```
 
 
CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       12,718
COMMITMENTS
   5,628    4,341    1,885    5,130    6,460   12,643   12,686       75       32

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        318)
     325       84     -120       97      354      302      318       16        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.3     34.1     14.8     40.3     50.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        4       10        6       19       15
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,390
COMMITMENTS
  10,370    5,494    1,275   10,745   15,621   22,390   22,390        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     24.5      5.7     48.0     69.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        2        8        9       17       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:        9,664
COMMITMENTS
   2,675    2,825      100    6,889    6,739    9,664    9,664        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        125)
       0      -50       50       75      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7     29.2      1.0     71.3     69.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        1        8        8       11       12
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,251,810
COMMITMENTS
 487,216  320,479  969,323  2763368  2952918  4219907  4242720   31,903    9,090

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        785)
 -49,029   51,243   -6,436  104,751    8,557   49,286   53,364  -48,501  -52,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      7.5     22.8     65.0     69.5     99.2     99.8      0.8      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      38       32       59      144      121      210      184
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      532,813
COMMITMENTS
  70,574  102,444  145,397  316,242  284,144  532,213  531,985      600      828

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     10,014)
   1,663      304    1,614    6,677    9,342    9,954   11,260       60   -1,246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     19.2     27.3     59.4     53.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       15       26       36       36       66       67
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,077
COMMITMENTS
  16,501    3,690    5,348  164,758  185,308  186,607  194,346   16,470    8,731

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -21,214)
  -3,819      808     -695  -15,858  -20,371  -20,372  -20,258     -842     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.8      2.6     81.1     91.3     91.9     95.7      8.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        3       28       28       33       33
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,870
COMMITMENTS
   3,715    1,143      441   78,226   83,365   82,382   84,949    6,488    3,921

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -17,637)
     489      478     -518  -19,592  -17,136  -19,621  -17,176    1,984     -461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      1.3      0.5     88.0     93.8     92.7     95.6      7.3      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       23       21       25       23
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,460
COMMITMENTS
  13,169   11,538    2,931  178,913  179,526  195,013  193,995    6,447    7,465

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -6,432)
    -630      376      206   -5,209   -6,847   -5,633   -6,265     -799     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      5.7      1.5     88.8     89.1     96.8     96.3      3.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        3        2       27       26       32       30
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      661,012
COMMITMENTS
  48,366    2,434   12,357  598,135  643,132  658,858  657,923    2,154    3,089

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -54,365)
 -16,229   -1,109      812  -38,018  -54,129  -53,435  -54,426     -930       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.4      1.9     90.5     97.3     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        3        4       52       39       56       44
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,285
COMMITMENTS
  14,613   14,356    1,702  216,564  214,276  232,879  230,334    6,406    8,951

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -7,540)
  -3,425        0        8   -4,473   -9,280   -7,890   -9,272      350    1,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      6.0      0.7     90.5     89.5     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        4       28       25       34       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,454
COMMITMENTS
       0    3,483    3,000  226,437  217,699  229,437  224,182    3,017    8,272

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -13,406)
       0      456     -507  -13,194  -14,159  -13,701  -14,210      295      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      1.3     97.4     93.7     98.7     96.4      1.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       0        3        2       34       40       36       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       84,080
COMMITMENTS
   6,765        0    2,318   70,091   73,907   79,174   76,225    4,906    7,855

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -11,691)
   5,946   -1,108   -4,146  -13,583   -6,988  -11,783  -12,242       92      551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      2.8     83.4     87.9     94.2     90.7      5.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       17       21       19       23
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,261
COMMITMENTS
   8,360    3,610    5,195   75,470   87,722   89,025   96,527   12,236    4,734

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -11,497)
   3,351      107   -5,363  -11,361   -6,396  -13,373  -11,652    1,876      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      3.6      5.1     74.5     86.6     87.9     95.3     12.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       18       21       20
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,225
COMMITMENTS
     248        0        0   22,118   22,799   22,366   22,799      859      426

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -3,896)
       0        0        0   -3,536   -3,566   -3,536   -3,566     -360     -330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     95.2     98.2     96.3     98.2      3.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       14       10       15       10
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,897
COMMITMENTS
     924    1,423    1,194   69,024   69,320   71,142   71,937    7,755    6,960

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -3,919)
     142     -549     -422   -3,913   -2,395   -4,193   -3,366      274     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.8      1.5     87.5     87.9     90.2     91.2      9.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       16       20       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      212,457
COMMITMENTS
       0    3,020        0  201,515  202,006  201,515  205,026   10,942    7,431

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,730)
    -434    3,020        0   -5,946   -7,188   -6,380   -4,168    3,650    1,438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      0.0     94.8     95.1     94.8     96.5      5.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       22       26       22       27
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,670
COMMITMENTS
       0        0        0   73,678   80,824   73,678   80,824   10,992    3,846

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -6,621)
       0        0        0  -10,066   -7,890  -10,066   -7,890    3,445    1,269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.0     95.5     87.0     95.5     13.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       21       20       21       20
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      289,580
COMMITMENTS
       0    7,040      450  276,264  274,577  276,714  282,067   12,866    7,513

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -14,903)
       0     -132        0  -20,610  -16,755  -20,610  -16,887    5,707    1,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.4      0.2     95.4     94.8     95.6     97.4      4.4      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        2        1       41       32       42       34
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,545
COMMITMENTS
   1,248      362    3,054   46,560   46,855   50,862   50,271    5,683    6,274

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -5,999)
     719     -944     -646   -6,095   -3,200   -6,022   -4,790       23   -1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.6      5.4     82.3     82.9     89.9     88.9     10.1     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       21       20       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,124
COMMITMENTS
   2,820        0    3,209   59,575   58,063   65,604   61,272    4,520    8,852

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -8,108)
     109     -661      -99   -8,877   -6,603   -8,867   -7,363      759     -745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      4.6     85.0     82.8     93.6     87.4      6.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,876
COMMITMENTS
  10,458    1,812        0   72,372   77,331   82,830   79,143    1,046    4,733

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -47,862)
  -6,628   -6,483        0  -41,184  -40,017  -47,812  -46,500      -50   -1,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      2.2      0.0     86.3     92.2     98.8     94.4      1.2      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       12       15       13       16
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,381
COMMITMENTS
  14,896    7,892        0   55,237   61,167   70,133   69,059      248    1,322

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -23,610)
  -1,890   -4,620   -1,020  -20,700  -17,738  -23,610  -23,378        0     -232

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     11.2      0.0     78.5     86.9     99.6     98.1      0.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        8        0       21       27       26       35
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,027
COMMITMENTS
       0        0        0   30,221   30,686   30,221   30,686      806      341

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -15,657)
       0     -148      -62  -15,212  -15,237  -15,274  -15,447     -383     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     98.9     97.4     98.9      2.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       13       23       13       23
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      153,869
COMMITMENTS
   1,208      801      533  143,067  142,922  144,808  144,256    9,061    9,613

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      1,844)
   1,208     -316     -119    3,041    1,993    4,130    1,558   -2,286      286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.5      0.3     93.0     92.9     94.1     93.8      5.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       28       24       30       25
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,418
COMMITMENTS
   1,507    2,204        0   13,525   13,508   15,032   15,712    2,386    1,706

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -5,940)
     120   -2,250     -120   -7,316   -4,636   -7,316   -7,006    1,376    1,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     12.7      0.0     77.6     77.6     86.3     90.2     13.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       11       10       13       12
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,736
COMMITMENTS
     483    3,659      935   54,977   51,538   56,395   56,132    3,341    3,604

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      3,196)
    -755    1,168      194    3,292      812    2,731    2,174      465    1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.1      1.6     92.0     86.3     94.4     94.0      5.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       16       13       18       15
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,280
COMMITMENTS
     814    1,450    1,141   99,848   94,400  101,803   96,991    2,477    7,289

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,731)
     814   -2,140     -872   -3,018      -11   -3,076   -3,023      345      292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.4      1.1     95.7     90.5     97.6     93.0      2.4      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       18       23       20       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,601
COMMITMENTS
   3,262    2,469       77   73,723   77,388   77,062   79,934    7,539    4,667

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,467)
    -100     -269     -434   -1,880   -1,937   -2,414   -2,640      -53      173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      2.9      0.1     87.1     91.5     91.1     94.5      8.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       20       16       22       18
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,414
COMMITMENTS
       0   28,009      517  109,348   87,326  109,865  115,852    8,549    2,562

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,801)
       0      399     -154   -3,015   -3,116   -3,169   -2,871    1,368    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.7      0.4     92.3     73.7     92.8     97.8      7.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        1       15       13       16       16
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      219,736
COMMITMENTS
   2,786   11,735    4,600  200,759  197,535  208,145  213,870   11,591    5,866

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -16,023)
  -1,168   -6,812      976  -16,275   -9,017  -16,467  -14,853      444   -1,170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      5.3      2.1     91.4     89.9     94.7     97.3      5.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        4        4       32       24       36       29
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       20,087
COMMITMENTS
   1,984        0        0   16,292   19,500   18,276   19,500    1,811      587

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -12,570)
  -2,700        0      -30   -9,606  -12,673  -12,336  -12,703     -234      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.0      0.0     81.1     97.1     91.0     97.1      9.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       10       13       13       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,174
COMMITMENTS
     744        0        0   28,516   29,802   29,260   29,802      914      372

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -9,930)
  -1,170        0        0   -8,555   -9,660   -9,725   -9,660     -205     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     94.5     98.8     97.0     98.8      3.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       13       15       14       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      255,285
COMMITMENTS
   2,507   29,491    4,519  241,113  215,245  248,139  249,255    7,146    6,030

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -14,819)
    -389     -175     -405  -14,812  -16,665  -15,606  -17,245      787    2,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     11.6      1.8     94.4     84.3     97.2     97.6      2.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        4        4       39       33       43       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       59,472
COMMITMENTS
   5,635        0        0   49,750   54,710   55,385   54,710    4,087    4,762

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      2,266)
    -836        0        0    3,033      668    2,197      668       69    1,598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.0      0.0     83.7     92.0     93.1     92.0      6.9      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       18       18       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       80,872
COMMITMENTS
       0        0        0   75,413   76,662   75,413   76,662    5,459    4,210

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -647)
       0        0        0   -1,945   -2,432   -1,945   -2,432    1,298    1,785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     93.2     94.8     93.2     94.8      6.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       16       19       16
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       54,987
COMMITMENTS
       0    1,932    1,926   48,027   46,114   49,953   49,972    5,034    5,015

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -5,512)
    -217     -975      856   -6,300   -5,400   -5,661   -5,519      149        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      3.5     87.3     83.9     90.8     90.9      9.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       18       12       19       13
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      141,854
COMMITMENTS
  22,334    8,529   16,457  102,661  116,270  141,452  141,256      402      598

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -8,552)
  -1,035      627   -1,177   -6,064   -8,233   -8,276   -8,783     -276      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      6.0     11.6     72.4     82.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      11        8       14       46       50       63       66
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       45,608
COMMITMENTS
   2,908      961    2,098   40,602   42,549   45,608   45,608        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -3,167)
  -1,172      201      -23   -1,972   -3,345   -3,167   -3,167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.1      4.6     89.0     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        4       25       18       29       23
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      362,533
COMMITMENTS
  27,167        0   20,337  315,029  342,196  362,533  362,533        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -8,242)
  -4,480        0        0   -3,762   -8,242   -8,242   -8,242        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.0      5.6     86.9     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        1       14       20       16       21
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,441,980
COMMITMENTS
  45,688   20,645   57,250  1339042  1364085  1441980  1441980        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -53,555)
 -10,436   -1,540     -812  -42,307  -51,203  -53,555  -53,555        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.4      4.0     92.9     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        7       39       43       49       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       46,564
COMMITMENTS
   2,889    3,904    4,407   39,267   38,252   46,563   46,563        1        1

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        671)
     391     -859       88      192    1,442      671      671        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      8.4      9.5     84.3     82.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        6        5       22       21       27       29
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      292,905
COMMITMENTS
       8   61,375   11,910  280,987  219,620  292,905  292,905        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      3,864)
       0        0        0    3,864    3,864    3,864    3,864        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.0      4.1     95.9     75.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        3       15       16       18       19
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      616,716
COMMITMENTS
  40,989        0   18,245  557,482  598,471  616,716  616,716        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -26,150)
    -442        0        0  -25,708  -26,150  -26,150  -26,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      3.0     90.4     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        2       27       30       33       32
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,091
COMMITMENTS
   4,868    4,809    2,687   41,690   41,998   49,245   49,494      846      597

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,235)
     275     -106     -233   -2,276   -1,791   -2,234   -2,130       -1     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      9.6      5.4     83.2     83.8     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        4       21       24       26       28
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,755
COMMITMENTS
     100      300        0   42,035   42,205   42,135   42,505      620      250

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,665)
    -100        0        0   -2,555   -2,650   -2,655   -2,650      -10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.7      0.0     98.3     98.7     98.5     99.4      1.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        1        0       26       18       27       19
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       53,961
COMMITMENTS
       0      600        0   53,601   53,121   53,601   53,721      360      240

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -4,955)
    -150        0        0   -4,805   -5,135   -4,955   -5,135        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      0.0     99.3     98.4     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       29       17       29       18
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,345
COMMITMENTS
       0      310        0   13,345   13,035   13,345   13,345        0        0

CHANGES FROM 09/30/14 (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      2.3      0.0    100.0     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        2        0       21       21       21       23
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      287,688
COMMITMENTS
   9,304        0    3,152  275,232  284,152  287,688  287,304        0      384

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      5,840)
     760        0        0    5,080    5,456    5,840    5,456        0      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      0.0      1.1     95.7     98.8    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       25       18       27       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,393
COMMITMENTS
   3,000      148       44    6,263    9,134    9,307    9,326       86       67

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:         41)
       0        0        0       19       41       19       41       22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9      1.6      0.5     66.7     97.2     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        1       14       19       18       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,800
COMMITMENTS
   4,300      400      200   13,300   17,200   17,800   17,800        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      2.2      1.1     74.7     96.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       16       12       18       16
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,300
COMMITMENTS
      90      250       60   18,910   18,990   19,060   19,300      240        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:         30)
      90     -110      -90       30      230       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      1.3      0.3     98.0     98.4     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        1       24       25       25       27
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,913
COMMITMENTS
       0      685      375   13,278   12,573   13,653   13,633      260      280

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -10        0      -10        0       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      2.7     95.4     90.4     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       20       20       21       21
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,294
COMMITMENTS
   1,526        0      559   15,102   16,156   17,187   16,715    1,107    1,579

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        211)
      19        0       22     -128     -259      -87     -237      298      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.0      3.1     82.6     88.3     93.9     91.4      6.1      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       23       24       25       25
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       39,871
COMMITMENTS
     430    9,140    1,184   37,884   29,539   39,498   39,863      373        8

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -397)
      75      809     -424      173     -745     -176     -360     -221      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     22.9      3.0     95.0     74.1     99.1    100.0      0.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       32       29       34       33
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       47,625
COMMITMENTS
     300    7,755    2,885   44,324   36,967   47,509   47,607      116       18

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,428)
     -50    1,205     -775     -579   -1,875   -1,404   -1,445      -24       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     16.3      6.1     93.1     77.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        4        4       34       35       40       40
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       29,580
COMMITMENTS
       0    1,535        0   29,460   27,985   29,460   29,520      120       60

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -3,420)
       0        0        0   -3,420   -3,420   -3,420   -3,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.2      0.0     99.6     94.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       27       14       27       15
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,810
COMMITMENTS
       0    1,545        0   41,570   40,265   41,570   41,810      240        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -4,545)
       0        0        0   -4,545   -4,545   -4,545   -4,545        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.0     99.4     96.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       30       16       30       17
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      385,538
COMMITMENTS
  70,794      713   27,328  287,416  357,497  385,538  385,538        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -43,061)
   1,050      296   -7,293  -36,818  -36,064  -43,061  -43,061        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4      0.2      7.1     74.5     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        2       25       28       29       30
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,208
COMMITMENTS
   6,794      156    1,180   19,067   25,468   27,041   26,804      167      404

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,538)
      68     -190     -164   -1,909   -2,185   -2,005   -2,539     -533        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.0      0.6      4.3     70.1     93.6     99.4     98.5      0.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        2        5       25       32       32       37
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       18,034
COMMITMENTS
     885      178    1,549   15,600   16,307   18,034   18,034        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -206)
      24      178     -202      -28     -182     -206     -206        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      1.0      8.6     86.5     90.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        1        2       22       11       27       13
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      230,596
COMMITMENTS
  54,380        0    8,655  167,561  221,941  230,596  230,596        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:      1,928)
       0        0        0    1,928    1,928    1,928    1,928        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6      0.0      3.8     72.7     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       14        6       18        7
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      469,166
COMMITMENTS
   7,698    1,894   21,562  439,906  445,710  469,166  469,166        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -22,763)
   3,171        0     -384  -25,550  -22,379  -22,763  -22,763        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.4      4.6     93.8     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       23       17       25       19
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       47,638
COMMITMENTS
  11,593        0    1,398   34,170   45,337   47,161   46,735      477      903

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,650)
     236        0      -42   -1,840   -1,619   -1,646   -1,661       -4       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3      0.0      2.9     71.7     95.2     99.0     98.1      1.0      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        0        1       19       18       23       19
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        5,439
COMMITMENTS
     287    1,914        0    4,726    3,420    5,013    5,334      426      105

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -970)
       0      214        0     -907   -1,142     -907     -928      -63      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     35.2      0.0     86.9     62.9     92.2     98.1      7.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       11        9       13       12
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       60,835
COMMITMENTS
       0    3,904        0   60,835   56,931   60,835   60,835        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -5,792)
       0        0        0   -5,792   -5,792   -5,792   -5,792        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      0.0    100.0     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       12       11       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,563
COMMITMENTS
   5,427    1,218      724    9,947   14,044   16,098   15,986      465      577

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -239)
     992     -560     -251     -659      614       82     -197     -321      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.8      7.4      4.4     60.1     84.8     97.2     96.5      2.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       17       22       23       26
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      190,176
COMMITMENTS
  43,815        0    3,947  142,414  186,229  190,176  190,176        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -7,631)
   4,272        0   -1,512  -10,391   -6,119   -7,631   -7,631        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.0      0.0      2.1     74.9     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        0        2       17       18       21       20
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,656
COMMITMENTS
   2,446      392      314    8,765   10,781   11,525   11,487      131      169

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,358)
     215     -118     -240   -1,293   -1,043   -1,318   -1,401      -40       43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      3.4      2.7     75.2     92.5     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       19       21       24       26
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      116,862
COMMITMENTS
  12,709        0    2,452  101,701  114,410  116,862  116,862        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -13,979)
   3,215        0   -1,251  -15,943  -12,728  -13,979  -13,979        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      2.1     87.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       16       16       19       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,132
COMMITMENTS
       0    1,509    1,861   19,247   17,762   21,108   21,132       24        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,123)
       0     -175        0   -2,147   -1,948   -2,147   -2,123       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.1      8.8     91.1     84.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       16       14       17       15
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      202,711
COMMITMENTS
   3,536        0    4,168  195,007  198,543  202,711  202,711        0        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:    -13,419)
    -320        0        0  -13,099  -13,419  -13,419  -13,419        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.0      2.1     96.2     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14        9       15       10
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,580
COMMITMENTS
       0      975       50   20,970   20,555   21,020   21,580      560        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -970)
       0        0        0     -955     -970     -955     -970      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.2     97.2     95.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       13       19       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,600
COMMITMENTS
       0    1,000        0   18,050   17,600   18,050   18,600      550        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -375)
       0        0        0     -360     -375     -360     -375      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.4      0.0     97.0     94.6     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,070
COMMITMENTS
       0        0        0   16,070   15,980   16,070   15,980        0       90

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -730)
       0        0        0     -730     -775     -730     -775        0       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.4    100.0     99.4      0.0      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       21       10       21       10
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,770
COMMITMENTS
       0        0        0   11,770   11,740   11,770   11,740        0       30

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -775)
       0        0        0     -475     -765     -475     -765     -300      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0     99.7    100.0     99.7      0.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16        9       16        9
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,475
COMMITMENTS
     200       50        0   19,000   19,425   19,200   19,475      275        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -415)
     100        0        0     -475     -415     -375     -415      -40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.3      0.0     97.6     99.7     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       16       10       18       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,660
COMMITMENTS
     300        0        0   17,535   18,660   17,835   18,660      825        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,810)
       0        0        0   -1,755   -1,810   -1,755   -1,810      -55        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.0      0.0     94.0    100.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18        7       19        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,908
COMMITMENTS
     300        0        0   18,468   19,908   18,768   19,908    1,140        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,180)
       0        0        0   -2,130   -2,180   -2,130   -2,180      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      0.0     92.8    100.0     94.3    100.0      5.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       19        9       20        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      110,560
COMMITMENTS
   2,495    1,020      250  107,785  109,290  110,530  110,560       30        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -5,655)
    -385        0      150   -5,450   -5,805   -5,685   -5,655       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.9      0.2     97.5     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       33       31       36       34
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      132,576
COMMITMENTS
   4,145    1,080      275  128,155  131,221  132,575  132,576        1        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -9,100)
    -255      -50       50   -8,895   -9,100   -9,100   -9,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.8      0.2     96.7     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        2       40       33       46       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      158,178
COMMITMENTS
  23,484    6,589    7,806  126,332  143,115  157,622  157,510      556      668

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,711)
     321       13     -740   -2,344   -1,753   -2,763   -2,480       52     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      4.2      4.9     79.9     90.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        4        9       41       32       53       42
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       95,735
COMMITMENTS
   3,795    2,220    1,595   90,190   91,920   95,580   95,735      155        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -2,910)
     430      -50     -180   -3,155   -2,440   -2,905   -2,670       -5     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.3      1.7     94.2     96.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        4       34       31       41       36
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,135
COMMITMENTS
     525    1,570       50   19,885   19,515   20,460   21,135      675        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,865)
       0      -20        0   -1,830   -1,845   -1,830   -1,865      -35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      7.4      0.2     94.1     92.3     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       14       26       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,330
COMMITMENTS
     550      515        0   18,280   18,815   18,830   19,330      500        0

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,645)
     200        0        0   -1,820   -1,645   -1,620   -1,645      -25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.7      0.0     94.6     97.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       23       13       24       15
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,530
COMMITMENTS
   4,573    1,330    1,050   14,089   17,982   19,712   20,362      818      168

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -129)
     465      -50       35     -825     -114     -325     -129      196        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      6.5      5.1     68.6     87.6     96.0     99.2      4.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       22       19       27       23
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,542
COMMITMENTS
   4,500      470      115    8,174   12,853   12,789   13,438      753      104

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -235)
      25      -20       -5     -243     -210     -223     -235      -12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2      3.5      0.8     60.4     94.9     94.4     99.2      5.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       17       17       20       19
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,023
COMMITMENTS
     125    2,940      675   17,027   14,318   17,827   17,933      196       90

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:     -1,008)
       0     -385      100   -1,167     -813   -1,067   -1,098       59       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     16.3      3.7     94.5     79.4     98.9     99.5      1.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        2       25       20       27       24
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,337
COMMITMENTS
     210    1,127       25   12,449   12,175   12,684   13,327      653       10

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:       -313)
      75       95     -100     -307     -288     -332     -293       19      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      8.5      0.2     93.3     91.3     95.1     99.9      4.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       22       20       23       23
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,287
COMMITMENTS
       0      700        0    9,977    9,567    9,977   10,267      310       20

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.8      0.0     97.0     93.0     97.0     99.8      3.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13       13       13       15
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,800
COMMITMENTS
     350    1,860      340    9,055    7,585    9,745    9,785       55       15

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:        150)
       0      350        0      165     -200      165      150      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     19.0      3.5     92.4     77.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       20       20       22       22
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 10/07/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        7,999
COMMITMENTS
   1,120      200      430    5,939    7,299    7,489    7,929      510       70

CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      2.5      5.4     74.2     91.2     93.6     99.1      6.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       14       17       16
```

----

Updated October 10, 2014