CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       16,378
COMMITMENTS
   4,810    3,136    4,616    6,908    8,594   16,334   16,346       44       32

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        625)
       3      435       10      612      181      625      626        0       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    29.4     19.1     28.2     42.2     52.5     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       7        7        6       10        7       21       17
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       25,441
COMMITMENTS
  10,258    5,494    1,387   13,796   18,560   25,441   25,441       -0       -0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -132)
      -2        0        2     -132     -134     -132     -132       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    40.3     21.6      5.5     54.2     73.0    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        3        9        8       18       14
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       14,479
COMMITMENTS
   2,335    2,021    1,832   10,211   10,625   14,379   14,479      100        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        120)
       8      204     -107      118       23       20      120      100       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1     14.0     12.7     70.5     73.4     99.3    100.0      0.7      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        3       11       10       16       16
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,326,876
COMMITMENTS
 512,466  347,738  999,011  2791007  2970344  4302484  4317093   24,392    9,783

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     43,994)
 -41,010    1,520   37,585   49,026    7,043   45,601   46,148   -1,607   -2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      8.0     23.1     64.5     68.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      29       40       57      149      120      214      181
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,157,485
COMMITMENTS
  86,213   73,810  997,592  1072843  1085401  2156647  2156803      837      682

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:    118,263)
   2,859     -917   84,695   30,460   34,325  118,014  118,104      249      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.4     46.2     49.7     50.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      105)
      24       22       41       55       56       99      100
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,164
COMMITMENTS
  20,841    2,386    6,684  175,425  199,526  202,950  208,596   17,214   11,568

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      4,472)
    -209      646      -26    6,950    3,126    6,715    3,746   -2,243      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      1.1      3.0     79.7     90.6     92.2     94.7      7.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6        2        4       29       27       36       32
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      105,871
COMMITMENTS
   2,790      908      858   98,097  100,726  101,745  102,492    4,126    3,379

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        198)
    -496       87     -167      526     -415     -137     -495      335      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.9      0.8     92.7     95.1     96.1     96.8      3.9      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       27       29       30       31
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,289
COMMITMENTS
  13,721   11,162    1,764  179,705  182,069  195,190  194,995    7,099    7,294

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      8,820)
    -414   -1,613      754    6,798   10,040    7,138    9,181    1,682     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      5.5      0.9     88.8     90.0     96.5     96.4      3.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        2        1       28       30       32       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      703,705
COMMITMENTS
  62,098    3,268   11,203  627,849  686,524  701,150  700,995    2,555    2,710

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      4,250)
    -866      -27      436    4,192    2,844    3,762    3,253      488      997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.5      1.6     89.2     97.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        2        4       52       42       57       47
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,619
COMMITMENTS
  18,520   14,356    1,414  211,077  214,543  231,011  230,313    6,608    7,306

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      6,549)
     503     -124       92    6,209    6,605    6,804    6,573     -255      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      6.0      0.6     88.8     90.3     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        3       25       26       32       30
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,665
COMMITMENTS
       0    2,365    3,487  229,209  223,629  232,696  229,481    2,969    6,184

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      5,778)
       0     -547      486    5,178    6,513    5,664    6,452      114     -674

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.0      1.5     97.3     94.9     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        3        2       39       40       41       43
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       88,209
COMMITMENTS
   2,902    1,239    3,970   76,611   76,181   83,483   81,390    4,726    6,819

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        351)
  -3,249     -495    1,728    2,267    1,159      746    2,392     -395   -2,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.4      4.5     86.9     86.4     94.6     92.3      5.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        2       21       23       23       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      108,449
COMMITMENTS
     682    5,183   10,019   88,850   89,457   99,551  104,659    8,898    3,790

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      4,362)
     217     -579     -413    5,249    5,871    5,053    4,879     -691     -517

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      4.8      9.2     81.9     82.5     91.8     96.5      8.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        4        3       27       24       31       28
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,354
COMMITMENTS
     248        0        0   24,949   25,567   25,197   25,567    1,157      787

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.0      0.0     94.7     97.0     95.6     97.0      4.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        0       15       11       16       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       79,192
COMMITMENTS
     887      756    1,642   68,994   69,467   71,523   71,865    7,669    7,327

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,953)
    -798      539      272    2,301    1,539    1,775    2,350      178     -397

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      1.0      2.1     87.1     87.7     90.3     90.7      9.7      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        2       18       17       20       19
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      207,942
COMMITMENTS
     434        0        0  200,400  202,101  200,834  202,101    7,108    5,841

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      8,451)
       0        0        0    9,770    8,420    9,770    8,420   -1,319       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      0.0     96.4     97.2     96.6     97.2      3.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        0       31       29       32       29
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,793
COMMITMENTS
       0        0        0   82,862   87,951   82,862   87,951    6,931    1,842

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        752)
       0        0        0      690      504      690      504       62      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.3     97.9     92.3     97.9      7.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        0        0       25       25       25       25
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      296,766
COMMITMENTS
       0    8,044      450  286,022  282,863  286,472  291,357   10,294    5,409

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      5,967)
       0      248        0    6,631    5,685    6,631    5,933     -664       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.7      0.2     96.4     95.3     96.5     98.2      3.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       0        3        1       46       37       47       40
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       59,467
COMMITMENTS
     309      232    4,308   50,052   47,752   54,669   52,292    4,798    7,175

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,827)
  -1,120     -304     -151    1,903    2,429      632    1,974    1,195     -147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.4      7.2     84.2     80.3     91.9     87.9      8.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        1        2       21       20       23       22
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,244
COMMITMENTS
   2,778        0    3,403   67,335   64,399   73,516   67,802    3,728    9,442

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        931)
    -198        0      156    1,066      744    1,024      900      -93       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.0      4.4     87.2     83.4     95.2     87.8      4.8     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        0        2       18       17       20       19
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      103,428
COMMITMENTS
  14,079    1,626      806   86,844   95,438  101,729   97,870    1,699    5,558

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      6,844)
   1,761        0        0    4,843    6,540    6,604    6,540      240      304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      1.6      0.8     84.0     92.3     98.4     94.6      1.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        1        2       16       25       20       27
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,907
COMMITMENTS
  13,841    6,066    1,706   54,056   61,223   69,603   68,995    1,304    1,912

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      7,470)
   1,041     -168      168    5,407    7,251    6,616    7,251      854      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.5      8.6      2.4     76.2     86.3     98.2     97.3      1.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        3       28       25       34       29
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       43,565
COMMITMENTS
       0      210        0   42,721   42,897   42,721   43,107      844      458

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      6,045)
       0        0        0    6,045    5,921    6,045    5,921        0      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.5      0.0     98.1     98.5     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        0       14       24       14       25
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      144,738
COMMITMENTS
       0      998      872  134,712  133,420  135,584  135,290    9,154    9,448

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,791)
    -313      657       18    3,394      931    3,099    1,606   -1,308      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.7      0.6     93.1     92.2     93.7     93.5      6.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       0        2        1       32       29       33       31
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       21,090
COMMITMENTS
     438    5,070      120   19,892   15,016   20,450   20,206      640      884

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      2,448)
     124      620        0    2,077    1,582    2,201    2,202      247      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1     24.0      0.6     94.3     71.2     97.0     95.8      3.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        1       12       11       13       14
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       56,284
COMMITMENTS
       0    2,893    1,173   52,570   49,760   53,743   53,826    2,541    2,458

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:          7)
    -334      314      120      314     -427      100        7      -93        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      2.1     93.4     88.4     95.5     95.6      4.5      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        2       16       16       18       18
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      104,462
COMMITMENTS
       0    2,100    1,569  100,947   94,098  102,516   97,767    1,946    6,695

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      2,787)
     -46    1,100     -801    5,278    2,246    4,431    2,545   -1,644      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      1.5     96.6     90.1     98.1     93.6      1.9      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        2        2       23       25       25       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       82,400
COMMITMENTS
   3,682    1,504      344   68,501   76,136   72,527   77,984    9,873    4,416

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      2,740)
     635      238     -183    1,259    2,880    1,711    2,935    1,029     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      1.8      0.4     83.1     92.4     88.0     94.6     12.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        1       17       17       19       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      119,891
COMMITMENTS
       0   26,127    1,355  111,204   91,103  112,559  118,585    7,332    1,306

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,600)
       0    1,290      267     -156      328      111    1,885    1,489     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.8      1.1     92.8     76.0     93.9     98.9      6.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        1       18       19       19       22
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      230,829
COMMITMENTS
   3,765   18,876    2,498  213,753  202,138  220,016  223,512   10,813    7,317

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      5,358)
     833    1,718     -147    3,716    3,814    4,402    5,385      956      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      8.2      1.1     92.6     87.6     95.3     96.8      4.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        3       36       30       39       33
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,595
COMMITMENTS
   4,001        0        0   24,642   29,650   28,643   29,650    1,952      945

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      4,030)
      62     -957        0    3,906    4,552    3,968    3,595       62      435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      0.0      0.0     80.5     96.9     93.6     96.9      6.4      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        0        0       13       18       16       18
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       36,694
COMMITMENTS
   2,038        0        0   33,600   36,176   35,638   36,176    1,056      518

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -4,211)
     248        0        0   -4,399   -4,217   -4,151   -4,217      -60        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      0.0     91.6     98.6     97.1     98.6      2.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        0       19       14       20       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      263,199
COMMITMENTS
   4,288   30,765    4,317  248,250  224,023  256,855  259,105    6,344    4,094

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     12,020)
    -103       72     -350   13,859   14,205   13,406   13,927   -1,386   -1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     11.7      1.6     94.3     85.1     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        5        4       47       36       51       42
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       56,342
COMMITMENTS
   5,803        0        0   46,683   53,973   52,486   53,973    3,856    2,369

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -1,520)
     151        0        0   -1,099   -2,185     -948   -2,185     -572      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      0.0      0.0     82.9     95.8     93.2     95.8      6.8      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        0        0       18       22       19       22
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       78,909
COMMITMENTS
       0      248        0   75,026   76,757   75,026   77,005    3,883    1,904

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        335)
       0        0        0      366     -124      366     -124      -31      459

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.3      0.0     95.1     97.3     95.1     97.6      4.9      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       23       17       23       18
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       56,775
COMMITMENTS
     217    3,376       62   50,937   48,947   51,216   52,385    5,559    4,390

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      2,836)
     217    2,364     -217    5,183     -690    5,183    1,457   -2,347    1,379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      5.9      0.1     89.7     86.2     90.2     92.3      9.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       21       15       23       16
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      161,484
COMMITMENTS
  24,872    8,479   17,128  118,663  134,773  160,662  160,380      821    1,103

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        544)
     516      812     -201      427      -45      743      566     -199      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      5.3     10.6     73.5     83.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      11        7       15       51       55       67       72
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       49,187
COMMITMENTS
   4,043      713    2,591   42,553   45,883   49,187   49,187        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,349)
  -1,046      174      581    1,814      594    1,349    1,349        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      1.4      5.3     86.5     93.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        4       26       20       30       25
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      368,215
COMMITMENTS
  31,647        0   20,337  316,231  347,878  368,215  368,215        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        943)
  -2,184        0      624    2,503      319      943      943        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6      0.0      5.5     85.9     94.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        0        1       18       20       20       21
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,494,996
COMMITMENTS
  55,400   24,927   47,481  1392115  1422588  1494996  1494996        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     22,403)
  -7,720    1,930    4,313   25,810   16,160   22,403   22,403       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      1.7      3.2     93.1     95.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        3        6       43       45       52       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       49,373
COMMITMENTS
   2,144    5,286    4,864   42,313   39,146   49,322   49,296       52       77

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,984)
     -53      627     -340    2,325    1,620    1,932    1,907       52       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3     10.7      9.9     85.7     79.3     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        7        5       22       22       27       30
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      287,481
COMMITMENTS
       8   61,375   11,910  275,563  214,196  287,481  287,481        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      5,327)
       0        0        0    5,327    5,327    5,327    5,327        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.3      4.1     95.9     74.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        3       15       15       18       18
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      639,028
COMMITMENTS
  39,935        0   18,613  580,480  620,415  639,028  639,028        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      4,389)
     793        0     -376    3,972    4,765    4,389    4,389        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      2.9     90.8     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        0        2       25       31       30       33
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       51,969
COMMITMENTS
   4,514    4,496    2,978   43,630   43,835   51,122   51,309      847      660

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        185)
      70      -88       88     -268      -91     -110      -91      295      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      8.7      5.7     84.0     84.3     98.4     98.7      1.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        4       24       24       30       28
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       45,165
COMMITMENTS
     150      300        0   44,125   44,770   44,275   45,070      890       95

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        545)
       0      300        0      425      245      425      545      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.7      0.0     97.7     99.1     98.0     99.8      2.0      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        0       24       18       25       19
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       56,931
COMMITMENTS
     150      600        0   56,421   56,271   56,571   56,871      360       60

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        675)
       0      300        0      555      375      555      675      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.1      0.0     99.1     98.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        0       32       18       33       19
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       12,395
COMMITMENTS
      50      310        0   12,345   12,085   12,395   12,395        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        125)
       0       50        0      125       75      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      2.5      0.0     99.6     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        2        0       20       20       21       22
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      268,992
COMMITMENTS
   8,936        0    3,544  256,512  265,448  268,992  268,992        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -1,560)
      48     -328      -48   -1,560   -1,184   -1,560   -1,560        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      0.0      1.3     95.4     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        0        2       25       18       27       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        9,283
COMMITMENTS
   2,885      148       44    6,244    9,047    9,173    9,239      110       44

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       23       23       23       23        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.1      1.6      0.5     67.3     97.5     98.8     99.5      1.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        3        1       13       16       17       19
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,750
COMMITMENTS
   4,200      250      150   13,400   17,350   17,750   17,750        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        -50)
     150        0      -50     -150        0      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.7      1.4      0.8     75.5     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       15       11       17       13
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,530
COMMITMENTS
     500      330      150   17,640   18,050   18,290   18,530      240        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        570)
    -120      130       20      670      420      570      570        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      1.8      0.8     95.2     97.4     98.7    100.0      1.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        1       23       24       25       26
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,838
COMMITMENTS
       0      635      375   13,213   12,548   13,588   13,558      250      280

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      275      430      275      430       -5     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.6      2.7     95.5     90.7     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       19       19       20       20
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,684
COMMITMENTS
   1,507        0      537   14,854   16,106   16,898   16,643      786    1,041

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        297)
      20        0       -1      278      257      297      256        0       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      3.0     84.0     91.1     95.6     94.1      4.4      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        1       24       25       26       26
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       38,095
COMMITMENTS
       0    8,451    1,573   36,163   28,026   37,736   38,050      359       45

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      2,637)
       0      236      -52    2,679    2,468    2,627    2,652       10      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     22.2      4.1     94.9     73.6     99.1     99.9      0.9      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        3       32       31       35       35
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,971
COMMITMENTS
     400    6,775    3,045   43,396   37,150   46,841   46,970      130        1

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      3,552)
       0      412     -120    3,672    3,260    3,552    3,552        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9     14.4      6.5     92.4     79.1     99.7    100.0      0.3      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        4       34       37       40       42
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       32,675
COMMITMENTS
       0    1,535        0   32,555   31,080   32,555   32,615      120       60

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -720)
       0        0        0     -480     -780     -480     -780     -240       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      0.0     99.6     95.1     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        1        0       26       14       26       15
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       46,450
COMMITMENTS
       0    1,545        0   46,210   44,905   46,210   46,450      240        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      3,060)
       0        0        0    3,240    3,105    3,240    3,105     -180      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      0.0     99.5     96.7     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       30       15       30       16
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      425,986
COMMITMENTS
  68,254    2,585   32,436  325,296  390,965  425,986  425,986        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -101)
  -2,279   -3,907    2,678     -500    1,128     -101     -101        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.0      0.6      7.6     76.4     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       26       29       30       32
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       29,820
COMMITMENTS
   6,489      276    1,353   21,278   27,807   29,120   29,436      700      384

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        256)
     556       23     -284        6      517      278      256      -22        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.8      0.9      4.5     71.4     93.2     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        6       26       34       34       40
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       17,873
COMMITMENTS
   1,101        0    1,644   15,128   16,229   17,873   17,873        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,115)
     313     -115      168      634    1,062    1,115    1,115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.0      9.2     84.6     90.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        3       20       12       24       15
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      222,866
COMMITMENTS
  54,380        0    8,655  159,831  214,211  222,866  222,866        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        943)
    -943        0      943      943        0      943      943        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.0      3.9     71.7     96.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        1       13        6       17        7
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      469,838
COMMITMENTS
   1,569    3,199   20,641  447,628  445,998  469,838  469,838        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -3,230)
       0        0        0   -3,230   -3,230   -3,230   -3,230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.7      4.4     95.3     94.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       17       26       19
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       48,329
COMMITMENTS
  12,091        0      930   34,424   46,125   47,445   47,055      884    1,274

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -472)
      22        0      -23     -515     -493     -516     -516       44       44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.0      0.0      1.9     71.2     95.4     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       19       17       23       18
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,577
COMMITMENTS
     287    1,678        0    5,824    4,493    6,111    6,171      466      406

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:         -4)
       0        0        0      -69       60      -69       60       65      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4     25.5      0.0     88.6     68.3     92.9     93.8      7.1      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        0       11        9       13       12
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       66,627
COMMITMENTS
       0    3,904        0   66,627   62,723   66,627   66,627        0        0

CHANGES FROM 09/16/14 (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      5.9      0.0    100.0     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       13       11       14
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       16,018
COMMITMENTS
   3,775    1,863      540   10,917   13,019   15,232   15,422      786      596

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        359)
     311    1,615       42      285   -1,255      638      402     -279      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    23.6     11.6      3.4     68.2     81.3     95.1     96.3      4.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        4       18       21       23       25
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      198,223
COMMITMENTS
  38,431        0    5,459  154,333  192,764  198,223  198,223        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -431)
     734     -465       34   -1,199        0     -431     -431        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    19.4      0.0      2.8     77.9     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        0        2       19       21       23       23
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       12,543
COMMITMENTS
   1,970      284      599    9,803   11,511   12,372   12,394      171      149

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        246)
     823       66     -104     -362      261      357      223     -111       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.7      2.3      4.8     78.2     91.8     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        2        3       21       24       27       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      129,581
COMMITMENTS
  11,040        0    4,020  114,521  125,561  129,581  129,581        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -1,945)
       0        0        0   -1,945   -1,945   -1,945   -1,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      0.0      3.1     88.4     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       16       17       19       19
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       22,830
COMMITMENTS
       0    1,684    1,861   20,969   19,285   22,830   22,830        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        465)
       0      108        0      465      357      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.4      8.2     91.8     84.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       18       14       19       15
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      217,106
COMMITMENTS
   3,856        0    4,168  209,082  212,938  217,106  217,106        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -624)
       0        0        0     -624     -624     -624     -624        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      1.9     96.3     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        1       18       10       19       11
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      106,323
COMMITMENTS
     643    1,228    2,096    9,488    8,989   12,226   12,313   94,096   94,009

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:     -1,596)
      -2      -19       40     -246     -149     -209     -128   -1,388   -1,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      1.2      2.0      8.9      8.5     11.5     11.6     88.5     88.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        4       18       17       22       22
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,725
COMMITMENTS
       0      975       50   21,110   20,700   21,160   21,725      565        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        300)
       0      100      -25      325      225      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.5      0.2     97.2     95.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       18       13       19       15
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,335
COMMITMENTS
       0    1,000        0   17,530   17,335   17,530   18,335      805        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        375)
       0      100        0      375      275      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      0.0     95.6     94.5     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       10       16       11
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,500
COMMITMENTS
       0        0        0   16,500   16,455   16,500   16,455        0       45

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        260)
       0        0        0      260      260      260      260        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       23       10       23       10
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,945
COMMITMENTS
       0        0        0   11,645   11,905   11,645   11,905      300       40

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     97.5     99.7     97.5     99.7      2.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       17        9       17        9
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,380
COMMITMENTS
      50       50        0   19,015   19,330   19,065   19,380      315        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       80      100       80      100       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.3      0.0     98.1     99.7     98.4    100.0      1.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       11       16       12
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,895
COMMITMENTS
       0        0        0   19,015   19,895   19,015   19,895      880        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     95.6    100.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       18        7       18        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,883
COMMITMENTS
       0        0        0   20,693   21,883   20,693   21,883    1,190        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        888)
       0        0        0      648      888      648      888      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     94.6    100.0     94.6    100.0      5.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       19       10       19       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      115,130
COMMITMENTS
   2,830      470      100  112,200  114,560  115,130  115,130        0        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:         55)
     465      -85     -115     -295      255       55       55        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.4      0.1     97.5     99.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        1        1       39       34       43       36
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      140,886
COMMITMENTS
   4,100      655      325  136,460  139,906  140,885  140,886        1        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,810)
     125      175       75    1,610    1,560    1,810    1,810        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.5      0.2     96.9     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        2       42       36       47       40
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      157,327
COMMITMENTS
  22,706    6,280    8,589  125,525  141,585  156,819  156,455      507      872

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:      1,180)
     321     -153      314      271      710      906      871      274      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.4      4.0      5.5     79.8     90.0     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       9        5        9       43       37       56       47
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,450
COMMITMENTS
   2,720    2,270    1,930   91,635   92,010   96,285   96,210      165      240

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        415)
      15        0       10      450      165      475      175      -60      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.4      2.0     95.0     95.4     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        2        4       34       36       40       41
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       22,800
COMMITMENTS
     475    1,640        0   21,615   21,160   22,090   22,800      710        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -530)
      75       50        0     -605     -580     -530     -530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      7.2      0.0     94.8     92.8     96.9    100.0      3.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       22       12       23       14
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,725
COMMITMENTS
     300      515        0   19,900   20,210   20,200   20,725      525        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -600)
       0        0        0     -600     -600     -600     -600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.5      0.0     96.0     97.5     97.5    100.0      2.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        0       23       12       24       14
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        6,490
COMMITMENTS
       0        0        0    5,990    5,840    5,990    5,840      500      650

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:         65)
       0        0        0       65       65       65       65        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     92.3     90.0     92.3     90.0      7.7     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       15       13       15
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,630
COMMITMENTS
   4,153      780      980   15,081   18,767   20,214   20,527      416      103

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        693)
    -810      580      675      878     -562      743      693      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    20.1      3.8      4.8     73.1     91.0     98.0     99.5      2.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        2        3       25       22       30       26
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,165
COMMITMENTS
   4,125       70      180    7,791   12,843   12,096   13,093    1,069       72

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:         62)
    -110       70        0       47       -8      -63       62      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    31.3      0.5      1.4     59.2     97.6     91.9     99.5      8.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       18       18       21       20
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,769
COMMITMENTS
     100    3,015      600   16,932   14,154   17,632   17,769      137        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -208)
     -25      321       25      192     -499      192     -153     -400      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     17.0      3.4     95.3     79.7     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        4        2       26       20       28       25
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,015
COMMITMENTS
     125      707      100   12,196   12,208   12,421   13,015      594        0

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:       -185)
    -845      502       45      490     -732     -310     -185      125        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.4      0.8     93.7     93.8     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        1       21       20       23       22
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:        9,025
COMMITMENTS
     350    1,435      340    8,280    6,715    8,970    8,490       55      535

CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST:        155)
      50       25       50      115      160      215      235      -60      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9     15.9      3.8     91.7     74.4     99.4     94.1      0.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       20       18       22       20



Updated September 26, 2014