        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      1.8     92.4     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        1       27       28       31       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,340
COMMITMENTS
   8,034       65    2,453   39,091   47,335   49,578   49,853      762      487

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -420)
    -432        0      169     -178      154     -441      323       21     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      0.1      4.9     77.7     94.0     98.5     99.0      1.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        5       29       30       36       35
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,905
COMMITMENTS
     200        0        0   36,510   36,865   36,710   36,865      195       40

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       10      -15       10      -15       15       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.0      0.0     98.9     99.9     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       16       20       16
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        4,850
COMMITMENTS
     600      150        0    3,350    4,450    3,950    4,600      900      250

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,400)
     500       50     -300      300    1,450      500    1,200      900      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4      3.1      0.0     69.1     91.8     81.4     94.8     18.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        0       14       13       16       14
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,535
COMMITMENTS
     200      300      200   55,135   54,995   55,535   55,495        0       40

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      350      310      350      310        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.5      0.4     99.3     99.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        1       27       14       29       15
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,335
COMMITMENTS
      50      750        0   11,285   10,585   11,335   11,335        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        125)
       0      150        0      425      275      425      425     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      6.6      0.0     99.6     93.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       19       18       20       19
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      257,432
COMMITMENTS
  14,136    1,152    2,352  240,944  253,928  257,432  257,432        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      4,736)
   1,536        0     -384    3,584    5,120    4,736    4,736        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      0.4      0.9     93.6     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       20       18       22       21
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,386
COMMITMENTS
   2,653    1,040      213    8,158    9,750   11,024   11,003      362      383

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        106)
     -64       84       43       85      -42       64       85       42       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3      9.1      1.9     71.6     85.6     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       15       15       20       19
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,150
COMMITMENTS
   3,000      650      450   12,700   15,050   16,150   16,150        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        900)
       0      -50      150      750      800      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      4.0      2.8     78.6     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        2       12       13       14       16
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,500
COMMITMENTS
   1,050    1,400        0   16,450   16,090   17,500   17,490        0       10

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        135)
       0      100        0      145      325      145      425      -10     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      8.0      0.0     94.0     91.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        1        0       23       20       26       21
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,296
COMMITMENTS
     375        0       50    9,161   10,016    9,586   10,066      710      230

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         10)
       0        0        0      130       40      130       40     -120      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.0      0.5     89.0     97.3     93.1     97.8      6.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       22       17       23       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       21,170
COMMITMENTS
   1,374       42      639   18,795   19,170   20,808   19,851      362    1,319

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -128)
     -43      -42        0      -85      -86     -128     -128        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.2      3.0     88.8     90.6     98.3     93.8      1.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       26       22       29       25
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,107
COMMITMENTS
      75    5,096    1,889   34,018   28,997   35,982   35,982      125      125

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -123)
      75      -62       27     -195      -88      -93     -123      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     14.1      5.2     94.2     80.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        4        3       31       24       34       29
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,613
COMMITMENTS
     920    3,464    3,950   38,600   36,194   43,470   43,608      143        5

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        121)
    -140      130       20      362      -29      242      121     -121        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      7.9      9.1     88.5     83.0     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        5       36       31       44       36
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       36,870
COMMITMENTS
     650       50        0   36,220   36,510   36,870   36,560        0      310

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        300)
      50        0        0      250      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.1      0.0     98.2     99.0    100.0     99.2      0.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       22       10       23       11
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,385
COMMITMENTS
     500       35       15   41,870   42,335   42,385   42,385        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,185)
       0      -15       15    2,170    2,185    2,185    2,185        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.1      0.0     98.8     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       27       14       29       15
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      490,424
COMMITMENTS
  46,479    6,096   42,016  401,929  442,312  490,424  490,424        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:       -160)
  -2,304   -1,936    2,688     -544     -912     -160     -160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      1.2      8.6     82.0     90.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        3       29       28       33       32
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       34,838
COMMITMENTS
   4,523    1,804    2,356   27,068   30,424   33,947   34,584      891      254

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        616)
    -552       21      553      615       85      616      659        0      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      5.2      6.8     77.7     87.3     97.4     99.3      2.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        4        4       30       30       35       38
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       19,054
COMMITMENTS
   3,792      166    1,332   13,930   17,556   19,054   19,054        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        531)
     -48     -104      104      475      531      531      531        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9      0.9      7.0     73.1     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       18       10       21       12
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      190,304
COMMITMENTS
  79,020        0        0  111,284  190,304  190,304  190,304        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,312)
     976        0        0      336    1,312    1,312    1,312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5      0.0      0.0     58.5    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        0       15       10       18       10
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      547,892
COMMITMENTS
   3,161   11,256   16,697  528,034  519,939  547,892  547,892        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -1,184)
       0        0        0   -1,184   -1,184   -1,184   -1,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      2.1      3.0     96.4     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       19       24       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       33,823
COMMITMENTS
   5,284        0      871   27,136   32,400   33,291   33,271      532      552

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,403)
     405        0      487      895      916    1,787    1,403     -384        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      0.0      2.6     80.2     95.8     98.4     98.4      1.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       22       20       26       22
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,926
COMMITMENTS
   2,021    1,537        0   15,414   15,858   17,435   17,395      491      531

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         21)
     -63     -344        0      105      365       42       21      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      8.6      0.0     86.0     88.5     97.3     97.0      2.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        0       21       19       25       20
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      239,224
COMMITMENTS
  38,894    3,168      792  199,538  235,264  239,224  239,224        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,016)
     744   -1,976       24    1,248    3,968    2,016    2,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      1.3      0.3     83.4     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       16       20       19       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,992
COMMITMENTS
   2,011        0      595   10,213   12,142   12,819   12,737      173      255

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         -2)
      80        0     -105       23      103       -2       -2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      0.0      4.6     78.6     93.5     98.7     98.0      1.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        2       19       22       24       24
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      146,905
COMMITMENTS
  12,294        0    1,536  133,075  145,369  146,905  146,905        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,144)
   1,528        0      768   -1,152      376    1,144    1,144        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      1.0     90.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        1       17       17       20       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,098
COMMITMENTS
       0    2,157    2,280   18,818   16,661   21,098   21,098        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        228)
       0     -102        0      228      330      228      228        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.2     10.8     89.2     79.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       16       20       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      143,618
COMMITMENTS
       0        0    3,856  139,762  139,762  143,618  143,618        0        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:     -3,160)
  -7,712        0    3,856      696   -7,016   -3,160   -3,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      2.7     97.3     97.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        1       13       12       14       13
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,450
COMMITMENTS
     200      100        0   10,650   11,340   10,850   11,440      600       10

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,100)
       0        0        0    2,100    2,100    2,100    2,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.9      0.0     93.0     99.0     94.8     99.9      5.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       14       15       15
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,570
COMMITMENTS
     100        0        0   11,890   12,570   11,990   12,570      580        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,130)
       0        0        0    2,130    2,130    2,130    2,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.0     94.6    100.0     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       16       15       17       15
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,215
COMMITMENTS
       0    1,000        0   24,995   24,215   24,995   25,215      220        0

CHANGES FROM 05/20/14 (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      4.0      0.0     99.1     96.0     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        0       19       14       19       16
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,500
COMMITMENTS
       0      900        0   21,150   20,600   21,150   21,500      350        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        165)
       0        0        0      165      165      165      165        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      0.0     98.4     95.8     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       10       16       11
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,230
COMMITMENTS
       0        0        0    9,915   10,150    9,915   10,150      315       80

CHANGES FROM 05/20/14 (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      0.0      0.0     96.9     99.2     96.9     99.2      3.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       16       21       16
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,715
COMMITMENTS
       0      300        0   24,415   24,415   24,415   24,715      300        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:          0)
       0      100        0      -20     -100      -20        0       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     98.8     98.8     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       21       11       21       12
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,480
COMMITMENTS
       0        0        0   20,770   21,465   20,770   21,465      710       15

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.7     99.9     96.7     99.9      3.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       18       13       18       13
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,590
COMMITMENTS
       0        0        0   22,000   22,585   22,000   22,585      590        5

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4    100.0     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19        9       19        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,710
COMMITMENTS
       0        0        0   22,970   23,705   22,970   23,705      740        5

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.9    100.0     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       20       11       20       11
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      130,465
COMMITMENTS
   2,080      200        0  128,190  130,265  130,270  130,465      195        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,015)
       0        0        0      970    1,115      970    1,115       45     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.2      0.0     98.3     99.8     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        1        0       39       34       42       35
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      169,384
COMMITMENTS
   3,125        0      100  165,849  169,284  169,074  169,384      310        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,531)
     260        0        0    2,271    2,531    2,531    2,531        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.1     97.9     99.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        0        1       41       34       45       35
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      153,222
COMMITMENTS
  21,704    4,802   10,129  121,217  137,966  153,050  152,897      172      325

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      1,781)
    -372      295      235    1,912    1,251    1,775    1,781        6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      3.1      6.6     79.1     90.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        6       10       43       39       56       50
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      100,100
COMMITMENTS
   3,045    2,220    2,040   94,920   95,780  100,005  100,040       95       60

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:      2,645)
     285       50        0    2,360    2,535    2,645    2,585        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      2.2      2.0     94.8     95.7     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        4       35       32       41       38
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,405
COMMITMENTS
       0      825        0   26,875   26,580   26,875   27,405      530        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.0     98.1     97.0     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        0       25       17       25       19
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,125
COMMITMENTS
       0      350        0   23,905   23,480   23,905   23,830      220      295

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      0.0     99.1     97.3     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       28       12       28       13
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,209
COMMITMENTS
     978      400      295    8,474    9,499    9,747   10,194      462       15

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        -84)
    -125        0      125     -138     -169     -138      -44       54      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      3.9      2.9     83.0     93.0     95.5     99.9      4.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        2       21       22       24       25
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,561
COMMITMENTS
      50    1,790       75   12,229   10,651   12,354   12,516      207       45

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        680)
      25       25        0      682      655      707      680      -27        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     14.3      0.6     97.4     84.8     98.4     99.6      1.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        4        2       23       20       26       24
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 05/27/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,735
COMMITMENTS
     300        0        0    9,325    9,735    9,625    9,735      110        0

CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST:        615)
     300        0        0      330      615      630      615      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     95.8    100.0     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       19       16       20       16
```

----

Updated May 30, 2014