NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,782,154
COMMITMENTS
 1136974   93,400  1629735  2974882  4044781  5741591  5767916   40,563   14,238

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     61,786)
  73,994   16,243   -6,651   -8,246   53,015   59,097   62,607    2,689     -821

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.7      1.6     28.2     51.4     70.0     99.3     99.8      0.7      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      48       21       60      136      119      204      182
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,448,350
COMMITMENTS
 106,623  142,763  1142098  1198734  1162552  2447455  2447413      895      937

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    276,542)
  23,106   76,571  121,916  131,721   78,402  276,742  276,888     -200     -346

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      5.8     46.6     49.0     47.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      24       23       44       60       63      106      108
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      256,912
COMMITMENTS
  35,847    6,523    6,215  197,460  237,733  239,522  250,471   17,390    6,441

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      5,415)
   2,554     -315     -101    4,741   11,808    7,194   11,392   -1,779   -5,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.0      2.5      2.4     76.9     92.5     93.2     97.5      6.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        3        7       28       28       39       35
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      169,363
COMMITMENTS
  12,779    3,473    3,404  146,951  159,555  163,134  166,432    6,229    2,931

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        924)
    -568     -271      410      -78    1,735     -236    1,874    1,160     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.1      2.0     86.8     94.2     96.3     98.3      3.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        5       29       28       34       34
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,478
COMMITMENTS
  25,291    6,909    4,878  177,231  199,390  207,400  211,177   11,078    7,301

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        316)
   2,410      117      143   -1,226    1,526    1,327    1,786   -1,011   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.2      2.2     81.1     91.3     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        3       24       25       29       28
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      809,873
COMMITMENTS
  47,964    2,983    5,034  751,871  792,532  804,869  800,549    5,004    9,324

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     11,728)
    -641     -159    1,815   10,625   10,350   11,799   12,006      -71     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.4      0.6     92.8     97.9     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        2        4       50       37       55       41
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,150
COMMITMENTS
  26,584   17,160      617  214,033  225,156  241,234  242,933    8,916    7,217

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      2,775)
   4,053    2,018     -778     -778    3,861    2,497    5,101      278   -2,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      6.9      0.2     85.6     90.0     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        2       29       29       35       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,932
COMMITMENTS
      10      999    1,626  231,312  229,009  232,948  231,634    3,984    5,298

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      6,843)
    -120      976     -871    6,986    6,219    5,995    6,324      848      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.4      0.7     97.6     96.7     98.3     97.8      1.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        1        2       34       31       36       33
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       85,106
COMMITMENTS
   3,661        0    2,591   73,963   71,795   80,215   74,386    4,891   10,720

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,420)
     -35        0      188    4,118    4,751    4,271    4,939     -851   -1,519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      0.0      3.0     86.9     84.4     94.3     87.4      5.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        0        2       17       19       19       21
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      142,355
COMMITMENTS
  18,222   12,464    9,894  105,253  115,760  133,369  138,118    8,986    4,237

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        387)
     940     -212     -235    1,019    2,631    1,724    2,184   -1,337   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      8.8      7.0     73.9     81.3     93.7     97.0      6.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       26       29       30       32
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       19,199
COMMITMENTS
   3,741    1,598        0   13,577   16,849   17,318   18,447    1,881      752

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,643)
   1,051      124        0      -59    1,333      992    1,457      651      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      8.3      0.0     70.7     87.8     90.2     96.1      9.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        1        0       11       10       15       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       80,047
COMMITMENTS
       0    7,834    5,428   64,029   56,420   69,457   69,682   10,590   10,365

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      2,105)
    -758      596      654    1,419      948    1,315    2,198      790      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      9.8      6.8     80.0     70.5     86.8     87.1     13.2     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        2       16       16       18       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      175,665
COMMITMENTS
      81        0    1,023  166,640  169,355  167,744  170,378    7,921    5,287

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,187)
      33        0      -72    3,006    4,560    2,967    4,488    1,220     -301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.6     94.9     96.4     95.5     97.0      4.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        0        1       26       23       27       24
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,541
COMMITMENTS
       0        0        0   73,192   82,119   73,192   82,119   11,349    2,422

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,182)
       0        0        0    3,790    2,782    3,790    2,782     -608      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     86.6     97.1     86.6     97.1     13.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       21       21       21
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      295,433
COMMITMENTS
   2,184    3,127    2,847  285,778  281,196  290,809  287,170    4,624    8,263

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,115)
       0     -668       28    2,050    1,281    2,078      641     -963      474

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      1.1      1.0     96.7     95.2     98.4     97.2      1.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        2        1       45       42       47       44
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,299
COMMITMENTS
   5,907   13,443    1,577   74,504   62,867   81,988   77,887    3,311    7,412

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        368)
    -655     -952      465      842    1,673      652    1,186     -284     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9     15.8      1.8     87.3     73.7     96.1     91.3      3.9      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       22       20       26       24
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,597
COMMITMENTS
       0    1,896    2,142   60,045   59,932   62,187   63,970   10,410    8,627

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,762)
       0   -1,131      399    3,448    4,200    3,847    3,468      -85      294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.6      3.0     82.7     82.6     85.7     88.1     14.3     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        1       15       16       16       17
 
 
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2,500 MMbtus                                         OPEN INTEREST:      238,729
COMMITMENTS
  93,845   43,739   72,833   72,051  122,158  238,729  238,729        0       -0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    115,069)
  57,679   26,742   27,869   29,522   60,459  115,069  115,069       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    39.3     18.3     30.5     30.2     51.2    100.0    100.0      0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        7        7        3        8       14       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      116,259
COMMITMENTS
  10,705    6,795    4,137   99,727   99,687  114,569  110,619    1,690    5,640

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,398)
  -4,685      775    2,277    7,351    3,048    4,943    6,100     -545   -1,702

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      5.8      3.6     85.8     85.7     98.5     95.1      1.5      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        3        2       16       21       21       25
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       93,329
COMMITMENTS
  37,570    5,343    6,877   47,485   79,603   91,932   91,823    1,397    1,506

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,341)
  -4,220    1,147    1,905    5,625      541    3,310    3,593       31     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3      5.7      7.4     50.9     85.3     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      11        4        4       19       36       32       42
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,843
COMMITMENTS
     616        0        0   22,261   22,711   22,877   22,711    1,966    2,132

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,178)
       0        0        0      868    1,094      868    1,094      310       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      0.0     89.6     91.4     92.1     91.4      7.9      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       12       19       13       19
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,366
COMMITMENTS
       0    5,076        0   92,828   87,454   92,828   92,530   14,538   14,836

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,967)
       0        0        0    1,569    2,431    1,569    2,431      398     -464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0     86.5     81.5     86.5     86.2     13.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       28       25       28       26
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       66,479
COMMITMENTS
   6,709        0      445   52,056   59,008   59,210   59,453    7,269    7,026

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        995)
   1,192        0      -59   -1,453   -1,133     -320   -1,192    1,315    2,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.1      0.0      0.7     78.3     88.8     89.1     89.4     10.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        0        1       14       15       16       16
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      110,609
COMMITMENTS
       0    4,654      373  104,668   90,859  105,041   95,886    5,568   14,723

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,249)
       0    4,208   -1,227    4,476     -408    3,249    2,573        0      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      0.3     94.6     82.1     95.0     86.7      5.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       25       24       26       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,197
COMMITMENTS
     302        0      790   65,717   64,162   66,809   64,952    5,388    7,245

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -1,093)
    -271        0       26   -1,338   -1,150   -1,583   -1,124      490       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      1.1     91.0     88.9     92.5     90.0      7.5     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       15       17       16
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,684
COMMITMENTS
   2,200        0        0   64,329   70,059   66,529   70,059    7,155    3,625

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,547)
      31        0        0      620      934      651      934      896      613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.0      0.0     87.3     95.1     90.3     95.1      9.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       19       13       20       13
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       29,592
COMMITMENTS
   7,774    1,049      186   20,886   27,447   28,846   28,682      746      910

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,860)
     558      341      186    1,116      961    1,860    1,488        0      372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    26.3      3.5      0.6     70.6     92.8     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        2        1       13       16       18       18
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      123,763
COMMITMENTS
       0    3,608      687  115,291  115,425  115,978  119,720    7,785    4,043

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -320)
     -86      395     -234      635   -1,154      315     -993     -635      673

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.6     93.2     93.3     93.7     96.7      6.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        2        1       17       13       18       15
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      288,846
COMMITMENTS
   2,541   38,997    5,062  264,536  233,846  272,139  277,905   16,707   10,941

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      5,350)
     584      643      345    7,643    3,071    8,572    4,059   -3,222    1,291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     13.5      1.8     91.6     81.0     94.2     96.2      5.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       32       27       37       31
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,980
COMMITMENTS
   7,206        0        0   23,131   30,504   30,337   30,504      643      476

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,394)
   3,595        0        0    1,470    4,506    5,065    4,506     -671     -112

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.3      0.0      0.0     74.7     98.5     97.9     98.5      2.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        0       12       16       20       16
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       31,302
COMMITMENTS
       0        0        0   28,242   31,085   28,242   31,085    3,060      217

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        428)
       0        0        0      428      428      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     90.2     99.3     90.2     99.3      9.8      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       17       13       17
 
 
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       21,231
COMMITMENTS
       0        0        0   16,522   18,443   16,522   18,443    4,709    2,788

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -1,034)
       0        0        0   -3,793     -133   -3,793     -133    2,759     -901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     77.8     86.9     77.8     86.9     22.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       13       13       13
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       42,308
COMMITMENTS
   2,624        0        0   37,238   41,618   39,862   41,618    2,446      690

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        620)
       0        0        0      465      434      465      434      155      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      0.0     88.0     98.4     94.2     98.4      5.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       14       15       15       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      271,394
COMMITMENTS
   5,449   33,278    4,347  252,907  230,862  262,703  268,487    8,691    2,907

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,846)
  -1,670     -817      778    4,742    2,221    3,850    2,182   -2,004     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0     12.3      1.6     93.2     85.1     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        4        5       40       34       47       39
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       88,260
COMMITMENTS
   8,987        0        0   75,525   83,929   84,512   83,929    3,748    4,331

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      186      190      186      190      124      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.0      0.0     85.6     95.1     95.8     95.1      4.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       23       21       25       21
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       76,293
COMMITMENTS
       0        0        0   70,023   73,906   70,023   73,906    6,270    2,387

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,576)
       0        0        0    1,638    1,849    1,638    1,849      -62     -273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.8     96.9     91.8     96.9      8.2      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       15       19       15
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       81,641
COMMITMENTS
     912    3,035    1,810   69,850   70,372   72,572   75,217    9,069    6,424

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -598)
       0     -581     -353      428      336       75     -598     -673        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.7      2.2     85.6     86.2     88.9     92.1     11.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       15       21       18
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      154,703
COMMITMENTS
  17,691    5,436   10,431  125,537  137,624  153,659  153,491    1,045    1,212

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:         -1)
  -1,894       62      569    1,173     -932     -152     -301      152      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      3.5      6.7     81.1     89.0     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
       9        6       12       56       57       69       71
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       55,949
COMMITMENTS
   5,718      385    1,742   48,489   53,798   55,949   55,925        0       24

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        362)
   1,533     -334   -1,124      -47    1,820      362      362        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.2      0.7      3.1     86.7     96.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       26       22       29       25
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      483,820
COMMITMENTS
     984   11,814   20,671  462,165  451,335  483,820  483,820        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -7,974)
     984   -8,904    1,296  -10,254     -366   -7,974   -7,974        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.4      4.3     95.5     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       22       22       25       25
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,516,337
COMMITMENTS
  19,332    2,827   32,161  1464844  1481349  1516337  1516337       -0       -0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     49,173)
  -6,340      719      762   54,751   47,692   49,173   49,173       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.2      2.1     96.6     97.7    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        2        4       44       44       50       49
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       52,824
COMMITMENTS
   1,317   11,122    3,974   47,534   37,729   52,824   52,824       -0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,342)
     -36    1,046      -84    1,462      380    1,342    1,342       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     21.1      7.5     90.0     71.4    100.0    100.0     -0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        3        4       24       24       29       30
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      339,696
COMMITMENTS
   7,504   28,276   29,526  302,666  281,894  339,696  339,696        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -8,568)
     952      952     -304   -9,216   -9,216   -8,568   -8,568        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      8.3      8.7     89.1     83.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       15       14       18       16
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      516,498
COMMITMENTS
  34,778      352    7,047  474,673  509,099  516,498  516,498        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     47,681)
  -3,303        0    4,688   46,296   42,993   47,681   47,681        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      0.1      1.4     91.9     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        1       26       29       30       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,281
COMMITMENTS
   4,918      340    1,844   44,181   47,716   50,943   49,900      338    1,381

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,427)
      52        0       64    1,333    1,450    1,449    1,514      -22      -87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.7      3.6     86.2     93.0     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        3       31       31       35       35
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    3,515,700
COMMITMENTS
   7,750        0        0  3507950  3515700  3515700  3515700        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    302,650)
       0        0        0  302,650  302,650  302,650  302,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       13       19       13
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        9,000
COMMITMENTS
       0      600      350    8,450    6,600    8,800    7,550      200    1,450

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,850)
    -350      600      100    5,300    3,000    5,050    3,700     -200    1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      3.9     93.9     73.3     97.8     83.9      2.2     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        2       15       15       17       17
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:    1,318,250
COMMITMENTS
   2,100        0        0  1316150  1318250  1318250  1318250        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     91,240)
       0        0        0   91,240   91,240   91,240   91,240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     99.8    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       22       13       23       13
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      790,520
COMMITMENTS
       0        0        0  790,520  790,520  790,520  790,520        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     22,440)
       0        0        0   22,440   22,440   22,440   22,440        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       13       16       13
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      284,560
COMMITMENTS
   8,288        0    3,888  272,384  280,672  284,560  284,560        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,976)
  -1,504        0    1,136    2,344      840    1,976    1,976        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      1.4     95.7     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       23       16       24       17
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,573
COMMITMENTS
   1,891      339      106    9,259   10,832   11,256   11,277      317      296

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:         21)
      21        0        0        0       21       21       21        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.3      2.9      0.9     80.0     93.6     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       13       19       19       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,208,660
COMMITMENTS
  46,500   58,770   93,280  1068880  1056610  1208660  1208660        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     23,640)
  15,500   12,210        0    8,140   11,430   23,640   23,640        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       10       13       12
 
 
ISO NEW ENGLAND CT DA LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV  Code-0643AT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiples of 5 MWh                               OPEN INTEREST:      316,455
COMMITMENTS
       0    3,872        0  316,455  312,583  316,455  316,455        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.2      0.0    100.0     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       11       11       12
 
 
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV      Code-0643AU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MwH                                               OPEN INTEREST:      118,935
COMMITMENTS
       0    6,925        0  118,935  112,010  118,935  118,935        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,745)
       0        0        0    4,745    4,745    4,745    4,745        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       11       14       12
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      323,200
COMMITMENTS
   8,400        0        0  314,800  323,200  323,200  323,200        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      6,925)
       0        0        0    6,925    6,925    6,925    6,925        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      0.0     97.4    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       13       20       13
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      192,951
COMMITMENTS
   2,625        0        0  190,326  192,951  192,951  192,951        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      1,075)
       0        0        0    1,075    1,075    1,075    1,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.0      0.0     98.6    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       18       25       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,251
COMMITMENTS
     782      308      601   21,424   20,897   22,807   21,806      444    1,445

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        188)
      -2      -61        0      126      228      124      167       64       21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      1.3      2.6     92.1     89.9     98.1     93.8      1.9      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       27       26       28       28
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,952,616
COMMITMENTS
       0  301,881  287,965  2664651  2362770  2952616  2952616        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     22,210)
       0     -770    1,955   20,255   21,025   22,210   22,210        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.2      9.8     90.2     80.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        1       30       29       31       33
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      885,810
COMMITMENTS
  17,460   70,947   68,488  799,842  746,333  885,790  885,768       20       42

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      7,855)
       0     -565      615    7,240    7,805    7,855    7,855        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.0      7.7     90.3     84.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        6        5       39       30       45       37
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,104,551
COMMITMENTS
       0        0        0  2104551  2104551  2104551  2104551        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     20,350)
       0        0        0   20,350   20,350   20,350   20,350        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       20       11       20       11
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      625,015
COMMITMENTS
       0        0        0  625,015  625,015  625,015  625,015        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     10,500)
       0        0        0   10,500   10,500   10,500   10,500        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       27       14       27       14
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      504,973
COMMITMENTS
 110,261        0   21,048  373,664  483,925  504,973  504,973        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      6,555)
     453        0      329    5,773    6,226    6,555    6,555        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       33       29       36       31
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,491
COMMITMENTS
   6,586    1,920      649   28,093   33,797   35,328   36,366    1,163      125

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -104)
      44      172       23     -129     -299      -62     -104      -42        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      5.3      1.8     77.0     92.6     96.8     99.7      3.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        2       31       31       36       34
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,961
COMMITMENTS
   7,742      388    1,228   17,991   25,345   26,961   26,961        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:         26)
       0     -104        0       26      130       26       26        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    28.7      1.4      4.6     66.7     94.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       19       10       21       13
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      216,630
COMMITMENTS
 102,327    1,264      304  113,999  215,062  216,630  216,630        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        -46)
       0     -700        0      -46      654      -46      -46        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    47.2      0.6      0.1     52.6     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14        8       16       11
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      486,905
COMMITMENTS
   4,288   21,668   16,705  465,912  448,532  486,905  486,905        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      4,664)
       0        0        0    4,664    4,664    4,664    4,664        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.5      3.4     95.7     92.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        1       23       17       25       20
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,569
COMMITMENTS
   6,220        0      273   23,802   29,916   30,295   30,189      274      380

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        382)
      42        0      -42      382      424      382      382        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.3      0.0      0.9     77.9     97.9     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       24       21       27       22
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,730
COMMITMENTS
       0    1,038        0    6,374    5,438    6,374    6,476      356      254

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        276)
       0        0        0      317      297      317      297      -41      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     15.4      0.0     94.7     80.8     94.7     96.2      5.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        0       16       12       16       15
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,035
COMMITMENTS
     806      535       82   15,871   16,250   16,759   16,867      276      168

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:       -343)
    -383      -65      -42       82     -236     -343     -343        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      3.1      0.5     93.2     95.4     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       20       20       24       22
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      249,318
COMMITMENTS
   9,368        0        0  239,950  249,318  249,318  249,318        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:          0)
 -34,200        0     -704   34,904      704        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      0.0     96.2    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        0       17       18       19       18
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,598
COMMITMENTS
   2,205        0      165   12,894   15,094   15,264   15,259      334      339

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        297)
     -23        0      -42      322       83      257       41       40      256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      0.0      1.1     82.7     96.8     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        0        3       18       23       25       26
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      170,170
COMMITMENTS
   7,688        0      352  162,130  169,818  170,170  170,170        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      3,212)
   1,143        0        0    2,069    3,212    3,212    3,212        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.2     95.3     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       22       19       23       20
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,880
COMMITMENTS
       0    3,503    1,766   20,114   16,611   21,880   21,880        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        542)
       0        0        0      542      542      542      542        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     16.0      8.1     91.9     75.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      155,734
COMMITMENTS
   7,058        0      654  148,022  155,080  155,734  155,734        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        977)
       0        0        0      977      977      977      977        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      0.4     95.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        0        1       13       14       14       15
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      802,818
COMMITMENTS
       0   34,220        0  802,818  768,598  802,818  802,818        0        0

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       14       18       15
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      227,340
COMMITMENTS
   2,150    3,225        0  225,190  224,115  227,340  227,340        0        0

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

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       14       22       15
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      297,780
COMMITMENTS
       0    8,525        0  297,780  289,255  297,780  297,780        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      7,950)
       0    2,100        0    7,950    5,850    7,950    7,950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.9      0.0    100.0     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       12       22       13
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:    1,019,775
COMMITMENTS
       0   23,360        0  1019775  996,415  1019775  1019775        0        0

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

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

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

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -1,050)
       0        0        0   -1,050   -1,050   -1,050   -1,050        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       14       15       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      638,175
COMMITMENTS
       0        0        0  638,175  638,175  638,175  638,175        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     -2,035)
       0        0        0   -2,035   -2,035   -2,035   -2,035        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      365,575
COMMITMENTS
       0    1,100    1,050  364,525  363,425  365,575  365,575        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:        945)
       0        0        0      945      945      945      945        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       15       23       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,219,700
COMMITMENTS
       0        0        0  1219700  1219700  1219700  1219700        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     11,850)
       0        0        0   11,850   11,850   11,850   11,850        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,920,908
COMMITMENTS
       0        0        0  1920908  1920908  1920908  1920908        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     44,570)
       0        0        0   44,570   44,570   44,570   44,570        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       22        9       22        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      520,570
COMMITMENTS
       0        0        0  520,570  520,570  520,570  520,570        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     11,500)
       0        0        0   11,500   11,500   11,500   11,500        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       22       10       22       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    9,243,614
COMMITMENTS
 145,899        0        0  9097715  9243614  9243614  9243614        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     84,500)
  13,865        0        0   70,635   84,500   84,500   84,500        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        0        0       40       32       42       32
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,278,945
COMMITMENTS
  41,625        0    3,150  3234170  3275795  3278945  3278945        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     97,625)
   2,100        0        0   95,525   97,625   97,625   97,625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.1     98.6     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        0        1       42       34       46       35
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,197,987
COMMITMENTS
 499,461  183,277  115,987  2582540  2898723  3197987  3197987        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     34,028)
  -2,522  -16,254    8,206   28,344   42,076   34,028   34,028       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      5.7      3.6     80.8     90.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       5        9        7       41       44       53       53
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,992,589
COMMITMENTS
 145,122  205,880  136,776  6710284  6649933  6992182  6992589      407        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:    156,707)
  21,454        0  -41,134  176,387  197,841  156,707  156,707        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.9      2.0     96.0     95.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        2       34       30       37       34
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      643,650
COMMITMENTS
   2,680    4,250    1,000  639,970  638,400  643,650  643,650        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     11,860)
    -950    1,150   -1,150   13,960   11,860   11,860   11,860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.7      0.2     99.4     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       34       16       36       18
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,376,798
COMMITMENTS
   7,040   11,830        0  2369758  2364968  2376798  2376798        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     54,710)
       0   11,830        0   54,710   42,880   54,710   54,710        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       31       15       32       16
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      155,905
COMMITMENTS
  20,210   11,450    1,590  131,955  141,865  153,755  154,905    2,150    1,000

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     28,205)
    -210        0   -1,535   29,950   29,740   28,205   28,205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.0      7.3      1.0     84.6     91.0     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       21       21       23       23
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      253,849
COMMITMENTS
  25,080        0        0  228,769  253,849  253,849  253,849        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:          0)
 -20,704        0   -2,816   23,520    2,816        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      0.0      0.0     90.1    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        0        0       18       12       19       12
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      135,217
COMMITMENTS
   1,100   15,212    3,520  130,597  116,485  135,217  135,217        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      2,125)
       0     -525        0    2,125    2,650    2,125    2,125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8     11.3      2.6     96.6     86.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        5        2       26       19       30       24
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      275,025
COMMITMENTS
       0   13,376    2,035  272,990  259,262  275,025  274,673        0      352

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:     14,502)
       0    2,035        0   14,502   12,467   14,502   14,502        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.7     99.3     94.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       15       18       16       20
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      110,998
COMMITMENTS
   4,720    7,500        0  106,278  103,498  110,998  110,998        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:      7,475)
       0    6,400        0    7,475    1,075    7,475    7,475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      6.8      0.0     95.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        0       17       13       19       16
 
 
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C79
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      135,830
COMMITMENTS
  23,320        0        0  112,510  135,830  135,830  135,830        0        0

CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.2      0.0      0.0     82.8    100.0    100.0    100.0      0.0      0.0

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



Updated February 21, 2014