CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       14,675
COMMITMENTS
   5,460    4,684    2,620    6,581    7,344   14,661   14,648       14       27

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        137)
    -413       28      105      502        4      194      137      -57        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     31.9     17.9     44.8     50.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        3        9        7       17       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       22,490
COMMITMENTS
  10,270    5,794    1,625   10,595   15,071   22,490   22,490        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         50)
    -350      250      350       50     -550       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7     25.8      7.2     47.1     67.0    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 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       14,903
COMMITMENTS
   2,275    3,255        0   12,628   11,648   14,903   14,903        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0      250     -100      100     -150        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     21.8      0.0     84.7     78.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        0        9        9       11       13
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,277,507
COMMITMENTS
 491,548  361,894  881,598  2875070  3023124  4248216  4266616   29,291   10,891

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:   -187,201)
  38,920 -131,765  -47,107 -176,127   -7,006 -184,314 -185,878   -2,887   -1,323

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.5      8.5     20.6     67.2     70.7     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      40       33       58      140      116      209      179
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      564,644
COMMITMENTS
 116,385  140,323  141,555  306,462  281,930  564,402  563,808      242      836

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     38,854)
  18,593   11,972   11,163    9,098   15,719   38,854   38,854        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.6     24.9     25.1     54.3     49.9    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      25       10       24       38       35       69       63
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,197
COMMITMENTS
  11,804    8,013    6,907  186,472  199,488  205,183  214,408   15,014    5,789

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      6,274)
      88    1,476      106    7,330    5,228    7,524    6,810   -1,250     -536

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      3.6      3.1     84.7     90.6     93.2     97.4      6.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        4        5       33       36       40       42
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      103,360
COMMITMENTS
   8,881        0      975   86,101   98,303   95,957   99,278    7,403    4,082

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,572)
   1,654     -535      194    1,183    3,906    3,031    3,565      541        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      0.0      0.9     83.3     95.1     92.8     96.1      7.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        0        2       26       23       29       25
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,414
COMMITMENTS
  19,792   13,790    3,385  197,098  201,404  220,275  218,579    6,139    7,835

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      7,877)
   2,148      280      366    5,625    7,245    8,139    7,891     -262      -14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      6.1      1.5     87.1     89.0     97.3     96.5      2.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        2       30       30       35       34
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      651,867
COMMITMENTS
  11,372    7,767   17,372  618,436  622,614  647,180  647,753    4,687    4,114

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:    -14,453)
  -7,141      361      100   -8,227  -14,856  -15,268  -14,395      815      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.2      2.7     94.9     95.5     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        4        4       52       38       57       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,302
COMMITMENTS
  11,002   13,495      997  241,656  236,051  253,655  250,543    7,647   10,759

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      6,412)
     977   -1,647   -1,922    5,258   10,822    4,313    7,253    2,099     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      5.2      0.4     92.5     90.3     97.1     95.9      2.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        4       30       26       36       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,760
COMMITMENTS
   2,191    3,723    4,478  247,300  242,705  253,969  250,906    4,791    7,854

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,626)
   1,711     -419      882     -332    2,040    2,261    2,503      365      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.4      1.7     95.6     93.8     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       2        4        5       37       43       43       48
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      102,713
COMMITMENTS
   2,952        0    1,805   91,697   91,568   96,454   93,373    6,259    9,340

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,094)
    -463        0      224    4,148    1,488    3,909    1,712     -815    1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.0      1.8     89.3     89.1     93.9     90.9      6.1      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       21       24       22       25
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,049
COMMITMENTS
       0    3,141    5,194   86,268   93,746   91,462  102,081   14,587    3,968

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,287)
  -4,837   -1,040     -111    6,719    4,343    1,771    3,192     -484   -1,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      4.9     81.3     88.4     86.2     96.3     13.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        2        2       21       21       23       23
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,775
COMMITMENTS
     788        0        0   26,497   29,319   27,285   29,319    2,490      456

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0     -210        0   -1,240      210   -1,240        0    1,240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     89.0     98.5     91.6     98.5      8.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        0        0       15       14       18       14
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,395
COMMITMENTS
     977    2,137    1,628   80,130   74,036   82,735   77,801    6,660   11,594

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         26)
     183     -676      225     -308   -3,545      100   -3,996      -74    4,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      2.4      1.8     89.6     82.8     92.5     87.0      7.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       16       20       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      222,457
COMMITMENTS
     331    5,397        0  213,819  210,567  214,150  215,964    8,307    6,493

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      6,997)
     331      776        0    9,309    6,062    9,640    6,838   -2,643      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.4      0.0     96.1     94.7     96.3     97.1      3.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        0       29       29       30       30
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       96,520
COMMITMENTS
       0        0        0   88,983   90,817   88,983   90,817    7,537    5,703

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      5,439)
       0        0        0    5,439    1,823    5,439    1,823        0    3,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.2     94.1     92.2     94.1      7.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       23       19       23       19
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      331,355
COMMITMENTS
     644        0        0  324,679  322,065  325,323  322,065    6,032    9,290

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     19,372)
     248   -5,994     -450   18,454   25,057   18,252   18,613    1,120      759

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.0      0.0     98.0     97.2     98.2     97.2      1.8      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       1        0        0       48       37       49       37
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       69,735
COMMITMENTS
   2,705    5,204    2,054   59,462   54,824   64,221   62,082    5,514    7,653

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,537)
   1,266    2,644     -795    2,154       73    2,625    1,922      -88      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      7.5      2.9     85.3     78.6     92.1     89.0      7.9     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        2       23       23       26       25
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,610
COMMITMENTS
   1,575      469    2,953   60,481   57,943   65,009   61,365    5,601    9,245

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -176)
    -580     -540       92       46      -57     -442     -505      266      329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      0.7      4.2     85.7     82.1     92.1     86.9      7.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       13       20       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      128,637
COMMITMENTS
  27,082        0    1,452   94,984  116,884  123,518  118,336    5,119   10,301

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     10,478)
   4,338   -4,110        0    2,031    9,422    6,369    5,312    4,109    5,166

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1      0.0      1.1     73.8     90.9     96.0     92.0      4.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        0        1       24       34       28       35
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      117,289
COMMITMENTS
  27,961   10,930    1,512   87,333  102,410  116,806  114,852      483    2,437

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     10,938)
   1,145      356       60    9,373   10,214   10,578   10,630      360      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8      9.3      1.3     74.5     87.3     99.6     97.9      0.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        7        2       32       37       38       45
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,759
COMMITMENTS
     480    6,280        0   64,493   58,849   64,973   65,129    1,786    1,630

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,557)
       0        0        0      663      658      663      658      894      899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      9.4      0.0     96.6     88.2     97.3     97.6      2.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        1        0       18       23       19       24
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      172,614
COMMITMENTS
   1,684       49      890  159,520  161,449  162,094  162,388   10,520   10,226

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      5,987)
     233       49      890    5,887    4,352    7,010    5,291   -1,023      696

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      0.5     92.4     93.5     93.9     94.1      6.1      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       30       28       33       29
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       18,828
COMMITMENTS
   1,087      217      240   16,305   16,901   17,632   17,358    1,196    1,470

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        420)
       0   -1,867        0      270    1,579      270     -288      150      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      1.2      1.3     86.6     89.8     93.6     92.2      6.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       15       13       17       15
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       60,186
COMMITMENTS
     807    2,098    2,591   50,645   50,193   54,043   54,882    6,143    5,304

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        872)
    -452       24    1,285       11     -831      844      478       28      394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      3.5      4.3     84.1     83.4     89.8     91.2     10.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       15       18       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      112,164
COMMITMENTS
       0    2,432    3,205  105,692   99,825  108,897  105,462    3,267    6,702

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,810)
       0      -12      -32    2,114    2,920    2,082    2,876      728      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      2.9     94.2     89.0     97.1     94.0      2.9      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        2       21       26       23       29
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       95,398
COMMITMENTS
   1,768      987      775   86,259   87,403   88,802   89,165    6,596    6,233

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      5,023)
       2     -123      238    4,009    4,093    4,249    4,208      774      815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.0      0.8     90.4     91.6     93.1     93.5      6.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       20       16       23       19
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       91,131
COMMITMENTS
       0   13,507        0   83,273   73,204   83,273   86,711    7,858    4,420

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.8      0.0     91.4     80.3     91.4     95.1      8.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16        9       16       10
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,948
COMMITMENTS
  10,574        0        0   16,511   31,368   27,085   31,368    4,863      580

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -188)
       0        0        0   -4,961     -188   -4,961     -188    4,773        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.1      0.0      0.0     51.7     98.2     84.8     98.2     15.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        0        9       16       11       16
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      131,929
COMMITMENTS
       0   22,427    2,321  121,813  105,847  124,134  130,595    7,795    1,334

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,475)
    -459     -408      130    2,428    3,933    2,099    3,655      376   -1,180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.0      1.8     92.3     80.2     94.1     99.0      5.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       20       17       21       20
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      227,772
COMMITMENTS
     413   13,381    5,886  208,731  199,260  215,030  218,527   12,742    9,245

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,656)
    -993     -439    1,007    2,740     -412    2,754      156      902    3,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.9      2.6     91.6     87.5     94.4     95.9      5.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        4        3       37       31       41       36
 
 
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                     Code-0233BQ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       13,286
COMMITMENTS
     480      690        0   12,384   12,286   12,864   12,976      422      310

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -120)
       0     -120        0     -120        0     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      5.2      0.0     93.2     92.5     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       11       13       12       14
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       32,447
COMMITMENTS
   2,524    2,158       62   26,884   29,679   29,470   31,899    2,977      548

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0      240        0     -868        0     -868      240      868     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      6.7      0.2     82.9     91.5     90.8     98.3      9.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        1       12       16       17       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,136
COMMITMENTS
     210        0        0   33,293   35,618   33,503   35,618    2,633      518

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        182)
    -774        0        0     -313      182   -1,087      182    1,269        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.0      0.0     92.1     98.6     92.7     98.6      7.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       19       19       20       19
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      275,115
COMMITMENTS
   2,672   24,922    1,869  261,457  243,400  265,998  270,191    9,117    4,924

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,291)
   2,672   -5,090     -920    1,055    8,431    2,807    2,421      484      870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      9.1      0.7     95.0     88.5     96.7     98.2      3.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        5        5       42       37       48       43
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       69,195
COMMITMENTS
   2,549        0        0   61,436   65,825   63,985   65,825    5,210    3,370

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,830)
  -2,537        0        0    5,221    2,098    2,684    2,098      146      732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.0      0.0     88.8     95.1     92.5     95.1      7.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       18       21       19       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,182
COMMITMENTS
       0        0        0   79,255   75,956   79,255   75,956    2,927    6,226

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -180   -2,534     -180   -2,534        0    2,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     96.4     92.4     96.4     92.4      3.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21       17       21       17
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       67,659
COMMITMENTS
       0        0        0   62,286   59,790   62,286   59,790    5,373    7,869

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,366)
  -1,860        0   -4,346    8,177    3,652    1,971     -694     -605    2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     92.1     88.4     92.1     88.4      7.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       20       11       20       11
 
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       18,564
COMMITMENTS
     217      372        0   17,885   15,370   18,102   15,742      462    2,822

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        240)
       0        0        0      240   -1,372      240   -1,372        0    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.0      0.0     96.3     82.8     97.5     84.8      2.5     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       10       13       11       14
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      142,286
COMMITMENTS
  15,727    9,042   16,102  110,162  116,567  141,991  141,711      295      575

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     -1,038)
  -3,843     -681      -18    2,823     -317   -1,038   -1,016        0      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      6.4     11.3     77.4     81.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      10       10       15       48       55       66       72
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       41,593
COMMITMENTS
   3,206      949    1,987   36,373   38,630   41,566   41,566       27       27

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     -4,581)
   1,393     -133     -592   -5,385   -3,883   -4,584   -4,608        3       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      2.3      4.8     87.4     92.9     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       25       21       28       25
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      342,531
COMMITMENTS
  22,472        0   25,434  294,625  317,097  342,531  342,531        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:    -22,722)
  -4,095        0    3,184  -21,811  -25,906  -22,722  -22,722        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      7.4     86.0     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        1       15       17       18       18
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,459,793
COMMITMENTS
  17,376   27,208   58,566  1383851  1374019  1459793  1459793        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      5,137)
  -8,912  -15,969    2,212   11,837   18,894    5,137    5,137        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.9      4.0     94.8     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        7       40       44       49       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       49,944
COMMITMENTS
   2,311    1,503    5,393   42,238   42,779   49,942   49,675        2      269

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,533)
      79      131     -209    1,662    1,367    1,532    1,289        1      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      3.0     10.8     84.6     85.7    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        3       22       20       25       26
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      296,189
COMMITMENTS
     656   54,009   11,285  284,248  230,895  296,189  296,189        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,256)
       0   -2,612     -912    3,168    5,780    2,256    2,256        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     18.2      3.8     96.0     78.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        1       14       16       16       19
 
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                    Code-06439A
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      628,242
COMMITMENTS
  46,190    9,127   19,543  562,509  599,572  628,242  628,242        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     14,345)
  -1,664    9,127    2,818   13,191    2,400   14,345   14,345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.5      3.1     89.5     95.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        2       29       29       34       31
 
 
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV                  Code-06439B
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       54,014
COMMITMENTS
   6,252    6,153    2,667   44,189   44,424   53,108   53,244      906      770

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        868)
     319     -664      -22      637    1,573      934      887      -66      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.4      4.9     81.8     82.2     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        3       23       29       28       32
 
 
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV                Code-06439C
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,635
COMMITMENTS
     300        0        0   44,440   45,230   44,740   45,230      895      405

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        640)
     150     -150     -150      315      855      315      555      325       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      0.0      0.0     97.4     99.1     98.0     99.1      2.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        0       27       22       30       22
 
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                      Code-06439F
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       59,276
COMMITMENTS
       0       70      230   58,306   58,616   58,536   58,916      740      360

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        995)
       0     -300      180      435      995      615      875      380      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.1      0.4     98.4     98.9     98.8     99.4      1.2      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        1        1       32       19       33       20
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,100
COMMITMENTS
       0      110       50   13,050   12,890   13,100   13,050        0       50

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      250      300      250        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.8      0.4     99.6     98.4    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       21       21       22       23
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      292,520
COMMITMENTS
  11,952        0    3,552  277,016  288,968  292,520  292,520        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         24)
    -784        0      392      416     -368       24       24        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.0      1.2     94.7     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        1       23       20       25       21
 
 
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV                   Code-06439R
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,098
COMMITMENTS
   3,341       43       44    5,526    8,924    8,911    9,011      187       87

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        300)
     237        0        0       86      259      323      259      -23       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7      0.5      0.5     60.7     98.1     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        1       14       19       18       20
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,125
COMMITMENTS
   4,575        0      150   13,400   17,975   18,125   18,125        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        125)
     125     -150        0        0      275      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2      0.0      0.8     73.9     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        2       16       11       18       13
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,115
COMMITMENTS
     190      125       40   19,645   19,725   19,875   19,890      240      225

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,475)
    -100       25        0    2,575    2,325    2,475    2,350        0      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.6      0.2     97.7     98.1     98.8     98.9      1.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        2        1       23       23       24       26
 
 
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV               Code-0643B1
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,671
COMMITMENTS
       0      700      360   13,036   12,371   13,396   13,431      275      240

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.1      2.6     95.4     90.5     98.0     98.2      2.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       21       22       22       23
 
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                    Code-0643B3
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,568
COMMITMENTS
   1,061       79      644   14,972   15,358   16,677   16,081      891    1,487

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -489)
    -341       -3      126     -294     -532     -509     -409       20      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      0.4      3.7     85.2     87.4     94.9     91.5      5.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        2       24       21       26       23
 
 
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV                  Code-0643B9
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       43,623
COMMITMENTS
       0   10,616    1,050   42,320   31,694   43,370   43,360      253      263

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,382)
       0      387     -390    1,762    1,145    1,372    1,142       10      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.3      2.4     97.0     72.7     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        4        1       35       32       36       36
 
 
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV                    Code-0643BA
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       51,216
COMMITMENTS
     170    8,688    1,845   49,080   40,655   51,095   51,188      121       28

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        929)
    -120   -2,033     -125    1,175    3,067      930      909       -1       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.3     17.0      3.6     95.8     79.4     99.8     99.9      0.2      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        3       36       37       41       42
 
 
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV                     Code-0643BC
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       33,290
COMMITMENTS
     200    1,535        0   32,900   31,685   33,100   33,220      190       70

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,505)
       0        0        0    2,435    2,495    2,435    2,495       70       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      4.6      0.0     98.8     95.2     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        1        0       27       17       28       18
 
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,100
COMMITMENTS
      20    1,545       80   41,575   40,475   41,675   42,100      425        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -495     -250     -495     -250      245        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.2     98.8     96.1     99.0    100.0      1.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       31       18       32       20
 
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643BF
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      413,250
COMMITMENTS
  78,386        0   26,373  308,491  386,877  413,250  413,250        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,686)
     807   -9,551      638    2,241   12,599    3,686    3,686        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0      0.0      6.4     74.6     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        1       29       33       33       34
 
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643BG
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,042
COMMITMENTS
   6,149      127      894   21,583   27,661   28,626   28,682      416      360

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        240)
     -99        0     -706      881      946       76      240      164        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2      0.4      3.1     74.3     95.2     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        1        4       28       33       35       37
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       16,419
COMMITMENTS
     784      353    1,172   14,193   14,870   16,149   16,395      270       24

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         78)
    -248        0        0       56       78     -192       78      270        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      2.1      7.1     86.4     90.6     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        1        1       22       11       26       12
 
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643BS
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      550,530
COMMITMENTS
   6,251        0   22,715  521,564  527,815  550,530  550,530        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     62,875)
    -760   -1,894        0   63,635   64,769   62,875   62,875        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.0      4.1     94.7     95.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       25       19       27       20
 
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                       Code-0643BT
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       50,121
COMMITMENTS
  10,351        0    2,165   37,264   47,170   49,780   49,335      341      786

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        796)
  -1,774        0    1,001    1,610     -205      837      796      -41        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      0.0      4.3     74.3     94.1     99.3     98.4      0.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       22       16       26       18
 
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BW
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        5,458
COMMITMENTS
     164    1,914        0    4,420    3,522    4,584    5,436      874       22

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
    -161        0        0       92        0      -69        0       69        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     35.1      0.0     81.0     64.5     84.0     99.6     16.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        0       11       10       12       13
 
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BX
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       60,835
COMMITMENTS
       0    3,904        0   60,835   56,931   60,835   60,835        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.4      0.0    100.0     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       12       11       13
 
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643BY
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       18,218
COMMITMENTS
   6,215       38      341   11,513   17,436   18,069   17,815      149      403

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -104)
      19   -1,782     -205      398    2,076      212       89     -316     -193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1      0.2      1.9     63.2     95.7     99.2     97.8      0.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        1        2       20       24       25       27
 
 
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643BZ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      196,828
COMMITMENTS
  47,034        0      392  149,402  196,436  196,828  196,828        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      4,690)
  -2,468        0   -1,912    9,070    6,602    4,690    4,690        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9      0.0      0.2     75.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        0        1       19       21       22       22
 
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643C3
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,461
COMMITMENTS
   2,658      210       79    9,593   11,708   12,330   11,997      131      464

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         16)
      19     -277     -216      232      233       35     -260      -19      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.3      1.7      0.6     77.0     94.0     98.9     96.3      1.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        2       20       24       25       28
 
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                      Code-0643C4
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      119,533
COMMITMENTS
   7,912        0    1,176  110,445  118,357  119,533  119,533        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
  -7,643        0        0    7,643        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      1.0     92.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        2       18       17       20       19
 
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                          Code-0643CB
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,215
COMMITMENTS
       0    1,752    1,608   19,559   17,855   21,167   21,215       48        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:       -660)
       0     -162        0     -660     -498     -660     -660        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      8.3      7.6     92.2     84.2     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       13       19       14
 
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                        Code-0643CC
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      201,764
COMMITMENTS
   7,696        0    3,856  190,212  197,908  201,764  201,764        0        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:     -8,037)
     312        0     -312   -8,037   -7,725   -8,037   -8,037        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.0      1.9     94.3     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14        9       15       10
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,510
COMMITMENTS
       0      925       50   20,900   20,535   20,950   21,510      560        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0     -100        0        0      100        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.3      0.2     97.2     95.5     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       18       14       19       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,800
COMMITMENTS
       0    1,000        0   18,250   17,800   18,250   18,800      550        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.0     97.1     94.7     97.1    100.0      2.9      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                       Code-0643CZ
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,500
COMMITMENTS
     100    5,400        0   22,400   16,890   22,500   22,290        0      210

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      3,370)
      50    3,600        0    3,320     -230    3,370    3,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     24.0      0.0     99.6     75.1    100.0     99.1      0.0      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       10       23       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,780
COMMITMENTS
       0        0        0   13,780   13,630   13,780   13,630        0      150

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,630)
       0        0        0    1,630    1,630    1,630    1,630        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17        8       17        8
 
 
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV                           Code-0643D4
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,780
COMMITMENTS
      50       50        0   20,095   20,730   20,145   20,780      635        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        485)
    -150        0        0      635      485      485      485        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      0.2      0.0     96.7     99.8     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       17       12       18       13
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,855
COMMITMENTS
       0        0        0   19,030   19,855   19,030   19,855      825        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        200)
    -325        0        0      525      200      200      200        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       20        9       20        9
 
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                        Code-0643D8
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,083
COMMITMENTS
       0        0        0   20,168   21,083   20,168   21,083      915        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        150)
    -325        0        0      475      150      150      150        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        0        0       22       10       22       10
 
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                   Code-0643DB
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      114,110
COMMITMENTS
   3,345      470      150  110,350  113,480  113,845  114,100      265       10

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        -85)
     100     -275      -25     -395      205     -320      -95      235       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      0.4      0.1     96.7     99.4     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        1        1       33       35       36       37
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      139,126
COMMITMENTS
   5,020      805      250  133,735  138,071  139,005  139,126      121        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      1,195)
     -10      -50     -125    1,210    1,370    1,075    1,195      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6      0.6      0.2     96.1     99.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        2       43       37       48       41
 
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                Code-0643DF
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      166,548
COMMITMENTS
  20,187    4,833    9,041  136,717  152,021  165,945  165,895      603      653

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:      2,833)
    -727   -3,363      627    3,422    5,865    3,322    3,129     -489     -296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      2.9      5.4     82.1     91.3     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9        4        9       40       35       52       46
 
 
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       97,430
COMMITMENTS
   2,464    1,720    1,685   93,136   94,025   97,285   97,430      145        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        455)
  -1,346      100       65    1,741      290      460      455       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.8      1.7     95.6     96.5     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        3       36       32       41       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,110
COMMITMENTS
     600    1,520        0   19,835   19,590   20,435   21,110      675        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        -85)
     -25      -50      -50      -10       15      -85      -85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      7.2      0.0     94.0     92.8     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       24       15       25       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,330
COMMITMENTS
     550      465        0   18,280   18,865   18,830   19,330      500        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0      -50        0        0       50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      2.4      0.0     94.6     97.6     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       22       14       23       15
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        9,100
COMMITMENTS
     220        0       90    8,245    8,495    8,555    8,585      545      515

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        645)
       0        0        0      645      645      645      645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      0.0      1.0     90.6     93.4     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        1       17       17       18       18
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       25,658
COMMITMENTS
   2,538      900      830   21,626   23,848   24,994   25,578      664       80

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        405)
  -1,950     -730     -320    2,908    1,535      638      485     -233      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      3.5      3.2     84.3     92.9     97.4     99.7      2.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        4       24       22       29       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,791
COMMITMENTS
   4,500        0       35   12,705   17,744   17,240   17,779      551       12

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         51)
       0     -610      -40       35      761       -5      111       56      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.3      0.0      0.2     71.4     99.7     96.9     99.9      3.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       20       21       22       22
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,918
COMMITMENTS
       0    1,320      115   19,187   18,393   19,302   19,828      616       90

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        291)
      -5     -745   -1,295    1,731    2,331      431      291     -140        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.6     96.3     92.3     96.9     99.5      3.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        3        1       28       23       29       26
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,224
COMMITMENTS
     185      555      105   15,688   15,554   15,978   16,214      246       10

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        222)
      80     -797        0       22    1,019      102      222      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      3.4      0.6     96.7     95.9     98.5     99.9      1.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        1       24       21       25       23
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,307
COMMITMENTS
       0       75        0   10,853   10,887   10,853   10,962      454      345

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:          0)
       0     -675        0        0      650        0      -25        0       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.7      0.0     96.0     96.3     96.0     96.9      4.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       13       15       13       16
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,390
COMMITMENTS
       0    2,770      280   11,070    8,340   11,350   11,390       40        0

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:        125)
    -600        0        0      725      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     24.3      2.5     97.2     73.2     99.6    100.0      0.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        3        1       22       19       23       22
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
FUTURES ONLY POSITIONS AS OF 11/04/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,664
COMMITMENTS
     820      200      430    6,874    7,924    8,124    8,554      540      110

CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST:         35)
    -900        0        0      935       35       35       35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      2.3      5.0     79.3     91.5     93.8     98.7      6.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       14       17       16



Updated November 7, 2014