CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       15,298
COMMITMENTS
   4,695    2,701    4,606    5,953    7,958   15,254   15,265       44       33

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -318)
     320      156     -200     -449     -275     -329     -319       11        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     17.7     30.1     38.9     52.0     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        7        6       10        5       21       15
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       24,175
COMMITMENTS
  10,360    5,494    1,285   12,530   17,396   24,175   24,175        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      -90      -90      -90      -90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9     22.7      5.3     51.8     72.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        4        3        8        8       17       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       10,064
COMMITMENTS
   2,625    2,900      350    7,089    6,814   10,064   10,064        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        425)
    -500     -125      300      625      250      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1     28.8      3.5     70.4     67.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        5        3        9        8       13       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,282,882
COMMITMENTS
 553,476  346,218  961,426  2741981  2963301  4256883  4270945   25,999   11,937

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     40,481)
 -16,649   33,685   -3,824   63,247    9,489   42,774   39,350   -2,293    1,131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      8.1     22.4     64.0     69.2     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      41       28       59      144      118      210      180
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      593,801
COMMITMENTS
  70,779  142,647  156,633  366,127  294,394  593,539  593,674      262      127

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     10,112)
   4,857   -2,563    8,674   -3,189    4,457   10,342   10,568     -230     -456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     24.0     26.4     61.7     49.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      20       18       29       39       38       73       71
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      215,692
COMMITMENTS
  21,050    1,740    6,710  168,475  196,400  196,235  204,850   19,457   10,842

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,418)
     132     -632       38    2,390    3,448    2,560    2,854      858      564

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.8      3.1     78.1     91.1     91.0     95.0      9.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        1        4       28       25       35       30
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,673
COMMITMENTS
   3,286      821    1,025   97,571  101,141  101,882  102,987    3,791    2,686

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,454)
     267     -656      176    1,045    1,860    1,488    1,380      -34       74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      0.8      1.0     92.3     95.7     96.4     97.5      3.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       27       28       30       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,469
COMMITMENTS
  14,135   12,775    1,010  172,907  172,029  188,052  185,814    5,417    7,655

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      4,330)
     -96     -868       -2    4,225    5,271    4,127    4,401      203      -71

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      6.6      0.5     89.4     88.9     97.2     96.0      2.8      4.0

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 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,455
COMMITMENTS
  62,964    3,295   10,767  623,657  683,680  697,388  697,742    2,067    1,713

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     11,212)
  -1,511     -315      518   12,263   11,071   11,270   11,274      -58      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      0.5      1.5     89.2     97.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       3        3        4       54       42       59       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      231,070
COMMITMENTS
  18,017   14,480    1,322  204,868  207,938  224,207  223,740    6,863    7,330

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,904)
   1,770      -62      -58    1,949    4,567    3,661    4,447      243     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      6.3      0.6     88.7     90.0     97.0     96.8      3.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7        1        3       25       25       32       29
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      229,887
COMMITMENTS
       0    2,912    3,001  224,031  217,116  227,032  223,029    2,855    6,858

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      4,003)
    -274      743     -271    4,635    4,013    4,090    4,485      -87     -482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      1.3     97.5     94.4     98.8     97.0      1.2      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        3        2       38       39       40       42
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       87,858
COMMITMENTS
   6,151    1,734    2,242   74,344   75,022   82,737   78,998    5,121    8,860

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        318)
     389        0     -279      -89      576       21      297      297       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.0      2.6     84.6     85.4     94.2     89.9      5.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       20       22       22       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,087
COMMITMENTS
     465    5,762   10,432   83,601   83,586   94,498   99,780    9,589    4,307

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      5,569)
      62   -2,681    2,480    4,919    5,799    7,461    5,598   -1,892      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.5     10.0     80.3     80.3     90.8     95.9      9.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        3       28       23       32       26
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,239
COMMITMENTS
   1,685      217    1,370   66,693   67,928   69,748   69,515    7,491    7,724

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,375)
     592     -310     -212    1,931    2,513    2,311    1,991       64      384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.3      1.8     86.3     87.9     90.3     90.0      9.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       18       17       20       20
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      199,491
COMMITMENTS
     434        0        0  190,630  193,681  191,064  193,681    8,427    5,810

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,818)
       0        0        0    1,320    2,790    1,320    2,790    1,498       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     95.6     97.1     95.8     97.1      4.2      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       30       29       31       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,041
COMMITMENTS
       0        0        0   82,172   87,447   82,172   87,447    6,869    1,594

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,032)
       0        0        0    1,938    1,094    1,938    1,094     -906      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.3     98.2     92.3     98.2      7.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       0        0        0       25       26       25       26
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      290,799
COMMITMENTS
       0    7,796      450  279,391  277,178  279,841  285,424   10,958    5,375

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,871)
       0        0        0    2,223    2,406    2,223    2,406      648      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.7      0.2     96.1     95.3     96.2     98.2      3.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       0        3        1       43       36       44       39
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       57,640
COMMITMENTS
   1,429      536    4,459   48,149   45,323   54,037   50,318    3,603    7,322

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -920)
     189     -688      886   -2,103   -2,962   -1,028   -2,764      108    1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      0.9      7.7     83.5     78.6     93.7     87.3      6.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        2       20       19       23       21
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       76,313
COMMITMENTS
   2,976        0    3,247   66,269   63,655   72,492   66,902    3,821    9,411

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        904)
  -1,762        0      844    2,953      124    2,035      968   -1,131      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      4.3     86.8     83.4     95.0     87.7      5.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       15       18       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,584
COMMITMENTS
  12,318    1,626      806   82,001   88,898   95,125   91,330    1,459    5,254

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,064)
   2,480        0        0      584    3,064    3,064    3,064        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      1.7      0.8     84.9     92.0     98.5     94.6      1.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       14       18       17       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       63,437
COMMITMENTS
  12,800    6,234    1,538   48,649   53,972   62,987   61,744      450    1,693

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      6,954)
   2,480        0        0    4,534    6,954    7,014    6,954      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.2      9.8      2.4     76.7     85.1     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        3       26       23       32       27
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       37,520
COMMITMENTS
       0      210        0   36,676   36,976   36,676   37,186      844      334

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      4,012)
       0        0        0    3,888    4,012    3,888    4,012      124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.6      0.0     97.8     98.6     97.8     99.1      2.2      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       14       23       14       24
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,947
COMMITMENTS
     313      341      854  131,318  132,489  132,485  133,684   10,462    9,263

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,013)
    -510        0      267    3,357    2,620    3,114    2,887   -1,101     -874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      0.6     91.9     92.7     92.7     93.5      7.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        1        1       32       28       33       30
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,642
COMMITMENTS
     314    4,450      120   17,815   13,434   18,249   18,004      393      638

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     -1,367)
     314   -1,957      120   -1,180      563     -746   -1,274     -621      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     23.9      0.6     95.6     72.1     97.9     96.6      2.1      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       11       10       12       12
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,277
COMMITMENTS
     334    2,579    1,053   52,256   50,187   53,643   53,819    2,634    2,458

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        260)
    -151      365     -131      573       26      291      260      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.6      1.9     92.9     89.2     95.3     95.6      4.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       15       16       17       18
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      101,675
COMMITMENTS
      46    1,000    2,370   95,669   91,852   98,085   95,222    3,590    6,453

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      7,692)
    -810     -720      958    6,386    7,655    6,534    7,893    1,158     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.0      2.3     94.1     90.3     96.5     93.7      3.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        1        2       21       23       23       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,660
COMMITMENTS
   3,047    1,266      527   67,242   73,256   70,816   75,049    8,844    4,611

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      5,549)
     178      866      -59    5,011    4,689    5,130    5,496      419       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      1.6      0.7     84.4     92.0     88.9     94.2     11.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       17       19       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,291
COMMITMENTS
       0   24,837    1,088  111,360   90,775  112,448  116,700    5,843    1,591

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      4,218)
       0      155     -178    3,754    4,027    3,576    4,004      642      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.0      0.9     94.1     76.7     95.1     98.7      4.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        1       19       18       20       21
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      225,471
COMMITMENTS
   2,932   17,158    2,645  210,037  198,324  215,614  218,127    9,857    7,344

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -165)
     360   -1,452     -459     -189    2,115     -288      204      123     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      7.6      1.2     93.2     88.0     95.6     96.7      4.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        3       35       29       38       32
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,565
COMMITMENTS
   3,939      957        0   20,736   25,098   24,675   26,055    1,890      510

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,821)
      62      279        0    2,697    2,662    2,759    2,941       62     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      3.6      0.0     78.1     94.5     92.9     98.1      7.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        0       14       14       17       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       40,905
COMMITMENTS
   1,790        0        0   37,999   40,393   39,789   40,393    1,116      512

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      0.0      0.0     92.9     98.7     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       15       19       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      251,179
COMMITMENTS
   4,391   30,693    4,667  234,391  209,818  243,449  245,178    7,730    6,001

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      6,623)
  -2,390     -337    2,009    7,123    5,381    6,742    7,053     -119     -430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     12.2      1.9     93.3     83.5     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        6        4       44       32       49       39
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       57,862
COMMITMENTS
   5,652        0        0   47,782   56,158   53,434   56,158    4,428    1,704

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      5,369)
   2,128        0        0    3,000    6,038    5,128    6,038      241     -669

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.0      0.0     82.6     97.1     92.3     97.1      7.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       17       21       18       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,574
COMMITMENTS
       0      248        0   74,660   76,881   74,660   77,129    3,914    1,445

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,532)
       0        0        0    1,198    1,135    1,198    1,135      334      397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.3      0.0     95.0     97.8     95.0     98.2      5.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       17       23       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       53,939
COMMITMENTS
       0    1,012      279   45,754   49,637   46,033   50,928    7,906    3,011

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        494)
       0        0        0      463      463      463      463       31       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.9      0.5     84.8     92.0     85.3     94.4     14.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       21       17       22       18
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      149,583
COMMITMENTS
  24,062    7,703   15,611  108,933  125,191  148,606  148,505      977    1,078

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,545)
    -394     -414      577    2,042    2,362    2,225    2,525      320       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      5.1     10.4     72.8     83.7     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      10        8       13       48       53       64       68
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       47,314
COMMITMENTS
   5,528      539    1,571   40,215   45,204   47,314   47,314        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:          0)
    -378        0        0      378        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      1.1      3.3     85.0     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        1        4       25       21       29       26
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      367,272
COMMITMENTS
  33,831        0   19,713  313,728  347,559  367,272  367,272        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      7,882)
    -344     -328     -608    8,834    8,818    7,882    7,882        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      0.0      5.4     85.4     94.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       17       20       19       21
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,457,336
COMMITMENTS
  63,120   22,997   43,168  1351048  1391171  1457336  1457336        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     20,603)
  -2,640   -2,962    1,961   21,282   21,604   20,603   20,603        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      1.6      3.0     92.7     95.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        2        5       43       45       51       50
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       44,195
COMMITMENTS
   2,507    4,043    4,653   37,035   35,499   44,195   44,195        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     -3,118)
    -209     -527      399   -3,308   -2,782   -3,118   -2,910        0     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      9.1     10.5     83.8     80.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        6        5       22       21       27       29
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      282,154
COMMITMENTS
       8   61,375   11,910  270,236  208,869  282,154  282,154        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:    -23,056)
       0     -376   -2,576  -20,480  -20,104  -23,056  -23,056        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     21.8      4.2     95.8     74.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       15       15       18       18
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      634,639
COMMITMENTS
  39,142        0   18,989  576,508  615,650  634,639  634,639        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     16,500)
      72        0    7,832    8,596    8,668   16,500   16,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.0      3.0     90.8     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        2       24       30       29       32
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,784
COMMITMENTS
   4,444    4,584    2,890   43,898   43,926   51,232   51,400      552      384

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        652)
    -152     -255      344      776    1,373      968    1,462     -316     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      8.9      5.6     84.8     84.8     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        4       26       28       32       32
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       44,620
COMMITMENTS
     150        0        0   43,700   44,525   43,850   44,525      770       95

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        750)
       0        0        0      750      750      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.0      0.0     97.9     99.8     98.3     99.8      1.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        0        0       23       18       24       18
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,256
COMMITMENTS
     150      300        0   55,866   55,896   56,016   56,196      240       60

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        850)
       0        0        0      910      850      910      850      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.5      0.0     99.3     99.4     99.6     99.9      0.4      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       32       18       33       19
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,270
COMMITMENTS
      50      260        0   12,220   12,010   12,270   12,270        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        450)
     -50       60        0      500      400      450      460        0      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      2.1      0.0     99.6     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        0       19       19       20       21
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      270,552
COMMITMENTS
   8,888      328    3,592  258,072  266,632  270,552  270,552        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,864)
    -392     -784      392    3,864    4,256    3,864    3,864        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.1      1.3     95.4     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        2       25       18       27       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,260
COMMITMENTS
   2,885      148       44    6,221    9,024    9,150    9,216      110       44

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        134)
       0       23        0      111      111      111      134       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.2      1.6      0.5     67.2     97.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       13       15       17       18
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,800
COMMITMENTS
   4,050      250      200   13,550   17,350   17,800   17,800        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8      1.4      1.1     76.1     97.5    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 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,960
COMMITMENTS
     620      200      130   16,970   17,630   17,720   17,960      240        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        445)
    -150        0      100      495      345      445      445        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.1      0.7     94.5     98.2     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       21       23       23       25
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,568
COMMITMENTS
       0      635      375   12,938   12,118   13,313   13,128      255      440

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -440)
       0     -240        0     -460     -200     -460     -440       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.7      2.8     95.4     89.3     98.1     96.8      1.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       20       18       21       19
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,387
COMMITMENTS
   1,487        0      538   14,576   15,849   16,601   16,387      786    1,000

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        533)
      44        0        0      744      619      788      619     -255      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      3.1     83.8     91.2     95.5     94.2      4.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        2       24       25       26       27
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       35,458
COMMITMENTS
       0    8,215    1,625   33,484   25,558   35,109   35,398      349       60

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,164)
       0    1,427     -242    1,112      -21      870    1,164      294        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.2      4.6     94.4     72.1     99.0     99.8      1.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        3       33       32       36       36
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,419
COMMITMENTS
     400    6,363    3,165   39,724   33,890   43,289   43,418      130        1

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,250)
     -40      919     -160    1,450      531    1,250    1,290        0      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     14.7      7.3     91.5     78.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        4       35       37       41       42
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,395
COMMITMENTS
       0    1,535        0   33,035   31,860   33,035   33,395      360        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        900)
    -400        0        0    1,300      900      900      900        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     98.9     95.4     98.9    100.0      1.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       26       14       26       15
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,390
COMMITMENTS
       0    1,545        0   42,970   41,800   42,970   43,345      420       45

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        100)
  -1,000        0        0    1,100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.6      0.0     99.0     96.3     99.0     99.9      1.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       27       15       27       16
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      426,087
COMMITMENTS
  70,533    6,492   29,758  325,796  389,837  426,087  426,087        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,169)
  -6,886   -1,083      301    8,754    2,951    2,169    2,169        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.5      7.0     76.5     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       26       29       30       31
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,461
COMMITMENTS
   5,933      253    1,637   21,169   27,187   28,739   29,077      722      384

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -534)
    -337     -534     -336      139      381     -534     -489        0      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1      0.9      5.6     71.9     92.3     97.5     98.7      2.5      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        2        7       27       33       36       40
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,758
COMMITMENTS
     788      115    1,476   14,494   15,167   16,758   16,758        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:     -1,070)
      50     -467      -64   -1,056     -539   -1,070   -1,070        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.7      8.8     86.5     90.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        1       20       12       23       13
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      221,923
COMMITMENTS
  55,323        0    7,712  158,888  214,211  221,923  221,923        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:    -11,552)
  -7,544        0        0   -4,008  -11,552  -11,552  -11,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      0.0      3.5     71.6     96.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       13        6       17        7
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      473,068
COMMITMENTS
   1,569    3,199   20,641  450,858  449,228  473,068  473,068        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      6,832)
  -1,120   -3,145    2,761    5,191    7,216    6,832    6,832        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.7      4.4     95.3     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       22       17       24       19
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,801
COMMITMENTS
  12,069        0      953   34,939   46,618   47,961   47,571      840    1,230

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        255)
    -122        0      255      186        0      319      255      -64        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7      0.0      2.0     71.6     95.5     98.3     97.5      1.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       19       17       23       18
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,581
COMMITMENTS
     287    1,678        0    5,893    4,433    6,180    6,111      401      470

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:       -382)
     164       59        0     -608     -528     -444     -469       62       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     25.5      0.0     89.5     67.4     93.9     92.9      6.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       11        9       13       12
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       66,627
COMMITMENTS
       0    3,904        0   66,627   62,723   66,627   66,627        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        809)
       0        0        0      809      809      809      809        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.9      0.0    100.0     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       13       11       14
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,659
COMMITMENTS
   3,464      248      498   10,632   14,274   14,594   15,020    1,065      639

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        951)
     256       92       69      647      809      972      970      -21      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1      1.6      3.2     67.9     91.2     93.2     95.9      6.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        4       17       21       22       25
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      198,654
COMMITMENTS
  37,697      465    5,425  155,532  192,764  198,654  198,654        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      7,849)
   3,909      465    1,137    2,803    6,247    7,849    7,849        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.2      2.7     78.3     97.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        1        2       19       21       23       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,297
COMMITMENTS
   1,147      218      703   10,165   11,250   12,015   12,171      282      126

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        -27)
      68      118      -53      -65      -92      -50      -27       23        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      1.8      5.7     82.7     91.5     97.7     99.0      2.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       20       22       25       25
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      131,526
COMMITMENTS
  11,040        0    4,020  116,466  127,506  131,526  131,526        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,808)
   1,185        0        0    2,623    3,808    3,808    3,808        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      3.1     88.5     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       17       16       20       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,365
COMMITMENTS
       0    1,576    1,861   20,504   18,928   22,365   22,365        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:          2)
       0       81      -27       29      -52        2        2        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.0      8.3     91.7     84.6    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 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      217,730
COMMITMENTS
   3,856        0    4,168  209,706  213,562  217,730  217,730        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        312)
    -312        0      312      312        0      312      312        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.0      1.9     96.3     98.1    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 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,425
COMMITMENTS
       0      875       75   20,785   20,475   20,860   21,425      565        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.1      0.4     97.0     95.6     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       12       19       14
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,960
COMMITMENTS
       0      900        0   17,155   17,060   17,155   17,960      805        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.0     95.5     95.0     95.5    100.0      4.5      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 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,240
COMMITMENTS
       0        0        0   16,240   16,195   16,240   16,195        0       45

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,125)
       0        0        0    1,190    1,125    1,190    1,125      -65        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       10       23       10
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,645
COMMITMENTS
       0        0        0   11,345   11,605   11,345   11,605      300       40

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      3,050)
       0        0        0    3,115    3,050    3,115    3,050      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     97.4     99.7     97.4     99.7      2.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17        9       17        9
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,280
COMMITMENTS
      50       50        0   18,935   19,230   18,985   19,280      295        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        345)
       0       50        0      325      295      325      345       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3      0.3      0.0     98.2     99.7     98.5    100.0      1.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       12       17       13
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,995
COMMITMENTS
       0        0        0   20,045   20,995   20,045   20,995      950        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,850)
       0        0        0    2,730    2,850    2,730    2,850      120        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       18       10       18       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,075
COMMITMENTS
   2,365      555      215  112,495  114,305  115,075  115,075        0        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,580)
    -165       85      215    1,530    1,280    1,580    1,580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.5      0.2     97.8     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        1       40       34       44       36
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      139,076
COMMITMENTS
   3,975      480      250  134,850  138,346  139,075  139,076        1        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        246)
     100        0      200      -55       46      245      246        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.3      0.2     97.0     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        1        2       42       35       47       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      155,660
COMMITMENTS
  22,388    6,463    8,242  124,801  140,392  155,431  155,097      229      563

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      2,419)
     -17      180      675    1,776    1,329    2,434    2,184      -15      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      4.2      5.3     80.2     90.2     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        5        8       42       35       53       45
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,035
COMMITMENTS
   2,705    2,270    1,920   91,185   91,845   95,810   96,035      225        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:          5)
     -25        0       25     -130      -20     -130        5      135        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.4      2.0     94.9     95.6     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        4       33       36       39       41
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       23,330
COMMITMENTS
     400    1,590        0   22,220   21,740   22,620   23,330      710        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,525)
     400       50        0    1,005    1,475    1,405    1,525      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.8      0.0     95.2     93.2     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       23       11       24       12
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,325
COMMITMENTS
     300      515        0   20,500   20,810   20,800   21,325      525        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,660)
     300       50        0    1,240    1,610    1,540    1,660      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      2.4      0.0     96.1     97.6     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       23       13       24       15
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        6,425
COMMITMENTS
       0        0        0    5,925    5,775    5,925    5,775      500      650

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        605)
       0      -30      -50      660      700      610      620       -5      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.2     89.9     92.2     89.9      7.8     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,937
COMMITMENTS
   4,963      200      305   14,203   19,329   19,471   19,834      466      103

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,789)
     540        0       80    1,339    1,949    1,959    2,029     -170     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9      1.0      1.5     71.2     97.0     97.7     99.5      2.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        1        2       26       22       30       25
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,103
COMMITMENTS
   4,235        0      180    7,744   12,851   12,159   13,031      944       72

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        200)
     360        0      -15     -185      215      160      200       40        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3      0.0      1.4     59.1     98.1     92.8     99.5      7.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       18       18       21       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,977
COMMITMENTS
     125    2,694      575   16,740   14,653   17,440   17,922      537       55

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        244)
      50      634        0      391     -380      441      254     -197      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     15.0      3.2     93.1     81.5     97.0     99.7      3.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        1       25       19       27       23
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,200
COMMITMENTS
     970      205       55   11,706   12,940   12,731   13,200      469        0

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        424)
     125        0        0      264      429      389      429       35       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      1.6      0.4     88.7     98.0     96.4    100.0      3.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       22       21       24       23
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        8,870
COMMITMENTS
     300    1,410      290    8,165    6,555    8,755    8,255      115      615

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:      1,410)
       0      400     -300    1,710    1,385    1,410    1,485        0      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     15.9      3.3     92.1     73.9     98.7     93.1      1.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        1       19       17       21       19
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 09/16/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,348
COMMITMENTS
   1,180      200      370    6,318    7,655    7,868    8,225      480      123

CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST:        395)
       0      100        0      440      280      440      380      -45       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1      2.4      4.4     75.7     91.7     94.3     98.5      5.7      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       16       11       18       13



Updated September 19, 2014