```
 
 
CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:       13,571
COMMITMENTS
   4,045    3,690      963    8,529    8,897   13,537   13,551       34       20

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        604)
     101      207       83      414      314      598      604        6       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.8     27.2      7.1     62.8     65.6     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11       13       11       13       10       31       27
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,609,172
COMMITMENTS
 804,545  162,540  1788167  2992392  3649128  5585104  5599835   24,068    9,337

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:    -25,485)
 -50,050   -7,221   -6,354   29,081  -11,567  -27,323  -25,142    1,838     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      2.9     31.9     53.3     65.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      51       28       65      144      133      219      204
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    3,127,497
COMMITMENTS
 131,471   45,646  1377606  1617444  1703154  3126521  3126405      976    1,092

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -4,712)
    -317   -5,661    3,670   -7,867   -2,256   -4,514   -4,247     -198     -465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.2      1.5     44.0     51.7     54.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      27       18       40       61       60      103      103
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,365
COMMITMENTS
  11,978    2,868   12,599  191,033  209,211  215,610  224,678   16,755    7,687

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      6,570)
    -136    1,669    2,262    3,299    4,233    5,425    8,164    1,145   -1,594

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.2      5.4     82.2     90.0     92.8     96.7      7.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        6       28       30       35       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,286
COMMITMENTS
   4,222    3,726    4,934  157,811  156,693  166,967  165,353    3,319    4,933

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,482)
     332    1,183      331    3,674     -944    4,337      570     -855    2,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      2.2      2.9     92.7     92.0     98.1     97.1      1.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        6       33       34       40       41
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,930
COMMITMENTS
  12,465   13,671    7,838  201,380  203,076  221,683  224,585   11,247    8,345

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      8,516)
    -388    1,493    2,362    5,230      686    7,204    4,541    1,312    3,975

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      5.9      3.4     86.5     87.2     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        5       26       27       33       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,830
COMMITMENTS
  10,373      237    4,592  778,637  789,289  793,602  794,118    5,228    4,712

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,793)
   2,450   -1,328     -561    5,286    6,589    7,175    4,700   -2,382       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.6     97.5     98.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        2        6       49       41       59       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,782
COMMITMENTS
   1,967    7,036    1,307  227,055  228,732  230,329  237,075   10,453    3,707

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,051)
     -55    7,036     -294    1,957      166    1,608    6,908    2,443   -2,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.9      0.5     94.3     95.0     95.7     98.5      4.3      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        1       29       31       32       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,498
COMMITMENTS
   4,248    1,295    3,757  242,230  247,678  250,235  252,730    8,263    5,768

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -1,771)
  -5,871       26      131    3,324   -3,209   -2,416   -3,052      645    1,281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.5      1.5     93.7     95.8     96.8     97.8      3.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        1        4       34       40       38       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       70,140
COMMITMENTS
   9,197        0    1,563   52,136   61,642   62,896   63,205    7,244    6,935

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        474)
    -391        0      227       -5      580     -169      807      643     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      0.0      2.2     74.3     87.9     89.7     90.1     10.3      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        2       20       19       23       21
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      168,530
COMMITMENTS
  19,026   20,654    7,447  133,299  135,683  159,772  163,784    8,758    4,746

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,874)
     951      994     -851    5,344    5,890    5,444    6,033     -570   -1,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3     12.3      4.4     79.1     80.5     94.8     97.2      5.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        6       23       29       29       36
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,373
COMMITMENTS
   1,832    7,060    4,091   64,642   56,203   70,565   67,354    7,808   11,019

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      1,879)
   1,832      123   -1,507      750    2,848    1,075    1,464      804      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      9.0      5.2     82.5     71.7     90.0     85.9     10.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       17       15       19       17
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      156,678
COMMITMENTS
   1,717        0    2,458  148,564  150,521  152,739  152,979    3,939    3,699

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,081)
     319        0       72    3,975    3,039    4,366    3,111   -1,285      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      1.6     94.8     96.1     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        0        1       25       28       26       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,092
COMMITMENTS
       0        0        0   66,417   80,906   66,417   80,906   16,675    2,186

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        720)
       0        0        0      629      570      629      570       91      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     79.9     97.4     79.9     97.4     20.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       17       22       17       22
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       18,208
COMMITMENTS
   1,304        0        0   16,506   17,532   17,810   17,532      398      676

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      0.0     90.7     96.3     97.8     96.3      2.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       15       14       15
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      324,372
COMMITMENTS
   1,544    3,851    4,465  314,616  311,940  320,625  320,256    3,747    4,116

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -1,914)
  -1,569   -2,953    1,141   -2,280     -440   -2,708   -2,252      794      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      1.2      1.4     97.0     96.2     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        2        3       45       37       49       41
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,493
COMMITMENTS
   5,200   10,838    3,132   70,771   61,259   79,103   75,229    6,390   10,264

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,348)
     425      642     -113    1,656    1,347    1,968    1,876      380      472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     12.7      3.7     82.8     71.7     92.5     88.0      7.5     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       20       22       23       27
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      165,719
COMMITMENTS
  56,766    5,040        0  108,562  158,117  165,328  163,157      391    2,562

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     23,767)
  11,240    2,670        0   12,859   21,701   24,099   24,371     -332     -604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.3      3.0      0.0     65.5     95.4     99.8     98.5      0.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        1        0       18       22       24       23
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      162,658
COMMITMENTS
  79,644   12,883      186   81,995  148,535  161,825  161,604      833    1,054

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     23,178)
  11,054    2,670      186   12,123   20,508   23,363   23,364     -185     -186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    49.0      7.9      0.1     50.4     91.3     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10        5        1       32       25       42       31
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,898
COMMITMENTS
       0      372        0   34,407   33,457   34,407   33,829      491    1,069

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,980)
       0        0        0    4,860    4,770    4,860    4,770      120      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     98.6     95.9     98.6     96.9      1.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       13       22       13       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,165
COMMITMENTS
       0    3,272      419  115,768  115,988  116,187  119,679   14,978   11,486

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -1,371)
    -291      704      -22    1,121   -2,503      808   -1,821   -2,179      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.3     88.3     88.4     88.6     91.2     11.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        1       24       23       25       25
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,845
COMMITMENTS
   5,880        0      186    9,152   17,288   15,218   17,474    2,627      371

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      6,296)
   4,152        0        0    1,724    6,264    5,876    6,264      420       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.0      0.0      1.0     51.3     96.9     85.3     97.9     14.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        1       13       13       17       14
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,033
COMMITMENTS
     827    3,544    1,646  109,120  101,737  111,593  106,927    4,440    9,106

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,652)
    -161    1,192     -433    5,126      628    4,532    1,387      120    3,265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.1      1.4     94.0     87.7     96.2     92.2      3.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       26       24       28       28
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       99,714
COMMITMENTS
   4,722        0    1,348   91,460   91,139   97,530   92,487    2,184    7,227

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:       -510)
     640        0     -453   -1,511     -392   -1,324     -845      814      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.0      1.4     91.7     91.4     97.8     92.8      2.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       18       15       20       17
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,760
COMMITMENTS
       0    2,114        0   56,452   57,836   56,452   59,950    6,308    2,810

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.4      0.0     89.9     92.2     89.9     95.5     10.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       12       16       13
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,796
COMMITMENTS
   1,483      279        0   18,158   19,238   19,641   19,517      155      279

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,946)
       0        0        0    2,946    2,946    2,946    2,946        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      1.4      0.0     91.7     97.2     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       10       14       12       15
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,260
COMMITMENTS
       0    2,254    1,530  101,381  100,441  102,911  104,225    4,349    3,035

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      1,327)
       0   -1,701      886      562    2,381    1,448    1,566     -121     -239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.1      1.4     94.5     93.6     95.9     97.2      4.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        4        3       18       17       21       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      300,947
COMMITMENTS
   2,546    8,078    9,554  277,124  274,628  289,224  292,260   11,723    8,687

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -1,309)
  -3,227      485    1,340      638   -4,295   -1,249   -2,470      -60    1,161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.7      3.2     92.1     91.3     96.1     97.1      3.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        4       29       27       33       32
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       34,680
COMMITMENTS
   1,313      899       31   32,227   33,380   33,571   34,310    1,109      370

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,532)
       0      899       31    4,412    3,542    4,443    4,472       89       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.6      0.1     92.9     96.3     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       15       14       18       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,658
COMMITMENTS
     372      792        0   42,122   42,246   42,494   43,038    1,164      620

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,100)
       0      420        0    1,920    1,680    1,920    2,100      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      1.8      0.0     96.5     96.8     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       18       17       19       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      231,599
COMMITMENTS
   7,105   30,452    6,226  209,123  190,374  222,454  227,052    9,145    4,547

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,985)
   2,190      830     -704    3,300    2,685    4,786    2,811   -1,801      174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1     13.1      2.7     90.3     82.2     96.1     98.0      3.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        4       35       31       40       37
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       68,833
COMMITMENTS
  10,191        0    2,228   53,131   62,920   65,550   65,148    3,283    3,685

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      2,574)
  -1,469        0     -243    4,865    1,934    3,153    1,691     -579      883

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.8      0.0      3.2     77.2     91.4     95.2     94.6      4.8      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        1       18       13       21       14
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       79,345
COMMITMENTS
       0        0        0   74,023   74,604   74,023   74,604    5,322    4,741

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        578)
       0        0        0      210      578      210      578      368        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.3     94.0     93.3     94.0      6.7      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       19       15       19       15
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       92,414
COMMITMENTS
   2,132   16,648      831   81,230   71,818   84,193   89,297    8,221    3,117

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,835)
   2,132   -1,140      157      934    4,905    3,223    3,922      612      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     18.0      0.9     87.9     77.7     91.1     96.6      8.9      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        1       24       17       26       20
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      181,454
COMMITMENTS
  19,643    6,889   14,599  146,475  159,406  180,717  180,894      737      560

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,914)
    -970      700      128    4,843    3,150    4,001    3,978      -87      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      3.8      8.0     80.7     87.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      13        9       13       55       51       72       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       53,777
COMMITMENTS
   1,646      327    2,644   49,487   50,806   53,777   53,777        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        685)
     281      126       77      327      482      685      685        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      0.6      4.9     92.0     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        3       29       25       32       30
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      480,036
COMMITMENTS
   4,323      271   23,477  452,236  456,288  480,036  480,036        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     12,724)
  -4,479     -351    2,279   14,924   10,796   12,724   12,724        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.1      4.9     94.2     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       21       25       23       27
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,636,529
COMMITMENTS
  75,995   15,716   29,884  1530650  1590929  1636529  1636529       -0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     18,777)
  -3,571    1,200     -792   23,140   18,369   18,777   18,777       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      1.0      1.8     93.5     97.2    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       6        5        6       43       45       53       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       56,175
COMMITMENTS
     337    9,880    4,798   51,040   41,497   56,175   56,175        0       -0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      1,101)
       8     -545      230      863    1,416    1,101    1,101       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     17.6      8.5     90.9     73.9    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        3       27       24       33       30
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      325,886
COMMITMENTS
       0   56,125   14,434  311,452  255,327  325,886  325,886        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     10,648)
       0    8,711        0   10,648    1,937   10,648   10,648        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     17.2      4.4     95.6     78.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        2       16       18       18       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      554,099
COMMITMENTS
  27,318        0    9,684  517,097  544,415  554,099  554,099        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:    -13,907)
   1,224        0     -408  -14,723  -13,499  -13,907  -13,907        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.0      1.7     93.3     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        2       23       29       27       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,056
COMMITMENTS
   4,955      717    1,500   43,834   48,518   50,289   50,735      767      321

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        740)
    -100      515     -197      654      422      357      740      383        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.7      1.4      2.9     85.9     95.0     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       25       31       29       34
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,852,025
COMMITMENTS
       0        0        0  1852025  1852025  1852025  1852025        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:    191,210)
       0        0        0  191,210  191,210  191,210  191,210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      784,200
COMMITMENTS
       0    9,600        0  784,200  774,600  784,200  784,200        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     25,400)
       0        0        0   25,400   25,400   25,400   25,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0    100.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       16       13       16       14
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      912,320
COMMITMENTS
       0    7,760        0  912,320  904,560  912,320  912,320        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      8,000)
       0    4,000        0    8,000    4,000    8,000    8,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.0    100.0     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        0       14       11       14       13
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      282,496
COMMITMENTS
  13,480    1,184    1,160  267,856  280,152  282,496  282,496        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      9,016)
   1,224        0     -416    8,208    9,432    9,016    9,016        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      0.4      0.4     94.8     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        1       22       19       25       21
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       14,536
COMMITMENTS
   1,426      685      252   12,665   13,145   14,343   14,082      193      454

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        497)
      41        0       22      455      475      518      497      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      4.7      1.7     87.1     90.4     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       20       18       24       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,165,075
COMMITMENTS
  27,460        0        0  1137615  1165075  1165075  1165075        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:    139,920)
       0        0        0  139,920  139,920  139,920  139,920        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     97.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       15       15       16       15
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      332,195
COMMITMENTS
   2,150        0        0  330,045  332,195  332,195  332,195        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      1,050)
  -2,000        0        0    3,050    1,050    1,050    1,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        0       16       13       18       13
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      208,425
COMMITMENTS
   4,225        0        0  204,200  208,425  208,425  208,425        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.0     98.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       22       25       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,884
COMMITMENTS
   1,262      940      209   20,533   21,603   22,004   22,752    1,880    1,132

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        254)
     257        0       41      -24      233      274      274      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.9      0.9     86.0     90.4     92.1     95.3      7.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       21       24       23
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,420,761
COMMITMENTS
 113,373  188,632  161,238  2146150  2070891  2420761  2420761        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     52,627)
       0   48,003        0   52,627    4,624   52,627   52,627        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      7.8      6.7     88.7     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        1       28       28       29       31
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      784,825
COMMITMENTS
   1,450   82,834   43,835  739,540  658,156  784,825  784,825        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,482)
       0    2,930        0    3,482      552    3,482    3,482        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2     10.6      5.6     94.2     83.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        2       33       29       35       32
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,068,811
COMMITMENTS
       0        0        0  1068811  1068811  1068811  1068811        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     24,060)
       0        0        0   24,060   24,060   24,060   24,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       11       21       11
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      344,755
COMMITMENTS
   2,200        0        0  342,555  344,755  344,755  344,755        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      8,050)
       0        0        0    8,050    8,050    8,050    8,050        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      0.0      0.0     99.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       12       26       12
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      605,275
COMMITMENTS
 135,638    1,140   22,888  446,749  581,247  605,275  605,275        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -5,935)
     737        0       79   -6,751   -6,014   -5,935   -5,935        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.4      0.2      3.8     73.8     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       30       30       33       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       41,990
COMMITMENTS
   8,547    2,731    1,087   31,884   38,021   41,518   41,839      472      151

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        270)
    -175      -81      257      188       94      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.4      6.5      2.6     75.9     90.5     98.9     99.6      1.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        3       30       32       35       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,332
COMMITMENTS
   4,747      125      692   19,893   24,515   25,332   25,332        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:         25)
     178      -79      -76      -77      180       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.7      0.5      2.7     78.5     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       12       25       14
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      261,140
COMMITMENTS
 108,109    1,330      665  152,366  259,145  261,140  261,140        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     13,407)
   5,541     -963        0    7,866   14,370   13,407   13,407        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    41.4      0.5      0.3     58.3     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14        9       16       11
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      621,425
COMMITMENTS
  11,562    1,995   33,125  576,738  586,305  621,425  621,425        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      8,294)
       0      816        0    8,294    7,478    8,294    8,294        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.3      5.3     92.8     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       27       20       29       22
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       36,618
COMMITMENTS
   5,254        0       20   30,514   35,921   35,788   35,941      830      677

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      1,587)
   1,658        0        0      184    1,566    1,842    1,566     -255       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.3      0.0      0.1     83.3     98.1     97.7     98.2      2.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        0        1       24       19       27       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,941
COMMITMENTS
       0      576       21    5,690    5,877    5,711    6,474    1,230      467

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        299)
       0        0        0      256      299      256      299       43        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.3      0.3     82.0     84.7     82.3     93.3     17.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       12       15       13       17
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       21,272
COMMITMENTS
   4,225        0       46   16,871   20,991   21,142   21,037      130      235

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:         -3)
     161        0        0     -164      -87       -3      -87        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.9      0.0      0.2     79.3     98.7     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       6        0        1       25       23       31       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      312,530
COMMITMENTS
  58,646        0      376  253,508  312,154  312,530  312,530        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      6,291)
   1,203        0        0    5,088    6,291    6,291    6,291        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.8      0.0      0.1     81.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        1       22       19       26       20
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,920
COMMITMENTS
     808      128      233   14,646   15,451   15,687   15,812      233      108

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:        704)
       0        0        0      514      727      514      727      190      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.8      1.5     92.0     97.1     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       22       23       25       26
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      195,440
COMMITMENTS
   2,033        0        0  193,407  195,440  195,440  195,440        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     -1,159)
       0        0        0   -1,159   -1,159   -1,159   -1,159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.0      0.0     99.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       18       14       20       14
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       25,415
COMMITMENTS
       0    1,206    2,763   22,652   21,446   25,415   25,415        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:         51)
       0        0        0       51       51       51       51        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7     10.9     89.1     84.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       21       18       22       19
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      144,505
COMMITMENTS
       0        0        0  144,505  144,505  144,505  144,505        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       17       17       17       17
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      701,198
COMMITMENTS
       0   62,240        0  701,198  638,958  701,198  701,198        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:       -802)
       0        0        0     -802     -802     -802     -802        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      8.9      0.0    100.0     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       18       11       18       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      213,215
COMMITMENTS
       0    5,350        0  213,215  207,865  213,215  213,215        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.0    100.0     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       21       12       21       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      225,115
COMMITMENTS
       0        0        0  225,115  225,115  225,115  225,115        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      3,150)
       0        0        0    3,150    3,150    3,150    3,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       12       19       12
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      754,363
COMMITMENTS
       0        0        0  754,363  754,363  754,363  754,363        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       15        6       15        6
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      139,035
COMMITMENTS
       0        0        0  139,035  139,035  139,035  139,035        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       16       14       16       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      502,733
COMMITMENTS
       0        0        0  502,733  502,733  502,733  502,733        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       15       12       15       12
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      193,175
COMMITMENTS
   3,400        0        0  189,775  193,175  193,175  193,175        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      4,200)
       0        0        0    4,200    4,200    4,200    4,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     98.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       20       15       21       15
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      627,223
COMMITMENTS
       0        0        0  627,223  627,223  627,223  627,223        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       11       18       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,014,920
COMMITMENTS
       0        0        0  1014920  1014920  1014920  1014920        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     64,248)
       0        0        0   64,248   64,248   64,248   64,248        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       18        9       18        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      260,855
COMMITMENTS
       0        0        0  260,855  260,855  260,855  260,855        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     17,025)
       0        0        0   17,025   17,025   17,025   17,025        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    7,026,712
COMMITMENTS
 189,532        0        0  6837180  7026712  7026712  7026712        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:    349,679)
       0        0        0  349,679  349,679  349,679  349,679        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      0.0      0.0     97.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        0        0       39       32       42       32
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,261,650
COMMITMENTS
  44,085    4,600        0  2217565  2257050  2261650  2261650        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     78,710)
       0        0        0   78,710   78,710   78,710   78,710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.2      0.0     98.1     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        1        0       37       36       41       37
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,951,685
COMMITMENTS
 569,295  349,733  104,565  2277825  2497387  2951685  2951685        0       -0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     62,785)
    -815    7,645      -68   63,668   55,208   62,785   62,785       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.3     11.8      3.5     77.2     84.6    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       6        8        7       43       42       53       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,410,394
COMMITMENTS
 174,139  134,615  147,756  6088499  6128023  6410394  6410394        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     31,952)
       0        0        0   31,952   31,952   31,952   31,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      2.1      2.3     95.0     95.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        3       36       31       40       36
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      603,695
COMMITMENTS
       0      640        0  603,695  603,055  603,695  603,695        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:      9,410)
       0        0        0    9,410    9,410    9,410    9,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.1      0.0    100.0     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       30       13       30       14
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,142,732
COMMITMENTS
       0    4,410        0  2142732  2138322  2142732  2142732        0        0

CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST:     19,270)
       0        0        0   19,270   19,270   19,270   19,270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.2      0.0    100.0     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        0       30       15       30       16
```

----

Updated November 1, 2013