CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:        5,067
COMMITMENTS
     397    1,022      150    4,467    3,845    5,014    5,017       53       50

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     20.2      3.0     88.2     75.9     99.0     99.0      1.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        1        9        4       15        8
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,780,576
COMMITMENTS
 1169756   84,185  1575991  2992090  4103591  5737837  5763767   42,739   16,809

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     -1,578)
  32,782   -9,215  -53,744   17,208   58,810   -3,754   -4,149    2,176    2,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      1.5     27.3     51.8     71.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      56       17       57      141      121      211      183
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      866,454
COMMITMENTS
 125,331  214,816  226,441  511,584  423,069  863,356  864,326    3,098    2,128

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:    168,292)
  87,487   85,140   20,393   58,162   61,297  166,042  166,830    2,250    1,462

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     24.8     26.1     59.0     48.8     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      20       20       27       41       42       76       74
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      256,499
COMMITMENTS
  34,165    7,418    6,073  197,276  236,758  237,514  250,249   18,985    6,250

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -413)
  -1,682      895     -142     -184     -975   -2,008     -222    1,595     -191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3      2.9      2.4     76.9     92.3     92.6     97.6      7.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        3        7       29       28       37       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,193
COMMITMENTS
  16,069    3,749    2,183  132,528  148,391  150,780  154,323    6,413    2,870

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:    -12,170)
   3,290      276   -1,221  -14,423  -11,164  -12,354  -12,109      184      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      2.4      1.4     84.3     94.4     95.9     98.2      4.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        4        3       29       29       33       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,119
COMMITMENTS
  26,364    2,980    6,048  177,868  203,134  210,280  212,162   10,839    8,957

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,641)
   1,073   -3,929    1,170      637    3,744    2,880      985     -239    1,656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9      1.3      2.7     80.4     91.9     95.1     95.9      4.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        1        3       25       27       30       30
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      822,507
COMMITMENTS
  49,107    3,768    8,143  757,461  802,789  814,711  814,700    7,796    7,807

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     12,634)
   1,143      785    3,109    5,590   10,257    9,842   14,151    2,792   -1,517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.5      1.0     92.1     97.6     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        2        4       52       38       58       42
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,683
COMMITMENTS
  33,443   17,652      721  224,339  241,486  258,503  259,859    8,180    6,824

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     16,533)
   6,859      492      104   10,306   16,330   17,269   16,926     -736     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      6.6      0.3     84.1     90.6     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       8        2        2       29       31       37       35
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,110
COMMITMENTS
   1,764        0    2,283  231,384  231,614  235,431  233,897    3,679    5,213

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,178)
   1,754     -999      657       72    2,605    2,483    2,263     -305      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      1.0     96.8     96.9     98.5     97.8      1.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        0        3       35       32       38       35
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       87,248
COMMITMENTS
   7,878        0    1,531   72,305   74,024   81,714   75,555    5,534   11,693

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,142)
   4,217        0   -1,060   -1,658    2,229    1,499    1,169      643      973

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.0      1.8     82.9     84.8     93.7     86.6      6.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        0        2       15       20       18       22
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      143,976
COMMITMENTS
  19,537   12,126   10,298  102,959  112,017  132,794  134,441   11,182    9,535

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,621)
   1,315     -338      404   -2,294   -3,743     -575   -3,677    2,196    5,298

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      8.4      7.2     71.5     77.8     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        3       24       27       28       30
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       21,555
COMMITMENTS
   5,260      451    1,054   13,078   19,416   19,392   20,921    2,163      634

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,356)
   1,519   -1,147    1,054     -499    2,567    2,074    2,474      282     -118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      2.1      4.9     60.7     90.1     90.0     97.1     10.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6        1        2       12       12       19       14
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,940
COMMITMENTS
       0    8,977    5,401   65,478   57,236   70,879   71,614   10,061    9,326

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        893)
       0    1,143      -27    1,449      816    1,422    1,932     -529   -1,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     11.1      6.7     80.9     70.7     87.6     88.5     12.4     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        2       17       17       19       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      178,669
COMMITMENTS
       0      193      996  171,989  172,684  172,985  173,873    5,684    4,796

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      3,004)
     -81      193      -27    5,349    3,329    5,241    3,495   -2,237     -491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.6     96.3     96.7     96.8     97.3      3.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       28       24       29       25
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,588
COMMITMENTS
       0        0        0   78,208   86,034   78,208   86,034   11,380    3,554

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      5,047)
       0        0        0    5,016    3,915    5,016    3,915       31    1,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.3     96.0     87.3     96.0     12.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       22       21       22       21
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      299,771
COMMITMENTS
   3,938    4,128    2,013  289,509  286,077  295,460  292,218    4,311    7,553

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,338)
   1,754    1,001     -834    3,731    4,881    4,651    5,048     -313     -710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.4      0.7     96.6     95.4     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        2        1       45       42       47       45
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,829
COMMITMENTS
   3,153   14,420    2,252   76,657   61,807   82,062   78,479    3,767    7,350

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        530)
  -2,754      977      675    2,153   -1,060       74      592      456      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7     16.8      2.6     89.3     72.0     95.6     91.4      4.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        3       22       21       26       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,185
COMMITMENTS
       0    1,366    2,414   64,031   66,208   66,445   69,988    9,740    6,197

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      3,588)
       0     -530      272    3,986    6,276    4,258    6,018     -670   -2,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.8      3.2     84.0     86.9     87.2     91.9     12.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       15       19       16       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      129,343
COMMITMENTS
  15,293    8,413    4,162  107,214  109,587  126,669  122,162    2,674    7,181

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     13,084)
   4,588    1,618       25    7,487    9,900   12,100   11,543      984    1,541

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      6.5      3.2     82.9     84.7     97.9     94.4      2.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       7        3        3       19       34       28       38
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,637
COMMITMENTS
  39,988    5,008    8,979   58,079   92,937  107,046  106,924    1,591    1,713

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     15,308)
   2,418     -335    2,102   10,594   13,334   15,114   15,101      194      207

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8      4.6      8.3     53.5     85.5     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      11        4        3       26       41       38       47
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,152
COMMITMENTS
     802        0        0   26,198   26,633   27,000   26,633    2,152    2,519

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,309)
     186        0        0    3,937    3,922    4,123    3,922      186      387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.0     89.9     91.4     92.6     91.4      7.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       16       20       17       20
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      113,357
COMMITMENTS
       0    5,076        0   95,685   96,292   95,685  101,368   17,672   11,989

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      5,991)
       0        0        0    2,857    8,838    2,857    8,838    3,134   -2,847

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.0     84.4     84.9     84.4     89.4     15.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        0       31       27       31       28
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,439
COMMITMENTS
   4,717        0    1,513   54,702   59,914   60,932   61,427    7,507    7,012

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,960)
  -1,992        0    1,068    2,646      906    1,722    1,974      238      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.0      2.2     79.9     87.5     89.0     89.8     11.0     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       15       15       17       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,182
COMMITMENTS
       0    4,212      913  104,516   92,098  105,429   97,223    5,753   13,959

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        573)
       0     -442      540     -152    1,239      388    1,337      185     -764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.8      0.8     94.0     82.8     94.8     87.4      5.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        2        1       26       23       27       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,257
COMMITMENTS
       0      214      601   65,527   64,766   66,128   65,581    7,129    7,676

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,060)
    -302      214     -189     -190      604     -681      629    1,741      431

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.8     89.4     88.4     90.3     89.5      9.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       14       17       15
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,203
COMMITMENTS
   3,088        0        0   65,607   71,696   68,695   71,696    7,508    4,507

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,519)
     888        0        0    1,278    1,637    2,166    1,637      353      882

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      0.0     86.1     94.1     90.1     94.1      9.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0       18       13       20       13
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,863
COMMITMENTS
   7,867      212      124   22,322   29,369   30,313   29,705      550    1,158

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,271)
      93     -837      -62    1,436    1,922    1,467    1,023     -196      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      0.7      0.4     72.3     95.2     98.2     96.2      1.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        1       14       18       20       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,642
COMMITMENTS
       0    4,262      549  111,573  112,616  112,122  117,427    8,520    3,215

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     -3,121)
       0      654     -138   -3,718   -2,809   -3,856   -2,293      735     -828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.5     92.5     93.3     92.9     97.3      7.1      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       19       16       20       18
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      288,341
COMMITMENTS
     807   43,348    6,628  263,781  227,770  271,216  277,746   17,125   10,595

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -505)
  -1,734    4,351    1,566     -755   -6,076     -923     -159      418     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     15.0      2.3     91.5     79.0     94.1     96.3      5.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        2        3       33       28       37       31
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,375
COMMITMENTS
   7,165      310        0   24,477   31,320   31,642   31,630      733      745

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,395)
     -41      310        0    1,346      816    1,305    1,126       90      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      1.0      0.0     75.6     96.7     97.7     97.7      2.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        1        0       15       19       22       20
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,365
COMMITMENTS
       0        0        0   26,665   30,210   26,665   30,210    3,700      155

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -937)
       0        0        0   -1,577     -875   -1,577     -875      640      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     87.8     99.5     87.8     99.5     12.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       13       18       13       18
 
 
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       21,291
COMMITMENTS
       0        0        0   16,644   18,319   16,644   18,319    4,647    2,972

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      122     -124      122     -124      -62      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     78.2     86.0     78.2     86.0     21.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       13       13       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       44,075
COMMITMENTS
   2,934        0        0   39,124   43,370   42,058   43,370    2,017      705

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,767)
     310        0        0    1,886    1,752    2,196    1,752     -429       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      0.0      0.0     88.8     98.4     95.4     98.4      4.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       18       19       19       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      275,404
COMMITMENTS
   2,448   34,001    4,935  258,079  233,656  265,462  272,592    9,942    2,812

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,010)
  -3,001      723      588    5,172    2,794    2,759    4,105    1,251      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     12.3      1.8     93.7     84.8     96.4     99.0      3.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        5       39       35       45       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       88,988
COMMITMENTS
   8,679        0        0   75,791   83,529   84,470   83,529    4,518    5,459

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        728)
    -308        0        0      266     -400      -42     -400      770    1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0      0.0     85.2     93.9     94.9     93.9      5.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        0       22       20       24       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       75,986
COMMITMENTS
       0        0        0   68,950   73,512   68,950   73,512    7,036    2,474

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -307)
       0        0        0   -1,073     -394   -1,073     -394      766       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.7     96.7     90.7     96.7      9.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       18       16       18       16
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       81,271
COMMITMENTS
     943    1,490    1,637   67,334   70,372   69,914   73,499   11,357    7,772

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -370)
      31   -1,545     -173   -2,516        0   -2,658   -1,718    2,288    1,348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.8      2.0     82.9     86.6     86.0     90.4     14.0      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       16       19       18
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       14,232
COMMITMENTS
     280      615        0   13,331   11,786   13,611   12,401      621    1,831

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      4.3      0.0     93.7     82.8     95.6     87.1      4.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0        9       13       10       15
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      151,873
COMMITMENTS
  15,595    6,160   11,267  123,758  133,153  150,620  150,580    1,253    1,293

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,472)
  -1,924      767    1,130    2,053     -507    1,259    1,390      213       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      4.1      7.4     81.5     87.7     99.2     99.1      0.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       8        6       11       56       56       68       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,626
COMMITMENTS
   6,417      228    1,562   52,647   58,812   60,626   60,602        0       24

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,684)
     699     -157     -180    4,165    5,021    4,684    4,684        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      0.4      2.6     86.8     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        1        2       27       22       31       24
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      481,901
COMMITMENTS
     304   12,726   20,351  461,246  448,824  481,901  481,901        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     -1,919)
    -680      912     -320     -919   -2,511   -1,919   -1,919        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.6      4.2     95.7     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       21       22       24       24
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,535,916
COMMITMENTS
  21,169      352   35,027  1475472  1496289  1531668  1531668    4,248    4,248

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     25,283)
   1,837   -2,475    2,866   16,332   20,644   21,035   21,035    4,248    4,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      2.3     96.1     97.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        1        5       44       44       50       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       48,242
COMMITMENTS
   1,100    9,016    3,818   43,324   35,408   48,242   48,242        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        858)
    -234      -24      103      989      779      858      858        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3     18.7      7.9     89.8     73.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        4       25       22       30       28
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      339,025
COMMITMENTS
   7,504   28,276   28,878  302,643  281,871  339,025  339,025        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -671)
       0        0     -648      -23      -23     -671     -671        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      8.3      8.5     89.3     83.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       14       18       16
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      530,951
COMMITMENTS
  30,850        0   10,591  489,510  520,360  530,951  530,951        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     14,453)
  -3,928     -352    3,544   14,837   11,261   14,453   14,453        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      0.0      2.0     92.2     98.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        1       29       31       33       32
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       52,961
COMMITMENTS
   4,988      170    1,994   45,622   49,353   52,604   51,517      357    1,444

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,680)
      70     -170      150    1,441    1,637    1,661    1,617       19       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      0.3      3.8     86.1     93.2     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       31       32       36       35
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    3,558,270
COMMITMENTS
       0        0        0  3558270  3558270  3558270  3558270        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     42,570)
  -7,750        0        0   50,320   42,570   42,570   42,570        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       13       19       13
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        5,500
COMMITMENTS
     550    1,250       50    4,850    3,450    5,450    4,750       50      750

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     -3,500)
     550      650     -300   -3,600   -3,150   -3,350   -2,800     -150     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0     22.7      0.9     88.2     62.7     99.1     86.4      0.9     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        1       17        8       18       11
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:    1,350,150
COMMITMENTS
       0        0        0  1350150  1350150  1350150  1350150        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     31,900)
  -2,100        0        0   34,000   31,900   31,900   31,900        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:       30)
       0        0        0       23       13       23       13
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      810,920
COMMITMENTS
       0        0        0  810,920  810,920  810,920  810,920        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     20,400)
       0        0        0   20,400   20,400   20,400   20,400        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:       25)
       0        0        0       17       13       17       13
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      284,952
COMMITMENTS
   8,288        0    3,888  272,368  280,656  284,544  284,544      408      408

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        392)
       0        0        0      -16      -16      -16      -16      408      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.4     95.6     98.5     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        1       24       18       25       19
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,974
COMMITMENTS
   1,996      318      106    9,641   11,489   11,743   11,913      231       61

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        401)
     105      -21        0      382      657      487      636      -86     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      2.7      0.9     80.5     95.9     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        2       15       21       21       23
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,208,660
COMMITMENTS
  46,500   58,770   93,280  1068880  1056610  1208660  1208660        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      4.9      7.7     88.4     87.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       10       13       12
 
 
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV      Code-0643AU
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MwH                                               OPEN INTEREST:      118,935
COMMITMENTS
       0    6,925        0  118,935  112,010  118,935  118,935        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.8      0.0    100.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       10       14       11
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      329,710
COMMITMENTS
   8,400        0        0  321,310  329,710  329,710  329,710        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      6,510)
       0        0        0    6,510    6,510    6,510    6,510        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       14       21       14
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      199,351
COMMITMENTS
   2,625        0        0  196,726  199,351  199,351  199,351        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      6,400)
       0        0        0    6,400    6,400    6,400    6,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.0      0.0     98.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       25       18       26       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,596
COMMITMENTS
     782      308      601   21,830   21,262   23,213   22,171      383    1,425

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        345)
       0        0        0      406      365      406      365      -61      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      1.3      2.5     92.5     90.1     98.4     94.0      1.6      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        1       28       25       29       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,984,103
COMMITMENTS
       0  321,297  287,965  2696138  2374841  2984103  2984103        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     31,487)
       0   19,416        0   31,487   12,071   31,487   31,487        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.8      9.6     90.4     79.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       0        4        1       32       31       33       35
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      897,647
COMMITMENTS
  17,985   76,308   69,103  810,539  752,236  897,627  897,647       20        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     11,837)
     525    5,361      615   10,697    5,903   11,837   11,879        0      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.5      7.7     90.3     83.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        7        5       39       30       45       38
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,153,228
COMMITMENTS
       0        0        0  2153228  2153228  2153228  2153228        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     48,677)
       0        0        0   48,677   48,677   48,677   48,677        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       21       10       21       10
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      635,195
COMMITMENTS
       0        0        0  635,195  635,195  635,195  635,195        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     10,180)
       0        0        0   10,180   10,180   10,180   10,180        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:       32)
       0        0        0       27       15       27       15
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      513,430
COMMITMENTS
 107,893        0   24,672  380,865  488,758  513,430  513,430        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      8,457)
  -2,368        0    3,624    7,201    4,833    8,457    8,457        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      0.0      4.8     74.2     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        3       33       29       36       32
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,438
COMMITMENTS
   6,522    1,923      754   27,998   33,656   35,274   36,333    1,164      105

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        106)
     -64        3      105       64       18      105      126        1      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      5.3      2.1     76.8     92.4     96.8     99.7      3.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        3       31       33       36       37
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,637
COMMITMENTS
   7,351      153    1,281   18,005   25,203   26,637   26,637        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -324)
    -391     -235       53       14     -142     -324     -324        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6      0.6      4.8     67.6     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       20       13       24       16
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      219,538
COMMITMENTS
 102,579    2,216    1,308  115,651  216,014  219,538  219,538        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,908)
     252      952    1,004    1,652      952    2,908    2,908        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7      1.0      0.6     52.7     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14        8       16       11
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      492,836
COMMITMENTS
   4,288   21,668   16,705  471,843  454,463  492,836  492,836        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      5,931)
       0        0        0    5,931    5,931    5,931    5,931        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.4      3.4     95.7     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       18       25       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,571
COMMITMENTS
   6,262        0      252   23,485   29,898   29,999   30,150      572      421

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          2)
      42        0      -21     -317      -18     -296      -39      298       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      0.0      0.8     76.8     97.8     98.1     98.6      1.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       23       19       26       20
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,772
COMMITMENTS
       0    1,017        0    6,395    5,501    6,395    6,518      377      254

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:         42)
       0      -21        0       21       63       21       42       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     15.0      0.0     94.4     81.2     94.4     96.2      5.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       16       12       16       15
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,509
COMMITMENTS
   1,062      366      230   15,941   16,724   17,233   17,320      276      189

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        474)
     256     -169      148       70      474      474      453        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      2.1      1.3     91.0     95.5     98.4     98.9      1.6      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        1        2       20       20       24       22
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      250,461
COMMITMENTS
   9,775        0        0  240,686  250,461  250,461  250,461        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      1,143)
     407        0        0      736    1,143    1,143    1,143        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.0     96.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        0        0       17       19       20       19
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,494
COMMITMENTS
   2,119        0      230   12,874   14,967   15,223   15,197      271      297

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:       -104)
     -86        0       65      -20     -127      -41      -62      -63      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      0.0      1.5     83.1     96.6     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        0        3       19       23       26       26
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      170,616
COMMITMENTS
   6,874      407      352  163,390  169,857  170,616  170,616        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        446)
    -814      407        0    1,260       39      446      446        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      0.2     95.8     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        1       22       19       23       21
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,164
COMMITMENTS
       0    3,555    1,766   20,398   16,843   22,164   22,164        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:        284)
       0       52        0      284      232      284      284        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.0      8.0     92.0     76.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      158,665
COMMITMENTS
   7,058        0      654  150,953  158,011  158,665  158,665        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      2,931)
       0        0        0    2,931    2,931    2,931    2,931        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.4     95.1     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       13       14       14       15
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      802,818
COMMITMENTS
       0   34,220        0  802,818  768,598  802,818  802,818        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.0    100.0     95.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       14       18       15
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      230,540
COMMITMENTS
   2,150    3,225        0  228,390  227,315  230,540  230,540        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      3,200)
       0        0        0    3,200    3,200    3,200    3,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.4      0.0     99.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       14       22       15
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      303,130
COMMITMENTS
   1,050   10,675        0  302,080  292,455  303,130  303,130        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      5,350)
   1,050    2,150        0    4,300    3,200    5,350    5,350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      3.5      0.0     99.7     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       22       13       23       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:    1,019,775
COMMITMENTS
       0   23,360        0  1019775  996,415  1019775  1019775        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18        6       18        7
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      169,805
COMMITMENTS
       0        0        0  169,805  169,805  169,805  169,805        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      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       14       15       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      638,175
COMMITMENTS
       0        0        0  638,175  638,175  638,175  638,175        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      369,825
COMMITMENTS
       0    1,100    1,050  368,775  367,675  369,825  369,825        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,250)
       0        0        0    4,250    4,250    4,250    4,250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.3     99.7     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       15       23       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,219,700
COMMITMENTS
       0        0        0  1219700  1219700  1219700  1219700        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      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       21       14       21       14
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,022,370
COMMITMENTS
       0        0        0  2022370  2022370  2022370  2022370        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:    101,462)
       0        0        0  101,462  101,462  101,462  101,462        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:       26)
       0        0        0       22        8       22        8
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      546,635
COMMITMENTS
       0        0        0  546,635  546,635  546,635  546,635        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     26,065)
       0        0        0   26,065   26,065   26,065   26,065        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       23        9       23        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    9,347,781
COMMITMENTS
 149,969        0        0  9197812  9347781  9347781  9347781        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:    104,167)
   4,070        0        0  100,097  104,167  104,167  104,167        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        0        0       41       34       43       34
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,330,075
COMMITMENTS
  44,975      100    5,150  3279950  3324825  3330075  3330075        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     51,130)
   3,350      100    2,000   45,780   49,030   51,130   51,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.0      0.2     98.5     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        1        1       42       35       46       36
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,228,223
COMMITMENTS
 496,971  187,406  133,035  2598217  2907782  3228223  3228223        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     34,984)
  -2,490    2,732   18,445   19,029   13,807   34,984   34,984        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      5.8      4.1     80.5     90.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        9        8       43       42       54       52
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,944,150
COMMITMENTS
 145,122  205,880  136,776  6662252  6601494  6944150  6944150        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:    -48,439)
       0        0        0  -48,032  -48,439  -48,032  -48,439     -407        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      3.0      2.0     95.9     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        2       35       30       38       34
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      647,745
COMMITMENTS
   4,255    7,975    1,000  642,490  638,770  647,745  647,745        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,095)
   1,575    3,725        0    2,520      370    4,095    4,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.2      0.2     99.2     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       34       17       36       19
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,380,868
COMMITMENTS
   7,040   11,830        0  2373828  2369038  2380868  2380868        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      4,070)
       0        0        0    4,070    4,070    4,070    4,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      0.0     99.7     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       31       15       32       16
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      167,315
COMMITMENTS
  20,210   11,450    1,590  143,365  153,275  165,165  166,315    2,150    1,000

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     11,410)
       0        0        0   11,410   11,410   11,410   11,410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      6.8      1.0     85.7     91.6     98.7     99.4      1.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       21       24       23
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      337,567
COMMITMENTS
  48,400        0        0  289,167  337,567  337,567  337,567        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     83,718)
  23,320        0        0   60,398   83,718   83,718   83,718        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.0      0.0     85.7    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       20       13       21       13
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      163,037
COMMITMENTS
   1,100   21,822    3,520  158,417  137,695  163,037  163,037        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     27,820)
       0    6,610        0   27,820   21,210   27,820   27,820        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     13.4      2.2     97.2     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        5        2       27       23       31       28
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      341,404
COMMITMENTS
       0   11,341    4,070  337,334  325,641  341,404  341,052        0      352

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:     66,379)
       0   -2,035    2,035   64,344   66,379   66,379   66,379        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.2     98.8     95.4    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       17       20       19       22
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      120,233
COMMITMENTS
   5,455    7,500        0  114,778  112,733  120,233  120,233        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      9,235)
     735        0        0    8,500    9,235    9,235    9,235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      6.2      0.0     95.5     93.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       18       13       20       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
FUTURES ONLY POSITIONS AS OF 02/25/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      144,199
COMMITMENTS
  23,320        0        0  120,879  144,199  144,199  144,199        0        0

CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST:      8,369)
       0        0        0    8,369    8,369    8,369    8,369        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.0      0.0     83.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       13       13       14       13



Updated February 28, 2014