CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       12,691
COMMITMENTS
   3,905    2,147    4,046    4,687    6,466   12,638   12,659       53       32

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,227)
     483      709      938     -201     -402    1,220    1,245        7      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.8     16.9     31.9     36.9     50.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       6        7        6       11        5       21       15
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       21,895
COMMITMENTS
  10,370    5,494    1,275   10,235   15,126   21,880   21,895       15        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -50)
     -65        0        0        0      -50      -65      -50       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4     25.1      5.8     46.7     69.1     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        2        8        7       17       12
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:        9,399
COMMITMENTS
   3,125    2,975       50    6,224    6,374    9,399    9,399        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -270)
     100      480     -300      -70     -450     -270     -270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     31.7      0.5     66.2     67.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        1        7        8       10       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,151,893
COMMITMENTS
 596,202  264,498  934,627  2592248  2941619  4123077  4140744   28,816   11,149

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:   -189,615)
  13,445   27,627  -50,857 -155,919 -164,915 -193,331 -188,145    3,716   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      6.4     22.5     62.4     70.9     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      40       26       53      143      117      206      173
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      564,229
COMMITMENTS
  69,264  151,257  128,213  366,260  284,176  563,737  563,646      492      583

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -49,338)
  -4,311      646      810  -17,330  -24,309  -20,831  -22,853  -28,507  -26,485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     26.8     22.7     64.9     50.4     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      16       19       26       39       36       69       67
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,484
COMMITMENTS
  26,131    2,431    7,785  175,625  206,676  209,541  216,892   17,943   10,592

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      4,548)
  -1,502      236      538    4,904    1,941    3,940    2,715      608    1,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      1.1      3.4     77.2     90.9     92.1     95.3      7.9      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        3        4       29       30       36       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      119,583
COMMITMENTS
   4,400    1,434      753  109,888  113,502  115,041  115,689    4,542    3,894

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      2,962)
     225     -209      -56    2,643    2,719    2,812    2,454      150      508

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      1.2      0.6     91.9     94.9     96.2     96.7      3.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       28       27       30       30
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,533
COMMITMENTS
  15,523   14,062    1,389  175,803  174,589  192,715  190,040    6,818    9,493

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,600)
    -552      561     -358    2,305      620    1,395      823      205      777

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      7.0      0.7     88.1     87.5     96.6     95.2      3.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        1       27       30       31       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      735,150
COMMITMENTS
  73,067    3,044   10,045  649,342  719,876  732,454  732,965    2,696    2,185

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     13,284)
   1,522     -818       96   11,398   14,299   13,016   13,577      268     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      0.4      1.4     88.3     97.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        3        4       55       41       60       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,941
COMMITMENTS
  20,054   14,974    1,309  206,576  209,480  227,939  225,763    6,002    8,178

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      7,050)
   1,531        0      895    9,916    8,326   12,342    9,221   -5,292   -2,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      6.4      0.6     88.3     89.5     97.4     96.5      2.6      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        3       27       25       34       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,072
COMMITMENTS
   1,922    1,967    2,812  239,342  234,802  244,076  239,581    2,996    7,491

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      8,441)
  -1,289      702      235    9,780    6,813    8,726    7,750     -285      691

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.8      1.1     96.9     95.0     98.8     97.0      1.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        3        3       40       39       44       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       99,156
COMMITMENTS
   2,203    2,380    4,430   88,232   86,031   94,865   92,841    4,291    6,315

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      3,216)
   1,272    1,660      300    2,500    5,269    4,072    7,229     -856   -4,013

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.4      4.5     89.0     86.8     95.7     93.6      4.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        4        2       22       25       24       30
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,681
COMMITMENTS
     620   14,037    5,532   87,929   81,098   94,081  100,667    9,600    3,014

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      2,259)
     -31      183       94    1,796    2,104    1,859    2,381      400     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     13.5      5.3     84.8     78.2     90.7     97.1      9.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        3        3       32       26       37       29
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,379
COMMITMENTS
   1,209        0        0   24,254   25,747   25,463   25,747      916      632

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,508)
       0        0        0    1,388    1,448    1,388    1,448      120       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.0     91.9     97.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       16       11       17       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       78,848
COMMITMENTS
   1,131    1,169    1,550   68,071   69,361   70,752   72,080    8,096    6,768

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        936)
    -366      -70      132    1,140      874      906      936       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.5      2.0     86.3     88.0     89.7     91.4     10.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       19       17       21       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      206,410
COMMITMENTS
     854        0        0  198,281  201,399  199,135  201,399    7,275    5,011

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      5,321)
       0        0        0    4,741    5,321    4,741    5,321      580        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.0      0.0     96.1     97.6     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        0        0       31       32       32       32
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,273
COMMITMENTS
       0        0        0   81,089   86,919   81,089   86,919    8,184    2,354

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        152)
       0        0        0       92       92       92       92       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.8     97.4     90.8     97.4      9.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       25       23       25
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      299,269
COMMITMENTS
       0    5,724      450  289,071  287,155  289,521  293,329    9,748    5,940

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      8,674)
       0      850      -62    7,632    7,563    7,570    8,351    1,104      323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.2     96.6     96.0     96.7     98.0      3.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       0        2        1       45       38       46       40
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,155
COMMITMENTS
   2,273    1,422    3,098   57,610   53,674   62,981   58,194    3,174    7,961

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,654)
     186   -1,017      370    2,781    1,961    3,337    1,314   -1,683      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      2.1      4.7     87.1     81.1     95.2     88.0      4.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       23       20       26       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,043
COMMITMENTS
   2,994        0    3,600   68,275   70,991   74,869   74,591    5,174    5,452

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,915)
  -1,067   -1,054      765    2,642    2,234    2,340    1,945     -425      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      4.5     85.3     88.7     93.5     93.2      6.5      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       17       19       19       21
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,459
COMMITMENTS
  11,910    6,234    1,538  108,170  110,227  121,618  117,999    1,841    5,460

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     11,506)
    -210    2,190        0   11,177    9,907   10,967   12,097      539     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      5.0      1.2     87.6     89.3     98.5     95.6      1.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        3        3       26       29       31       33
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,082
COMMITMENTS
  15,659    6,679    2,612   60,230   67,317   78,501   76,608      581    2,474

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     11,450)
     390    2,010      120   11,002    8,967   11,512   11,097      -62      353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      8.4      3.3     76.2     85.1     99.3     96.9      0.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        4        5       38       33       46       39
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       48,667
COMMITMENTS
       7        0      210   47,874   47,446   48,091   47,656      576    1,011

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      3,872)
     -90        0       90    3,872    3,508    3,872    3,598        0      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.4     98.4     97.5     98.8     97.9      1.2      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       19       25       20       26
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,184
COMMITMENTS
     566      671      717  131,819  132,373  133,102  133,761   11,082   10,423

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      6,223)
  -1,131     -132      -46    6,541    5,713    5,364    5,535      859      688

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.5      0.5     91.4     91.8     92.3     92.8      7.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       30       25       31       27
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       20,009
COMMITMENTS
       0    6,407        0   18,995   12,871   18,995   19,278    1,014      731

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -330)
       0      330        0     -451     -870     -451     -540      121      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     32.0      0.0     94.9     64.3     94.9     96.3      5.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        0       12        9       12       12
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,616
COMMITMENTS
       0    1,087    1,168   53,615   49,433   54,783   51,688    3,833    6,928

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        190)
       0       95      -93      345      188      252      190      -62        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      2.0     91.5     84.3     93.5     88.2      6.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       15       16       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      100,088
COMMITMENTS
       0    3,304    1,447   95,126   88,236   96,573   92,987    3,515    7,101

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -1,628)
       0      912   -1,200     -428   -1,126   -1,628   -1,414        0     -214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      1.4     95.0     88.2     96.5     92.9      3.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        2        2       23       22       25       24
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,089
COMMITMENTS
   5,464      574      847   64,412   72,755   70,723   74,176    8,366    4,913

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      3,816)
     604     -121      152    4,546    3,666    5,302    3,697   -1,486      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      0.7      1.1     81.4     92.0     89.4     93.8     10.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        1       18       15       21       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      120,865
COMMITMENTS
     412   24,187    1,715  113,027   93,866  115,154  119,768    5,711    1,097

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        475)
     -32      823       51      222     -327      241      547      234      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     20.0      1.4     93.5     77.7     95.3     99.1      4.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       19       20       21       23
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      242,921
COMMITMENTS
   1,445   25,441    4,972  226,406  204,064  232,823  234,477   10,098    8,444

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,802)
     117   -1,069     -157     -819    2,702     -859    1,476    2,661      326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     10.5      2.0     93.2     84.0     95.8     96.5      4.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        4       37       32       42       36
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       35,400
COMMITMENTS
   4,964      492        0   28,660   34,145   33,624   34,637    1,776      763

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,270)
     248      492        0      992    1,111    1,240    1,603       30     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      1.4      0.0     81.0     96.5     95.0     97.8      5.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        0       15       16       18       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       50,732
COMMITMENTS
   2,038        0        0   47,175   49,538   49,213   49,538    1,519    1,194

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      600      326      600      326     -120      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.0      0.0     93.0     97.6     97.0     97.6      3.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       20       15       21       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      265,396
COMMITMENTS
   7,900   31,199    3,333  245,601  224,781  256,834  259,313    8,562    6,083

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      6,868)
     124      490      331    6,323    5,862    6,778    6,683       90      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     11.8      1.3     92.5     84.7     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        3       46       34       51       40
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       57,647
COMMITMENTS
   4,908        0        0   48,494   54,673   53,402   54,673    4,245    2,974

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        453)
       0        0        0      302      453      302      453      151        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      0.0      0.0     84.1     94.8     92.6     94.8      7.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       16       20       17       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       77,948
COMMITMENTS
       0      488        0   73,315   76,262   73,315   76,750    4,633    1,198

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        362)
       0        0        0     -368      666     -368      666      730     -304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     94.1     97.8     94.1     98.5      5.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       22       17       22       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       59,923
COMMITMENTS
       0    4,215      124   52,787   53,559   52,911   57,898    7,012    2,025

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        121)
       0        0        0      336      645      336      645     -215     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      0.2     88.1     89.4     88.3     96.6     11.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        1       22       17       23       18
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       22,200
COMMITMENTS
     450      796        0   21,626   20,281   22,076   21,077      124    1,123

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.6      0.0     97.4     91.4     99.4     94.9      0.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0        9       10       10       11
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      149,041
COMMITMENTS
  24,945    7,107   14,741  108,570  126,102  148,256  147,950      785    1,091

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,364)
    -969      345      504    1,764      172    1,299    1,021       65      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      4.8      9.9     72.8     84.6     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11        6       13       49       54       65       69
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       46,929
COMMITMENTS
   5,956      308    1,598   39,375   45,023   46,929   46,929        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -2,811)
    -315     -156      -79   -2,417   -2,576   -2,811   -2,811        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      0.7      3.4     83.9     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        1        4       23       20       27       25
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      354,998
COMMITMENTS
  34,741      328   18,417  301,840  336,253  354,998  354,998        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:    -37,952)
  -4,600        0   -1,640  -31,712  -36,312  -37,952  -37,952        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.1      5.2     85.0     94.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        1       17       18       19       20
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,534,483
COMMITMENTS
  70,037   29,007   50,367  1414079  1455109  1534483  1534483        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     13,521)
  -5,200     -376    2,650   16,071   11,247   13,521   13,521        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.9      3.3     92.2     94.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        3        6       41       44       49       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       44,514
COMMITMENTS
   2,562    4,170    4,512   37,440   35,832   44,514   44,514        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -309)
     101    1,133   -1,083      673     -359     -309     -309        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      9.4     10.1     84.1     80.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        6        5       24       20       30       28
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      305,210
COMMITMENTS
       8   62,375   13,862  291,340  228,973  305,210  305,210        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      5,440)
    -640    3,840     -320    6,400    1,920    5,440    5,440        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.4      4.5     95.5     75.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       15       16       18       19
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      646,682
COMMITMENTS
  41,798        0   10,029  594,855  636,653  646,682  646,682        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -4,328)
    -376        0      376   -4,328   -4,704   -4,328   -4,328        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      0.0      1.6     92.0     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       26       29       30       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       53,669
COMMITMENTS
   4,585    5,097    2,393   45,803   45,265   52,781   52,755      888      914

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        336)
     -56        0       38      333      256      315      294       21       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      9.5      4.5     85.3     84.3     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        5       28       28       34       33
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,875
COMMITMENTS
     100        0        0   42,655   43,830   42,755   43,830    1,120       45

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      330      530      330      530      210       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     97.2     99.9     97.4     99.9      2.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       21       19       22       19
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       57,421
COMMITMENTS
     150      250       50   56,321   57,121   56,521   57,421      900        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        660)
       0        0        0      520      660      520      660      140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.4      0.1     98.1     99.5     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       32       20       34       21
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,705
COMMITMENTS
     300      150       50   12,355   12,505   12,705   12,705        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         45)
      50        0        0       -5       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.2      0.4     97.2     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        1       20       22       23       23
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      286,392
COMMITMENTS
   9,688    2,400    3,952  272,752  280,040  286,392  286,392        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         32)
  -1,120     -736    1,552     -400     -784       32       32        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.8      1.4     95.2     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        1        2       25       22       27       25
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       10,640
COMMITMENTS
   2,639      734      128    7,806    9,715   10,573   10,577       67       63

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         63)
       0        0        0       63       63       63       63        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.8      6.9      1.2     73.4     91.3     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        4        2       16       17       21       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,650
COMMITMENTS
   4,150      250      200   14,300   18,200   18,650   18,650        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3      1.3      1.1     76.7     97.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       11       17       13
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,850
COMMITMENTS
   1,030      200       20   18,560   19,630   19,610   19,850      240        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -45)
       0        0        0      -45      -45      -45      -45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.0      0.1     93.5     98.9     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        1       21       25       24       27
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       14,400
COMMITMENTS
       0    1,010      375   13,775   12,995   14,150   14,380      250       20

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        135)
       0        0        0      135      135      135      135        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      2.6     95.7     90.2     98.3     99.9      1.7      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        1       24       20       25       22
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       18,100
COMMITMENTS
   1,418      105      604   15,548   16,347   17,570   17,056      530    1,044

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         21)
      -4      -21       44       21       21       61       44      -40      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.6      3.3     85.9     90.3     97.1     94.2      2.9      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        1        2       27       24       29       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,774
COMMITMENTS
       0    7,543    1,867   33,842   26,269   35,709   35,679       65       95

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -167)
       0       63     -105       38     -125      -67     -167     -100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.1      5.2     94.6     73.4     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        5        4       35       33       39       38
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,142
COMMITMENTS
     740    6,517    3,165   40,092   34,420   43,997   44,102      145       40

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        230)
      50       30      -45      225      245      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     14.8      7.2     90.8     78.0     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       35       34       43       39
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       34,670
COMMITMENTS
     850        0        0   33,385   34,670   34,235   34,670      435        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      225      300      225      300       75        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.0      0.0     96.3    100.0     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       23       12       24       12
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,095
COMMITMENTS
     800        0        0   44,055   45,095   44,855   45,095      240        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        145)
       0        0        0      145      145      145      145        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      0.0     97.7    100.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       27       13       28       13
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      455,153
COMMITMENTS
  76,227    6,799   33,537  345,389  414,817  455,153  455,153        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -768)
   2,306        0        0   -3,074     -768     -768     -768        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      1.5      7.4     75.9     91.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        1        3       26       31       30       34
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       32,047
COMMITMENTS
   6,028      977    2,269   23,008   28,695   31,305   31,941      742      106

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -61)
     227       61     -185     -103       42      -61      -82        0       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8      3.0      7.1     71.8     89.5     97.7     99.7      2.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        5       27       32       34       38
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,707
COMMITMENTS
     130      199    1,689   14,888   14,819   16,707   16,707        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        387)
      29      153      -76      434      310      387      387        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.2     10.1     89.1     88.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       18       11       21       12
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      239,242
COMMITMENTS
  62,867        0    7,712  168,663  231,530  239,242  239,242        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -640)
       0        0        0     -640     -640     -640     -640        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.3      0.0      3.2     70.5     96.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       14        6       18        7
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      472,141
COMMITMENTS
   1,977    8,360   17,496  452,668  446,285  472,141  472,141        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,535)
       0        0        0    1,535    1,535    1,535    1,535        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      1.8      3.7     95.9     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        3        1       23       18       25       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       45,434
COMMITMENTS
  11,095        0      445   33,071   44,186   44,611   44,631      823      803

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       21        0       21        0      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      0.0      1.0     72.8     97.3     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       19       16       22       17
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,963
COMMITMENTS
     123    1,619        0    6,501    4,961    6,624    6,580      339      383

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     23.3      0.0     93.4     71.2     95.1     94.5      4.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        0       12       10       13       12
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       71,938
COMMITMENTS
       0    3,904        0   71,938   68,034   71,938   71,938        0        0

CHANGES FROM 08/26/14 (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      5.4      0.0    100.0     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       11       14       11       15
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,800
COMMITMENTS
   3,360       79      574   10,913   14,406   14,847   15,059      953      741

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         39)
     106        3      -41      -47       56       18       18       21       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      0.5      3.6     69.1     91.2     94.0     95.3      6.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       19       20       24       23
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      205,037
COMMITMENTS
  34,675       23    4,249  166,113  200,765  205,037  205,037        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      8,086)
  -5,424     -760    2,280   11,230    6,566    8,086    8,086        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9      0.0      2.1     81.0     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        2       19       21       23       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       13,058
COMMITMENTS
   1,193        0      704   10,837   12,207   12,734   12,911      324      147

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        110)
     -25        0       46       68       64       89      110       21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      0.0      5.4     83.0     93.5     97.5     98.9      2.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       20       22       24       24
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      139,189
COMMITMENTS
  11,088        0    3,603  124,498  135,586  139,189  139,189        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -367)
    -417        0      417     -367     -784     -367     -367        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.0      2.6     89.4     97.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        2       19       18       22       20
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,312
COMMITMENTS
       0    1,468    1,915   20,397   18,929   22,312   22,312        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -2,054)
     -52     -494        0   -2,002   -1,560   -2,054   -2,054        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      8.6     91.4     84.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       13       19       14
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      213,570
COMMITMENTS
     320        0    3,856  209,394  209,714  213,570  213,570        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:     -5,360)
     320       -8     -320   -5,360   -5,032   -5,360   -5,360        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      1.8     98.0     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       10       19       11
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,685
COMMITMENTS
       0      875       75   22,030   21,735   22,105   22,685      580        0

CHANGES FROM 08/26/14 (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      3.9      0.3     97.1     95.8     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       19       14       20       16
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,850
COMMITMENTS
       0      900        0   18,030   17,950   18,030   18,850      820        0

CHANGES FROM 08/26/14 (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      4.8      0.0     95.6     95.2     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       16        9       16       10
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       15,250
COMMITMENTS
       0        0        0   15,175   15,195   15,175   15,195       75       55

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     99.5     99.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        0        0       23       13       23       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,475
COMMITMENTS
       0      100       50   21,130   21,325   21,180   21,475      295        0

CHANGES FROM 08/26/14 (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      0.5      0.2     98.4     99.3     98.6    100.0      1.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        1       16       11       17       12
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,225
COMMITMENTS
       0        0        0   20,355   21,225   20,355   21,225      870        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0      -20      -20      -20      -20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     95.9    100.0     95.9    100.0      4.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       20       14       20       14
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      117,490
COMMITMENTS
   2,265       50        0  115,045  117,440  117,310  117,490      180        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      210      160      210      160      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.0     97.9    100.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        1        0       38       32       41       33
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      144,268
COMMITMENTS
   3,970        0      150  140,148  144,118  144,268  144,268        0        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        235)
     120        0        0      165      235      285      235      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      0.1     97.1     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        0        2       43       33       48       35
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      156,637
COMMITMENTS
  21,540    5,063    8,525  126,340  142,691  156,405  156,279      232      358

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:      1,263)
   1,440     -163      151     -378    1,243    1,213    1,231       50       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      3.2      5.4     80.7     91.1     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        7        8       41       36       52       47
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,356
COMMITMENTS
   2,105    2,345    2,045   92,106   91,966   96,256   96,356      100        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:       -155)
     -20        0       20     -170     -175     -170     -155       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.4      2.1     95.6     95.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        3        4       34       36       40       41
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,830
COMMITMENTS
       0    1,540        0   23,240   22,290   23,240   23,830      590        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      440      270      440      270     -170        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.0     97.5     93.5     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       12       22       13
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,985
COMMITMENTS
       0      515        0   20,580   20,470   20,580   20,985      405        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      210      210      210      210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.5      0.0     98.1     97.5     98.1    100.0      1.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       21       12       21       13
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        5,820
COMMITMENTS
       0       30       50    5,265    5,075    5,315    5,155      505      665

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:         15)
       0        0        0       15       25       15       25        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.5      0.9     90.5     87.2     91.3     88.6      8.7     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       13       18       14
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,275
COMMITMENTS
   3,513      250      300   12,866   16,567   16,679   17,117      596      158

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        357)
     -15        0       15      342      392      342      407       15      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3      1.4      1.7     74.5     95.9     96.5     99.1      3.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       23       21       27       24
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,898
COMMITMENTS
   3,660        0      220    8,214   12,606   12,094   12,826      804       72

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        105)
       0        0        0       95      105       95      105       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4      0.0      1.7     63.7     97.7     93.8     99.4      6.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       17       18       20       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,747
COMMITMENTS
       0    2,190      575   16,704   14,982   17,279   17,747      468        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        800)
       0        0        0      740      800      740      800       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     12.3      3.2     94.1     84.4     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        4        1       26       21       27       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,463
COMMITMENTS
     850       25       50   11,118   12,383   12,018   12,458      445        5

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        205)
      50        0        0      155      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      0.2      0.4     89.2     99.4     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        1       21       20       22       22
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,157
COMMITMENTS
       0      430       25    8,647    8,702    8,672    9,157      485        0

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      120      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      0.3     94.4     95.0     94.7    100.0      5.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       13       14       14       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        7,585
COMMITMENTS
     300    1,060      565    6,605    5,385    7,470    7,010      115      575

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0      -10        0      -10        0        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     14.0      7.4     87.1     71.0     98.5     92.4      1.5      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        1       21       18       23       19
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 09/02/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,080
COMMITMENTS
   1,450      100      100    6,005    7,750    7,555    7,950      525      130

CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      1.2      1.2     74.3     95.9     93.5     98.4      6.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       12       16       15



Updated September 5, 2014