```
 
 
CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       14,902
COMMITMENTS
   4,810    4,796    3,320    6,731    6,760   14,861   14,876       41       26

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        -13)
    -410       20      250      145     -282      -15      -12        2       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     32.2     22.3     45.2     45.4     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        3        9        7       17       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,490
COMMITMENTS
  10,320    6,144    1,575   10,595   14,771   22,490   22,490        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9     27.3      7.0     47.1     65.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        3        8        8       17       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       17,818
COMMITMENTS
   2,705    3,533        0   15,113   14,285   17,818   17,818        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -4,765)
    -275      175     -550   -3,940   -4,390   -4,765   -4,765        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     19.8      0.0     84.8     80.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        4        0        8        8       12       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,651,021
COMMITMENTS
 624,662  330,548  930,389  3045463  3340168  4600514  4601105   50,507   49,916

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:    152,676)
  42,811     -982    5,737   86,161  110,152  134,709  114,907   17,967   37,769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      7.1     20.0     65.5     71.8     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      44       33       60      147      118      219      183
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      504,711
COMMITMENTS
 117,607  113,619  119,385  267,699  271,425  504,691  504,429       20      282

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:    -90,499)
  -3,627  -42,976  -35,340  -51,310  -11,629  -90,277  -89,945     -222     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     22.5     23.7     53.0     53.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      16       16       23       37       35       64       63
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,308
COMMITMENTS
  14,293    7,083    5,320  184,329  203,471  203,942  215,874   14,366    2,434

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,484)
    -600   -1,894     -609    5,121    8,512    3,912    6,009     -428   -2,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      3.2      2.4     84.4     93.2     93.4     98.9      6.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        4       34       37       41       43
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,385
COMMITMENTS
   4,027        0    1,711   90,739   95,239   96,477   96,950    4,908    4,435

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,347)
    -838        0      172    4,157    2,899    3,491    3,071     -144      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      1.7     89.5     93.9     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        0        2       27       28       30       30
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,883
COMMITMENTS
  10,795   16,384    2,406  189,857  183,718  203,058  202,508    7,825    8,375

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      6,214)
  -3,065     -315     -582    9,213    7,651    5,566    6,754      648     -540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      7.8      1.1     90.0     87.1     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        2       28       28       33       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      680,870
COMMITMENTS
  12,351   12,250   14,619  649,155  648,383  676,125  675,252    4,745    5,618

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     11,103)
     366     -204      -74   10,600   11,958   10,892   11,680      211     -577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      1.8      2.1     95.3     95.2     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        4        5       49       37       55       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,879
COMMITMENTS
   2,855   14,192    2,321  251,093  239,399  256,269  255,912    5,610    5,967

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,768)
  -3,022      177     -640    5,607    4,561    1,945    4,098    1,823     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      5.4      0.9     95.9     91.4     97.9     97.7      2.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        3        4       33       31       38       36
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      273,924
COMMITMENTS
     248    1,920    6,277  261,940  263,028  268,465  271,225    5,459    2,699

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     16,879)
  -1,531   -1,247    1,298   17,537   17,851   17,304   17,902     -425   -1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.7      2.3     95.6     96.0     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        4        4       36       47       41       51
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      104,909
COMMITMENTS
   6,453      341    1,961   92,379   89,681  100,793   91,983    4,116   12,926

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        537)
    -258      -27      224      930      495      896      692     -359     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.3      1.9     88.1     85.5     96.1     87.7      3.9     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        2       22       23       24       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,846
COMMITMENTS
     299    1,047    5,759   83,587   89,944   89,645   96,750   15,201    8,096

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,824)
     299     -118      476      222    1,713      997    2,071      827     -247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      1.0      5.5     79.7     85.8     85.5     92.3     14.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       20       18       22       20
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,763
COMMITMENTS
     540      310        0   25,527   25,535   26,067   25,845      696      918

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      2,790)
       0      310        0    2,937    2,170    2,937    2,480     -147      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.2      0.0     95.4     95.4     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       15       11       17       12
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       86,612
COMMITMENTS
   1,429    1,706    1,508   76,472   75,843   79,409   79,057    7,203    7,555

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        557)
  -1,203     -853      574      917      727      288      448      269      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.0      1.7     88.3     87.6     91.7     91.3      8.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       17       20       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      218,405
COMMITMENTS
       0    2,706        0  209,283  209,733  209,283  212,439    9,122    5,966

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        736)
       0      -62        0      176    1,654      176    1,592      560     -856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     95.8     96.0     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        1        0       28       29       28       30
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,242
COMMITMENTS
       0        0        0   85,730   89,641   85,730   89,641    9,512    5,601

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,927)
       0        0        0    2,020    1,561    2,020    1,561      -93      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.0     94.1     90.0     94.1     10.0      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       21       16       21       16
 
 
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV                      Code-0233A2
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       12,116
COMMITMENTS
     240        0        0   11,205   11,296   11,445   11,296      671      820

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     92.5     93.2     94.5     93.2      5.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       10       13       11       13
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      323,662
COMMITMENTS
   1,234        0        0  314,952  316,871  316,186  316,871    7,476    6,791

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,013)
     893        0        0    2,575    2,860    3,468    2,860     -455      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     97.3     97.9     97.7     97.9      2.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        0        0       48       37       49       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,886
COMMITMENTS
   1,729    6,014    2,244   63,718   57,395   67,691   65,653    6,195    8,233

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        304)
     825      474     -680      -58      324       87      118      217      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      8.1      3.0     86.2     77.7     91.6     88.9      8.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        2       19       20       21       22
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       67,637
COMMITMENTS
   2,886        0    1,822   57,305   59,488   62,013   61,310    5,624    6,327

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,126)
    -949        0      443      380      621     -126    1,064    1,252       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.0      2.7     84.7     88.0     91.7     90.6      8.3      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       17       17       19       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      122,724
COMMITMENTS
  15,787    5,203      899  102,092  111,713  118,778  117,815    3,946    4,909

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     27,924)
  -4,185    2,511      899   30,069   25,325   26,783   28,735    1,141     -811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      4.2      0.7     83.2     91.0     96.8     96.0      3.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        7        1       24       27       27       35
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,091
COMMITMENTS
  23,196    6,762    3,870   74,583   88,907  101,649   99,539    1,442    3,552

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     23,585)
  -5,524    1,172    2,418   25,759   19,487   22,653   23,077      932      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      6.6      3.8     72.3     86.2     98.6     96.6      1.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        4       33       32       39       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       62,447
COMMITMENTS
     638    6,280       90   60,470   54,882   61,198   61,252    1,249    1,195

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      5,444)
     158        0       90    4,675    4,979    4,923    5,069      521      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     10.1      0.1     96.8     87.9     98.0     98.1      2.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       14       19       16       21
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      165,697
COMMITMENTS
     478        0        0  156,093  156,629  156,571  156,629    9,126    9,068

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,265)
    -776   -1,698     -480     -116      179   -1,372   -1,999      107      734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     94.2     94.5     94.5     94.5      5.5      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        0       31       27       32       27
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,208
COMMITMENTS
     553    2,916    1,965   50,234   49,060   52,752   53,941    5,456    4,267

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      2,845)
    -352    1,098       98    3,456    2,530    3,202    3,726     -357     -881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      5.0      3.4     86.3     84.3     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       15       18       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,658
COMMITMENTS
       0    3,842    3,067  104,472   98,078  107,539  104,987    3,119    5,671

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        993)
    -474    1,587      407      604      796      537    2,790      456   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      2.8     94.4     88.6     97.2     94.9      2.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        3        2       21       28       23       31
 
 
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,260
COMMITMENTS
   3,441      478       90   24,792   26,438   28,323   27,006    1,937    3,254

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,178)
     217        0       62   -1,460   -1,333   -1,181   -1,271        3       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      1.6      0.3     81.9     87.4     93.6     89.2      6.4     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       11       15       12       17
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,810
COMMITMENTS
   5,679        0      210   77,905   82,251   83,794   82,461    4,016    5,349

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,004)
    -508        0      -42     -485     -627   -1,035     -669       31     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      0.2     88.7     93.7     95.4     93.9      4.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        2       19       18       22       20
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       25,524
COMMITMENTS
   8,235        0        0   17,169   25,161   25,404   25,161      120      363

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -162)
  -2,339        0        0    2,177     -193     -162     -193        0       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      0.0      0.0     67.3     98.6     99.5     98.6      0.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       10       14       12       14
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      121,319
COMMITMENTS
   2,795   12,006      520  109,089  107,451  112,404  119,977    8,915    1,342

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,705)
   1,150    1,220     -164    1,088    1,628    2,074    2,684     -369     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      9.9      0.4     89.9     88.6     92.7     98.9      7.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       18       17       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      214,143
COMMITMENTS
   3,425   10,700    4,063  193,214  193,191  200,702  207,954   13,441    6,189

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        570)
  -2,503        0    1,154    4,066     -307    2,717      847   -2,147     -277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      5.0      1.9     90.2     90.2     93.7     97.1      6.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        2        3       32       28       35       32
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,692
COMMITMENTS
     976    3,096        0   24,309   23,955   25,285   27,051    2,407      641

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,925)
     496      318        0    2,914    3,514    3,410    3,832      515       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     11.2      0.0     87.8     86.5     91.3     97.7      8.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       12       15       13       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,016
COMMITMENTS
     210        0        0   27,882   29,834   28,092   29,834    2,924    1,182

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,414)
       0        0        0    1,195    2,104    1,195    2,104      219     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     89.9     96.2     90.6     96.2      9.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        0       12       15       13       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      260,734
COMMITMENTS
       0   22,398    1,638  249,312  230,804  250,950  254,840    9,784    5,894

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        427)
  -3,557     -786      -62    4,316    1,286      697      438     -270      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.6      0.6     95.6     88.5     96.2     97.7      3.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        5        3       38       35       41       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       71,522
COMMITMENTS
       0        0        0   67,681   66,787   67,681   66,787    3,841    4,735

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,494)
  -3,497        0        0    2,729   -1,798     -768   -1,798     -726      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.6     93.4     94.6     93.4      5.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       20       19       20       19
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,872
COMMITMENTS
       0        0        0   79,803   79,200   79,803   79,200    3,069    3,672

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        502)
       0        0        0    1,287      986    1,287      986     -785     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.3     95.6     96.3     95.6      3.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       22       17       22       17
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       69,269
COMMITMENTS
       0        0        0   64,715   63,047   64,715   63,047    4,554    6,222

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      2,457)
       0        0        0    3,626    2,017    3,626    2,017   -1,169      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.4     91.0     93.4     91.0      6.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       19,279
COMMITMENTS
       0      341        0   18,762   17,100   18,762   17,441      517    1,838

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      0.0     97.3     88.7     97.3     90.5      2.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0        9       15        9       16
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      139,811
COMMITMENTS
  17,597    9,851   13,885  107,314  115,588  138,796  139,324    1,015      487

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,915)
   1,302      237     -846    1,481    2,736    1,937    2,127      -22     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      7.0      9.9     76.8     82.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       9        9       15       46       51       63       67
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,484
COMMITMENTS
   2,527    2,826    2,381   36,552   36,253   41,460   41,460       24       24

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        810)
    -129    2,197      383      556   -1,666      810      914        0     -104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      6.8      5.7     88.1     87.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        3        4       26       20       31       25
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      354,171
COMMITMENTS
  24,364   23,714   24,510  305,297  305,947  354,171  354,171        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     10,160)
  -3,772   15,582    3,772   10,160   -9,194   10,160   10,160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      6.7      6.9     86.2     86.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        1       18       21       20       24
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,476,955
COMMITMENTS
  17,000   15,202   58,981  1400974  1402772  1476955  1476955        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     53,581)
     392   -3,903      759   52,430   56,725   53,581   53,581        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.0      4.0     94.9     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        5        7       39       43       48       52
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       48,194
COMMITMENTS
   3,183    5,861    3,854   41,138   38,436   48,175   48,151       19       43

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        578)
     -56    4,735     -243      859   -3,932      560      560       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     12.2      8.0     85.4     79.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        5        4       19       18       23       25
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      284,149
COMMITMENTS
   1,945   51,941   22,860  259,344  209,348  284,149  284,149        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     15,752)
       0    5,859   13,784    1,968   -3,891   15,752   15,752        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     18.3      8.0     91.3     73.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       15       15       18       19
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      623,990
COMMITMENTS
  33,357   11,023   19,582  571,051  593,385  623,990  623,990        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     16,047)
  -4,296        0    1,151   19,192   14,896   16,047   16,047        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.8      3.1     91.5     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       28       28       33       30
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,125
COMMITMENTS
   5,039    6,103    2,180   43,806   43,653   51,025   51,936    1,100      189

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        835)
    -170      250     -213      807      842      424      879      411      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7     11.7      4.2     84.0     83.7     97.9     99.6      2.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        3       26       28       31       31
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,681
COMMITMENTS
     520        0        0   44,912   46,210   45,432   46,210    1,249      471

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,505)
      20        0        0    1,425    1,505    1,445    1,505       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     96.2     99.0     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        0       24       20       26       20
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        3,400
COMMITMENTS
       0      350       50    3,150    2,900    3,200    3,300      200      100

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,850)
       0      100        0   -1,700   -1,650   -1,700   -1,550     -150     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.3      1.5     92.6     85.3     94.1     97.1      5.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       14       10       15       12
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       60,160
COMMITMENTS
     465        0      300   59,085   59,500   59,850   59,800      310      360

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,699)
      60        0        0    2,363    1,705    2,423    1,705     -724       -6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      0.5     98.2     98.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       32       21       33       22
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,635
COMMITMENTS
     100      110        0   12,475   12,525   12,575   12,635       60        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.9      0.0     98.7     99.1     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       20       17       21       18
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      274,752
COMMITMENTS
   9,720        0    3,552  261,480  271,200  274,752  274,752        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,576)
      32        0        0    1,544    1,576    1,576    1,576        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      1.3     95.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       21       25       22
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,879
COMMITMENTS
   3,154      566      177    5,450    7,816    8,781    8,559       98      320

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        459)
      40      566      136      327     -221      503      481      -44      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5      6.4      2.0     61.4     88.0     98.9     96.4      1.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       18       16       22       19
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,210
COMMITMENTS
       0       75        0   17,970   18,075   17,970   18,150      240       60

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0     98.7     99.3     98.7     99.7      1.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        2        0       21       23       21       25
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,474
COMMITMENTS
       0      565      360   12,764   12,309   13,124   13,234      350      240

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        200)
       0     -125        0      100      325      100      200      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      2.7     94.7     91.4     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       18       21       19
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       16,834
COMMITMENTS
   1,204       79      535   14,544   15,055   16,283   15,669      551    1,165

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        342)
      57        0      -19      621      614      659      595     -317     -253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.5      3.2     86.4     89.4     96.7     93.1      3.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       24       21       26       23
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,540
COMMITMENTS
       0   12,008      883   46,037   34,636   46,920   47,527      620       13

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,527)
       0      690        0    1,492      837    1,492    1,527       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.3      1.9     96.8     72.9     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       0        4        1       32       32       33       36
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,426
COMMITMENTS
     180   10,702    1,632   53,313   43,051   55,125   55,385      301       41

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,592)
      20      150        0    1,572    1,451    1,592    1,601        0       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     19.3      2.9     96.2     77.7     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        6        2       33       37       37       43
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,545
COMMITMENTS
     200    1,455        0   33,075   32,020   33,275   33,475      270       70

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      425      485      425      485       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.3      0.0     98.6     95.5     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        0       26       14       27       15
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,775
COMMITMENTS
      20    1,460       80   43,555   42,235   43,655   43,775      120        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,045)
       0        0        0      925    1,045      925    1,045      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.2     99.5     96.5     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       31       16       32       18
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      397,278
COMMITMENTS
  77,618        0   25,213  294,447  372,065  397,278  397,278        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      6,599)
   1,509        0        0    5,090    6,599    6,599    6,599        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.5      0.0      6.3     74.1     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        0        1       27       30       31       31
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       26,928
COMMITMENTS
   5,965        0      844   19,892   25,703   26,701   26,547      227      381

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        511)
     236      -88      -22      212      577      426      467       85       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2      0.0      3.1     73.9     95.5     99.2     98.6      0.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        0        5       26       31       33       36
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       14,879
COMMITMENTS
   1,084        0    1,309   12,486   13,546   14,879   14,855        0       24

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -252)
     408     -171       19     -679     -100     -252     -252        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.0      8.8     83.9     91.0    100.0     99.8      0.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        1       18       10       21       11
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      546,419
COMMITMENTS
   2,305        0   21,587  522,527  524,832  546,419  546,419        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        392)
       0        0        0      392      392      392      392        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      4.0     95.6     96.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       24       18       26       19
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,815
COMMITMENTS
   9,966        0    2,320   36,188   46,034   48,474   48,354      341      461

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        743)
     -22        0       22      743      721      743      743        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4      0.0      4.8     74.1     94.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        2       20       19       24       21
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       57,459
COMMITMENTS
       0    4,296        0   57,459   53,163   57,459   57,459        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0      392        0        0     -392        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.5      0.0    100.0     92.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       11       13       11       15
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,500
COMMITMENTS
   4,586       38      405   11,383   15,700   16,374   16,143      126      357

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -479)
    -512        0        0       33     -435     -479     -435        0      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8      0.2      2.5     69.0     95.2     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        3       20       22       25       26
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      185,653
COMMITMENTS
  40,643        0        0  145,010  185,653  185,653  185,653        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,593)
    -367        0     -392    2,352    1,985    1,593    1,593        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      0.0      0.0     78.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        0       20       21       23       21
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,534
COMMITMENTS
   1,889      164      233    9,245   10,913   11,367   11,310      167      224

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -137)
     -66        0        0     -153     -200     -219     -200       82       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.4      1.4      2.0     80.2     94.6     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       19       21       23       24
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      120,194
COMMITMENTS
   7,537        0    2,327  110,330  117,867  120,194  120,194        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      3,896)
     760        0      392    2,744    3,504    3,896    3,896        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      1.9     91.8     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       20       17       23       19
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,783
COMMITMENTS
     307    1,569    1,685   19,743   18,529   21,735   21,783       48        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        257)
     307      101       77     -127       79      257      257        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      7.2      7.7     90.6     85.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       16       14       18       16
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      203,076
COMMITMENTS
   7,696    3,881    3,856  191,524  195,339  203,076  203,076        0        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0    3,881        0        0   -3,881        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.9      1.9     94.3     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       14        8       15       10
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,590
COMMITMENTS
       0      900       25   19,960   19,665   19,985   20,590      605        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:         50)
       0      -50        0      -10      100      -10       50       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.1     96.9     95.5     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       13       19       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,920
COMMITMENTS
       0    1,000        0   17,325   16,920   17,325   17,920      595        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -60        0      -60        0       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.6      0.0     96.7     94.4     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       17       10       17       11
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       24,715
COMMITMENTS
     100    6,000        0   24,615   18,635   24,715   24,635        0       80

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     24.3      0.0     99.6     75.4    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        0       23        9       24       10
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,630
COMMITMENTS
       0    1,200        0   15,630   14,410   15,630   15,610        0       20

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.7      0.0    100.0     92.2    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18        8       18        9
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,530
COMMITMENTS
      50       50        0   18,745   19,480   18,795   19,530      735        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        120)
       0        0        0        0      120        0      120      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.0     96.0     99.7     96.2    100.0      3.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       12       18       13
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,930
COMMITMENTS
     200        0        0   20,045   20,930   20,245   20,930      685        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,175)
       0        0        0    1,285    1,175    1,285    1,175     -110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.0     95.8    100.0     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       21       10       22       10
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,840
COMMITMENTS
     250        0        0   20,935   21,840   21,185   21,840      655        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        995)
       0        0        0    1,225      995    1,225      995     -230        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     95.9    100.0     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       24       11       25       11
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      108,603
COMMITMENTS
   2,695      425      520  105,183  107,648  108,398  108,593      205       10

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:     -1,522)
    -195        0      120   -1,447   -1,642   -1,522   -1,522        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.4      0.5     96.9     99.1     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        3       35       35       38       39
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      136,754
COMMITMENTS
   4,290      705      420  131,984  135,619  136,694  136,744       60       10

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      2,959)
    -170        0      120    3,009    2,839    2,959    2,959        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.5      0.3     96.5     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        3       41       36       45       40
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      163,092
COMMITMENTS
  19,813    3,458    7,913  135,189  151,374  162,915  162,745      177      347

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -141)
      -2      558     -333      844      274      509      499     -650     -640

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      2.1      4.9     82.9     92.8     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      11        4       10       43       36       57       47
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,686
COMMITMENTS
   2,354    1,670    1,716   93,486   94,300   97,556   97,686      130        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,835)
       5        0       20    1,820    1,815    1,845    1,835      -10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.7      1.8     95.7     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       36       32       41       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,575
COMMITMENTS
     550    1,395        0   18,380   18,180   18,930   19,575      645        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       25       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.1      0.0     93.9     92.9     96.7    100.0      3.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       23       14       24       15
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,070
COMMITMENTS
     525      415       25   17,040   17,630   17,590   18,070      480        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:         25)
     -25        0       25       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      2.3      0.1     94.3     97.6     97.3    100.0      2.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        1       21       14       22       16
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:       10,945
COMMITMENTS
     150        0      150   10,445   10,215   10,745   10,365      200      580

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        570)
     -70        0       60      745      560      735      620     -165      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      1.4     95.4     93.3     98.2     94.7      1.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        1       20       19       21       20
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       27,910
COMMITMENTS
   2,758    2,050      685   23,982   25,175   27,425   27,910      485        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,634)
     250    1,200     -110    1,494      544    1,634    1,634        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      7.3      2.5     85.9     90.2     98.3    100.0      1.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        3        4       25       24       30       28
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,970
COMMITMENTS
   4,525        0       35   13,874   18,923   18,434   18,958      536       12

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        249)
     250        0        0       17      249      267      249      -18        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      0.0      0.2     73.1     99.8     97.2     99.9      2.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       19       20       21       21
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,778
COMMITMENTS
       0    1,665      125   21,132   19,893   21,257   21,683      521       95

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,029)
       0      330       15    1,014      664    1,029    1,009        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.6      0.6     97.0     91.3     97.6     99.6      2.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        4        1       27       23       28       27
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,898
COMMITMENTS
      27      855      263   18,143   17,670   18,433   18,788      465      110

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:      1,238)
    -108      300      108      888      730      888    1,138      350      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.5      1.4     96.0     93.5     97.5     99.4      2.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        1       23       19       24       21
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,171
COMMITMENTS
     115      100        0   12,468   13,042   12,583   13,142      588       29

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        744)
     115       25        0      450      995      565    1,020      179     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.8      0.0     94.7     99.0     95.5     99.8      4.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       14       13       15       14
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,179
COMMITMENTS
       0      210        0    9,844    9,809    9,844   10,019      335      160

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      0.0     96.7     96.4     96.7     98.4      3.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       14       14       14       15
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,845
COMMITMENTS
      50    2,780      365   12,235    9,610   12,650   12,755      195       90

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:        335)
      50      150      -30      315      215      335      335        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     21.6      2.8     95.3     74.8     98.5     99.3      1.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       24       26       26       29
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 11/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,357
COMMITMENTS
     735      200      465    6,797    7,692    7,997    8,357      360        0

CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0        0     -120        0     -120     -120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      2.4      5.6     81.3     92.0     95.7    100.0      4.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       17       16       18       18
```

----

Updated November 29, 2014