CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV                 Code-006391
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES                    OPEN INTEREST:        8,153
COMMITMENTS
   3,436    3,735      100    4,563    4,313    8,099    8,148       54        5

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -704)
    -127      -20      -10     -561     -674     -698     -704       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     45.8      1.2     56.0     52.9     99.3     99.9      0.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12        1       12        8       23       20
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,660,768
COMMITMENTS
 1000621  180,614  1835235  2801432  3632788  5637288  5648637   23,480   12,131

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:   -203,060)
  29,841  -20,274  -30,661 -202,988 -153,308 -203,808 -204,243      748    1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      3.2     32.4     49.5     64.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      48       25       64      142      133      212      200
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      774,685
COMMITMENTS
  88,291  165,467  191,528  493,616  416,007  773,435  773,002    1,250    1,683

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:   -114,177)
 -29,657   -9,933  -36,277  -47,341  -67,024 -113,275 -113,234     -902     -943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4     21.4     24.7     63.7     53.7     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      15       18       25       39       40       66       71
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      249,392
COMMITMENTS
  18,668    1,593    7,128  208,352  233,163  234,148  241,884   15,244    7,508

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,694)
   1,153      560      907      724    1,138    2,784    2,605      -90       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      0.6      2.9     83.5     93.5     93.9     97.0      6.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       7        3        7       39       38       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,957
COMMITMENTS
   7,587      537    5,308  163,497  170,084  176,392  175,929    3,565    4,028

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -1,147)
     467      327      265   -1,559   -1,719     -827   -1,127     -320      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      0.3      2.9     90.9     94.5     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        4       34       36       40       40
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,843
COMMITMENTS
   8,582   10,099    8,047  201,095  202,440  217,724  220,586    8,119    5,257

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,739)
     977    3,335    1,454      284     -644    2,715    4,145       24   -1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.5      3.6     89.0     89.6     96.4     97.7      3.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        7       34       35       41       42
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      815,043
COMMITMENTS
     496    1,917    5,090  803,652  799,730  809,238  806,737    5,805    8,306

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     20,921)
    -298     -670      508   20,691   16,616   20,901   16,454       20    4,467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.2      0.6     98.6     98.1     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        5        6       56       47       63       53
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,420
COMMITMENTS
   1,545        0    1,956  244,925  246,841  248,426  248,797    9,994    9,623

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,284)
     -69        0      -30    2,870       53    2,771       23     -487    2,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.8     94.8     95.5     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        0        2       26       35       28       37
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,176
COMMITMENTS
   9,047      372    4,941  228,736  234,867  242,724  240,180    5,452    7,996

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     12,960)
  -3,943      -26      622   16,186   12,360   12,865   12,956       95        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.1      2.0     92.2     94.6     97.8     96.8      2.2      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        1        3       35       41       38       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,010
COMMITMENTS
   7,633    3,179    1,943   89,083   91,406   98,659   96,528    4,351    6,482

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        790)
   1,004       94     -206     -154      814      644      702      146       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      3.1      1.9     86.5     88.7     95.8     93.7      4.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        3        3       24       23       27       28
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      181,139
COMMITMENTS
  13,433   12,779    8,912  151,102  153,187  173,447  174,878    7,692    6,261

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,435)
   7,218     -560      -35   -4,382    3,032    2,801    2,437     -366       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      7.1      4.9     83.4     84.6     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        5       29       30       36       35
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       71,642
COMMITMENTS
       0   11,006    1,721   63,181   49,962   64,902   62,689    6,740    8,953

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      3,378)
    -655      887       24    3,807    2,774    3,176    3,685      202     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.4      2.4     88.2     69.7     90.6     87.5      9.4     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        2       20       18       22       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      157,757
COMMITMENTS
       0       32    2,946  150,831  151,106  153,777  154,084    3,980    3,673

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        866)
       0   -2,246      240     -590    2,627     -350      621    1,216      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      1.9     95.6     95.8     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       0        1        1       30       33       31       34
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       83,719
COMMITMENTS
       0      589        0   65,708   79,693   65,708   80,282   18,011    3,437

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,721)
       0        0        0    2,970    1,601    2,970    1,601   -1,249      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     78.5     95.2     78.5     95.9     21.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       17       18       17       19
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      356,540
COMMITMENTS
  13,713    4,182    4,719  333,349  341,778  351,781  350,679    4,759    5,861

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,583)
    -185     -605     -768    2,321    3,264    1,368    1,891      215     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.2      1.3     93.5     95.9     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       2        5        3       45       41       49       47
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       87,904
COMMITMENTS
   3,377    2,048    4,830   75,010   73,179   83,217   80,057    4,687    7,847

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,483)
     -62      428      -57    1,633      802    1,514    1,173      -31      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      2.3      5.5     85.3     83.2     94.7     91.1      5.3      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        5       22       23       27       28
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,728
COMMITMENTS
       0    7,647      443   49,512   48,092   49,955   56,182   13,773    7,546

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -376)
       0     -124       69     -101      -62      -32     -117     -344     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.0      0.7     77.7     75.5     78.4     88.2     21.6     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       16       20       17       21
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      178,227
COMMITMENTS
  43,057    8,610        0  134,237  165,055  177,294  173,665      933    4,562

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     17,245)
  12,078    8,610      -61    5,350    8,246   17,367   16,795     -122      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2      4.8      0.0     75.3     92.6     99.5     97.4      0.5      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        0       29       32       34       35
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      159,735
COMMITMENTS
  49,288   17,325    1,205  108,326  139,485  158,819  158,015      916    1,720

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     22,401)
  12,078    8,490       59   10,390   12,963   22,527   21,512     -126      889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.9     10.8      0.8     67.8     87.3     99.4     98.9      0.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        5        2       38       34       45       40
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       46,073
COMMITMENTS
     310        0        0   45,550   45,588   45,860   45,588      213      485

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,260)
       0        0        0    1,320    1,260    1,320    1,260      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     98.9     98.9     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        0       17       25       18       25
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      138,117
COMMITMENTS
     966        0      107  124,306  127,263  125,379  127,370   12,738   10,747

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -3,454)
     966        0      107   -2,961   -3,749   -1,888   -3,642   -1,566      188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.1     90.0     92.1     90.8     92.2      9.2      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        0        1       28       25       29       26
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,956
COMMITMENTS
       0      637    3,766   63,871   60,757   67,637   65,160    2,319    4,796

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -210)
       0      393      470        6     -664      476      199     -686     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.9      5.4     91.3     86.9     96.7     93.1      3.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       15       15       17       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,311
COMMITMENTS
       0    1,529    1,460  102,940  105,494  104,400  108,483    7,911    3,828

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      3,840)
       0   -1,846     -124    3,904    3,850    3,780    1,880       60    1,960

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.4      1.3     91.7     93.9     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        2       28       28       30       30
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,900
COMMITMENTS
   2,197        0    2,097   97,860   96,576  102,154   98,673    4,746    8,227

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        892)
    -191        0     -115    1,344      793    1,038      678     -146      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      2.0     91.5     90.3     95.6     92.3      4.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       16       19       18       21
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,282
COMMITMENTS
       0    1,804      310   66,551   67,171   66,861   69,285    6,421    3,997

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -317)
       0        0        0     -468     -410     -468     -410      151       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.4     90.8     91.7     91.2     94.5      8.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       19       13       20       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,276
COMMITMENTS
     240      211      341   20,149   20,080   20,730   20,632      546      644

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:         30)
       0        0        0        0       30        0       30       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      1.0      1.6     94.7     94.4     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        1       11       15       13       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,375
COMMITMENTS
       0    2,336    1,137  117,152  115,608  118,289  119,081    5,086    4,294

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,660)
       0    1,122     -708    3,467    1,368    2,759    1,782      -99      878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.9     95.0     93.7     95.9     96.5      4.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       20       19       21       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      312,185
COMMITMENTS
   5,806    6,114    6,343  290,879  293,668  303,028  306,125    9,157    6,060

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,062)
   2,062      595   -1,304      909    2,712    1,667    2,003      395       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.0      2.0     93.2     94.1     97.1     98.1      2.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        2        4       35       35       40       40
 
 
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV         Code-0233BM
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,936
COMMITMENTS
     364        0        0   17,417   17,202   17,781   17,202      155      734

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      0.0      0.0     97.1     95.9     99.1     95.9      0.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       13       13       14       13
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       38,692
COMMITMENTS
   2,244      260      806   34,604   36,106   37,654   37,172    1,038    1,520

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,840)
       0        0        0    1,840    1,840    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.7      2.1     89.4     93.3     97.3     96.1      2.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        3       15       18       21       21
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,856
COMMITMENTS
       0        0        0   39,396   40,973   39,396   40,973    2,460      883

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      3,765)
       0        0        0    3,337    4,671    3,337    4,671      428     -906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     94.1     97.9     94.1     97.9      5.9      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       14       18       14       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       52,040
COMMITMENTS
   1,294        0        0   49,066   51,182   50,360   51,182    1,680      858

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        450)
    -330        0        0      510      450      180      450      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     94.3     98.4     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        0       18       20       21       20
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      228,714
COMMITMENTS
  13,737   29,511    6,063  202,280  187,982  222,080  223,556    6,634    5,158

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,640)
     731        0       55       37       57      823      112      817    1,528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     12.9      2.7     88.4     82.2     97.1     97.7      2.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        5       34       31       40       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       75,689
COMMITMENTS
  12,315        0    1,583   55,461   71,519   69,359   73,102    6,330    2,587

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -151)
       0        0        0      991     -306      991     -306   -1,142      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      0.0      2.1     73.3     94.5     91.6     96.6      8.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        1       16       14       18       15
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       89,780
COMMITMENTS
       0        0        0   87,775   86,808   87,775   86,808    2,005    2,972

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        666)
       0        0        0      666      666      666      666        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.8     96.7     97.8     96.7      2.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        0        0       24       21       24       21
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       93,494
COMMITMENTS
     791   14,537      710   83,069   74,440   84,570   89,687    8,924    3,807

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        458)
       0     -642        0      428       30      428     -612       30    1,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     15.5      0.8     88.8     79.6     90.5     95.9      9.5      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        1       22       21       24       22
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       17,298
COMMITMENTS
       0        0        0   16,534   16,447   16,534   16,447      764      851

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      310      400      310      400       90        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.6     95.1     95.6     95.1      4.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       10       15       10       15
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      162,724
COMMITMENTS
  22,947    8,513   16,714  122,488  137,029  162,149  162,256      575      468

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        -71)
  -1,242      -27      205      986     -312      -51     -134      -20       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      5.2     10.3     75.3     84.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       9        9       15       57       52       73       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       56,911
COMMITMENTS
   1,614       15    2,985   52,288   53,887   56,887   56,887       24       24

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -821)
    -269     -409     -136     -440     -276     -845     -821       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      5.2     91.9     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        3       26       26       29       29
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      463,711
COMMITMENTS
  27,235        0    5,471  431,005  458,240  463,711  463,711        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:    -25,927)
  12,231        0     -271  -37,887  -25,656  -25,927  -25,927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      0.0      1.2     92.9     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       23       25       25       27
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,741,825
COMMITMENTS
 165,574   29,403   51,437  1524814  1660985  1741825  1741825        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      9,923)
 -10,721   -1,088   -3,880   24,524   14,891    9,923    9,923        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      1.7      3.0     87.5     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        6        7       43       46       53       54
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       57,698
COMMITMENTS
     136    8,506    4,631   52,907   44,537   57,674   57,674       24       24

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:         17)
       0   -1,353      705     -712      641       -7       -7       24       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     14.7      8.0     91.7     77.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        5       27       28       33       34
 
 
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064396
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      339,953
COMMITMENTS
   1,338    1,876   17,519  321,096  320,558  339,953  339,953        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -5,749)
     633      642     -321   -6,061   -6,070   -5,749   -5,749        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.6      5.2     94.5     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        2       20       19       22       21
 
 
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV     Code-06439A
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      647,404
COMMITMENTS
  34,786  187,335   10,385  602,233  449,684  647,404  647,404        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -1,625)
  -5,024  -14,440        0    3,399   12,815   -1,625   -1,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     28.9      1.6     93.0     69.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        2       26       25       32       29
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,864
COMMITMENTS
   5,276   19,821    1,827   44,140   29,352   51,243   51,000      621      864

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        453)
    -119   -1,367       40      509    1,803      430      476       23      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     38.2      3.5     85.1     56.6     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        2        3       24       25       28       30
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    1,857,565
COMMITMENTS
   7,840  1046605        0  1849725  810,960  1857565  1857565        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     20,000)
       0    8,000        0   20,000   12,000   20,000   20,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     56.3      0.0     99.6     43.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       13       11       14       13
 
 
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      651,050
COMMITMENTS
       0  368,150        0  651,050  282,900  651,050  651,050        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      2,150)
       0        0        0    2,150    2,150    2,150    2,150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     56.5      0.0    100.0     43.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        0       18       11       18       13
 
 
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV                         Code-06439K
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      926,440
COMMITMENTS
       0    3,920        0  926,440  922,520  926,440  926,440        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     22,000)
       0        0        0   22,000   22,000   22,000   22,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       15       12       15       13
 
 
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439L
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      297,624
COMMITMENTS
  12,336    2,408    1,936  283,352  293,280  297,624  297,624        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -808)
    -408        0        0     -400     -808     -808     -808        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.8      0.7     95.2     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        2       25       21       28       24
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       13,155
COMMITMENTS
   1,544      689      406   11,117   12,060   13,067   13,155       88        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        167)
       0       40        0      167      127      167      167        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      5.2      3.1     84.5     91.7     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        1       26       24       29       27
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,121,751
COMMITMENTS
       0   23,020   27,700  1094051  1071031  1121751  1121751        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0    4,000   -4,000    4,000        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.1      2.5     97.5     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       13       16       14
 
 
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV   Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      327,975
COMMITMENTS
       0        0        0  327,975  327,975  327,975  327,975        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -1,000)
       0        0        0   -1,000   -1,000   -1,000   -1,000        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       19       14       19       14
 
 
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV            Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      218,140
COMMITMENTS
       0       50    1,600  216,540  216,490  218,140  218,140        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.7     99.3     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       24       23       25
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,845
COMMITMENTS
     888    1,084      190   21,023   20,976   22,101   22,250    1,744    1,595

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:         -9)
     -69        0        0       60      -29       -9      -29        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.5      0.8     88.2     88.0     92.7     93.3      7.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        3       21       21       24       25
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,233,568
COMMITMENTS
  77,144  131,541  160,687  1995737  1941340  2233568  2233568        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:    170,867)
   3,555    1,200        0  167,312  169,667  170,867  170,867        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      5.9      7.2     89.4     86.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        2        1       29       27       30       30
 
 
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV              Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      728,423
COMMITMENTS
       0  117,131   11,470  716,953  599,822  728,423  728,423        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     44,904)
       0      630        0   44,904   44,274   44,904   44,904        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      1.6     98.4     82.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        3        1       32       28       33       31
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    1,184,852
COMMITMENTS
       0        0        0  1184852  1184852  1184852  1184852        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       19       10       19       10
 
 
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      377,945
COMMITMENTS
   4,200        0        0  373,745  377,945  377,945  377,945        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      0.0     98.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       24       14       25       14
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV    Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      633,032
COMMITMENTS
 105,480   16,394   33,511  494,041  583,127  633,032  633,032        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     15,649)
   1,929   -7,392    4,680    9,040   18,361   15,649   15,649        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      2.6      5.3     78.0     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       29       31       32       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       42,779
COMMITMENTS
   6,778    4,186    1,583   34,121   36,843   42,482   42,612      297      167

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        177)
     -22     -608      379     -200      385      157      156       20       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      9.8      3.7     79.8     86.1     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        4        4       33       31       37       36
 
 
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV                Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       23,058
COMMITMENTS
   3,091      275      102   19,865   22,681   23,058   23,058        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        826)
     256      -20        0      618      894      874      874      -48      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      1.2      0.4     86.2     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        3        2       21       17       23       21
 
 
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV              Code-0643BR
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      176,517
COMMITMENTS
  26,337        0      624  149,556  175,893  176,517  176,517        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      1,620)
   3,651        0        0   -2,031    1,620    1,620    1,620        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.0      0.4     84.7     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       15       11       17       12
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      622,327
COMMITMENTS
   6,826   13,113   35,268  580,233  573,946  622,327  622,327        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.1      5.7     93.2     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       26       18       28       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       31,750
COMMITMENTS
   3,348        0      173   28,184   31,174   31,705   31,347       45      403

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        -44)
     -44        0        0        0      -44      -44      -44        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.0      0.5     88.8     98.2     99.9     98.7      0.1      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        0        1       27       25       29       26
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        7,269
COMMITMENTS
       0      702       21    6,019    6,163    6,040    6,886    1,229      383

CHANGES FROM 08/27/13 (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      9.7      0.3     82.8     84.8     83.1     94.7     16.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       13       15       14       17
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       88,660
COMMITMENTS
       0    3,153        0   88,660   85,507   88,660   88,660        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        744)
       0     -744        0      744    1,488      744      744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0    100.0     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       12       13       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       20,918
COMMITMENTS
   3,545      144       44   16,904   20,283   20,493   20,471      425      447

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:         -2)
       0        0        0       40     -215       40     -215      -42      213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.7      0.2     80.8     97.0     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        1       20       22       24       24
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      321,546
COMMITMENTS
  49,757        0    1,560  270,229  319,986  321,546  321,546        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:       -744)
       0        0        0     -744     -744     -744     -744        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.5      0.0      0.5     84.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       21       20       24       21
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,874
COMMITMENTS
     896      320      337   15,513   16,110   16,746   16,767      128      107

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:         62)
       0        0        0      339       62      339       62     -277        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      1.9      2.0     91.9     95.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       25       25       28       29
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      221,987
COMMITMENTS
   5,169        0        0  216,818  221,987  221,987  221,987        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -4,280)
       0   -4,680        0   -4,280      400   -4,280   -4,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      0.0     97.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        0        0       19       15       21       15
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       27,707
COMMITMENTS
       0    1,810    2,869   24,814   23,028   27,683   27,707       24        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     -1,914)
       0      667      -54   -1,884   -2,527   -1,938   -1,914       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5     10.4     89.6     83.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       20       21       21       22
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      164,739
COMMITMENTS
       0      672        0  164,739  164,067  164,739  164,739        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:    -12,889)
  -1,584      672        0  -11,305  -13,561  -12,889  -12,889        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      0.0    100.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       17       19       17       20
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      784,200
COMMITMENTS
       0   78,080        0  784,200  706,120  784,200  784,200        0        0

CHANGES FROM 08/27/13 (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     10.0      0.0    100.0     90.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      243,620
COMMITMENTS
       0    8,500        0  243,620  235,120  243,620  243,620        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.0    100.0     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       22       14       22       15
 
 
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV                   Code-0643CR
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      137,325
COMMITMENTS
       0    1,000        0  137,325  136,325  137,325  137,325        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     11,055)
       0        0        0   11,055   11,055   11,055   11,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0    100.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       17       12       17       13
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      235,700
COMMITMENTS
       0        0        0  235,700  235,700  235,700  235,700        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:      6,375)
       0        0        0    6,375    6,375    6,375    6,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       14       19       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:      809,723
COMMITMENTS
       0        0        0  809,723  809,723  809,723  809,723        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     23,400)
       0        0        0   23,400   23,400   23,400   23,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       10       15       10
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      163,115
COMMITMENTS
     220        0        0  162,895  163,115  163,115  163,115        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      0.0     99.9    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       17       15       18       15
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      566,429
COMMITMENTS
       0        0        0  566,429  566,429  566,429  566,429        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       16       13       16       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      222,375
COMMITMENTS
   4,240        0        0  218,135  222,375  222,375  222,375        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     98.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       24       12       25       12
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      692,063
COMMITMENTS
       0        0        0  692,063  692,063  692,063  692,063        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       17       10       17       10
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,134,923
COMMITMENTS
       0    3,920        0  1134923  1131003  1134923  1134923        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0    100.0     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       19        9       19       10
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      309,235
COMMITMENTS
       0        0        0  309,235  309,235  309,235  309,235        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0    100.0    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       24       10       24       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    7,109,928
COMMITMENTS
 223,796        0      800  6885332  7109128  7109928  7109928        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:    145,056)
 -35,120        0      800  179,376  144,256  145,056  145,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.0      0.0     96.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        0        1       38       39       41       40
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,363,780
COMMITMENTS
  56,830   11,200      400  2306550  2352180  2363780  2363780        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     50,215)
  -9,500   -2,000      400   59,315   51,815   50,215   50,215        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.5      0.0     97.6     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        1       41       39       46       41
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    2,805,858
COMMITMENTS
 568,603  586,511  102,620  2134635  2116727  2805858  2805858        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     22,890)
      60    6,400   -5,595   28,425   22,085   22,890   22,890        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     20.9      3.7     76.1     75.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       5        9        6       46       42       55       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    5,726,717
COMMITMENTS
 137,502  358,507  152,836  5436379  5215374  5726717  5726717        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     90,000)
       0  -46,920        0   90,000  138,920   90,000   92,000        0   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      6.3      2.7     94.9     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        4       35       31       40       37
 
 
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                 Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      617,175
COMMITMENTS
       0      510      330  616,845  616,335  617,175  617,175        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     10,570)
       0        0        0   10,570   10,570   10,570   10,570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.1     99.9     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        1        1       29       14       30       15
 
 
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV        Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/03/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,165,191
COMMITMENTS
       0    9,914        0  2165191  2155277  2165191  2165191        0        0

CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST:     69,073)
       0        0        0   69,073   69,073   69,073   69,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.0    100.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       29       15       29       16



Updated September 6, 2013