CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV    Code-006392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 California Carbon Allowances                   OPEN INTEREST:       14,188
COMMITMENTS
   5,497    4,526    2,445    6,166    7,185   14,108   14,156       80       32

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,048)
    -233      185      560      716      303    1,043    1,048        5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    38.7     31.9     17.2     43.5     50.6     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       7        6        4       10        7       19       16
 
 
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV               Code-00639H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 california carbon allowances                   OPEN INTEREST:       23,878
COMMITMENTS
  10,259    5,494    1,386   12,233   16,999   23,878   23,878        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:         31)
      -3        0        3       31       28       31       31        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    43.0     23.0      5.8     51.2     71.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        4        3        9        9       18       15
 
 
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV                           Code-00639U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1,000 Regional Greenhouse Gas Initiative             OPEN INTEREST:       15,053
COMMITMENTS
   1,873    1,736    1,739   11,441   11,578   15,053   15,053       -0       -0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,044)
    -495       33       -6    1,545    1,017    1,044    1,044       -0       -0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4     11.5     11.6     76.0     76.9    100.0    100.0     -0.0     -0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        4        3       13        9       18       14
 
 
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    4,342,869
COMMITMENTS
 469,596  379,835  971,580  2871813  2979364  4312989  4330779   29,880   12,090

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     91,059)
 -17,620   59,356    2,257  108,445   26,446   93,082   88,059   -2,023    3,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.8      8.7     22.4     66.1     68.6     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      29       37       57      145      119      205      183
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:    2,051,502
COMMITMENTS
 105,754   90,612  954,232  990,798  1005472  2050784  2050316      718    1,186

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     51,104)
  19,746   15,438   40,039   -8,267   -4,088   51,518   51,389     -414     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      4.4     46.5     48.3     49.0    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      23       20       39       50       49       90       91
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,182
COMMITMENTS
  16,045    5,073    5,924  171,291  187,709  193,260  198,706   13,922    8,476

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      4,105)
    -456    1,383      576    6,533    2,401    6,653    4,360   -2,548     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      2.4      2.9     82.7     90.6     93.3     95.9      6.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        4       29       27       35       33
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       89,676
COMMITMENTS
   2,989    1,172      774   79,519   83,809   83,282   85,755    6,394    3,921

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        806)
    -726       29      333    1,293      444      900      806      -94        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.3      0.9     88.7     93.5     92.9     95.6      7.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       24       21       26       23
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,252
COMMITMENTS
  13,432   11,948    2,730  183,538  184,265  199,700  198,943    6,552    7,309

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      4,792)
     263      410     -201    4,625    4,739    4,687    4,948      105     -156

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.8      1.3     89.0     89.3     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        3        2       27       27       32       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      668,314
COMMITMENTS
  41,647    3,265   12,083  611,139  648,914  664,869  664,262    3,445    4,052

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      7,302)
  -6,719      831     -274   13,004    5,782    6,011    6,339    1,291      963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      0.5      1.8     91.4     97.1     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        4        4       52       38       56       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,114
COMMITMENTS
  12,244   14,364    2,609  224,521  218,122  239,374  235,095    5,740   10,019

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      5,829)
  -2,369        8      907    7,957    3,846    6,495    4,761     -666    1,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.9      1.1     91.6     89.0     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       30       27       37       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,358
COMMITMENTS
       0    5,996    3,383  232,865  222,278  236,248  231,657    4,110    8,701

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      7,904)
       0    2,513      383    6,428    4,579    6,811    7,475    1,093      429

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      1.4     96.9     92.5     98.3     96.4      1.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       0        4        3       35       40       38       44
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       91,017
COMMITMENTS
   7,406        0    2,332   76,721   83,392   86,459   85,724    4,558    5,293

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      6,937)
     641        0       14    6,630    9,485    7,285    9,499     -348   -2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      2.6     84.3     91.6     95.0     94.2      5.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        0        2       20       24       22       26
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      102,757
COMMITMENTS
   6,277    4,036    5,342   77,846   88,318   89,465   97,696   13,292    5,061

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,496)
  -2,083      426      147    2,376      596      440    1,169    1,056      327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      3.9      5.2     75.8     85.9     87.1     95.1     12.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        3       18       18       21       21
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,165
COMMITMENTS
     488        0        0   25,818   26,739   26,306   26,739      859      426

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      3,940)
     240        0        0    3,700    3,940    3,940    3,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.0      0.0     95.0     98.4     96.8     98.4      3.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        0        0       15       11       17       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,288
COMMITMENTS
   1,226    2,539      937   70,456   70,829   72,619   74,305    8,669    6,983

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      2,391)
     302    1,116     -257    1,432    1,509    1,477    2,368      914       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      3.1      1.2     86.7     87.1     89.3     91.4     10.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        2       17       16       19       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      212,729
COMMITMENTS
       0    4,197        0  201,787  201,101  201,787  205,298   10,942    7,431

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        272)
       0    1,177        0      272     -905      272      272        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.0      0.0     94.9     94.5     94.9     96.5      5.1      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        1        0       23       27       23       28
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,593
COMMITMENTS
       0        0        0   78,684   82,301   78,684   82,301    6,909    3,292

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        923)
       0        0        0    5,006    1,477    5,006    1,477   -4,083     -554

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     91.9     96.2     91.9     96.2      8.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       22       20       22       20
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      300,178
COMMITMENTS
       0    7,476      450  290,840  284,516  291,290  292,442    8,888    7,736

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     10,598)
       0      436        0   14,576    9,939   14,576   10,375   -3,978      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.5      0.1     96.9     94.8     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        1        1       42       33       43       34
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,273
COMMITMENTS
   1,907      801    2,352   47,963   47,704   52,222   50,857    6,051    7,416

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,728)
     659      439     -702    1,403      849    1,360      586      368    1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      1.4      4.0     82.3     81.9     89.6     87.3     10.4     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        1        2       18       21       20       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       70,632
COMMITMENTS
   2,717        0    2,944   60,511   58,776   66,172   61,720    4,460    8,912

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        508)
    -103        0     -265      936      713      568      448      -60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      4.2     85.7     83.2     93.7     87.4      6.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        0        2       16       13       18       15
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       90,487
COMMITMENTS
  14,678    1,812        0   74,763   83,942   89,441   85,754    1,046    4,733

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      6,611)
   4,220        0        0    2,391    6,611    6,611    6,611        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.2      2.0      0.0     82.6     92.8     98.8     94.8      1.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13       16       15       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,761
COMMITMENTS
  19,116    7,892        0   58,397   67,701   77,513   75,593      248    2,168

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      7,380)
   4,220        0        0    3,160    6,534    7,380    6,534        0      846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.6     10.1      0.0     75.1     87.1     99.7     97.2      0.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        8        0       22       28       27       36
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       33,871
COMMITMENTS
       0        0        0   33,189   33,530   33,189   33,530      682      341

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      2,844)
       0        0        0    2,968    2,844    2,968    2,844     -124        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     98.0     99.0     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       15       24       15       24
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      157,877
COMMITMENTS
   1,359      309      870  145,820  147,766  148,049  148,945    9,828    8,932

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      4,008)
     151     -492      337    2,753    4,844    3,241    4,689      767     -681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.2      0.6     92.4     93.6     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        1        1       29       25       31       26
 
 
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV     Code-0233AW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       17,808
COMMITMENTS
   1,507    2,204        0   13,975   13,898   15,482   16,102    2,326    1,706

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        390)
       0        0        0      450      390      450      390      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5     12.4      0.0     78.5     78.0     86.9     90.4     13.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       11       11       13       13
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       58,854
COMMITMENTS
     287    2,114    1,412   51,718   50,326   53,417   53,852    5,437    5,002

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:       -882)
    -196   -1,545      477   -3,259   -1,212   -2,978   -2,280    2,096    1,398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      3.6      2.4     87.9     85.5     90.8     91.5      9.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       15       13       17       15
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      106,164
COMMITMENTS
     338      512    1,931  101,418   97,640  103,687  100,083    2,477    6,081

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,884)
    -476     -938      790    1,570    3,240    1,884    3,092        0   -1,208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.5      1.8     95.5     92.0     97.7     94.3      2.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        1        2       18       25       20       27
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       85,787
COMMITMENTS
   3,257    2,349       77   76,512   78,491   79,846   80,917    5,941    4,870

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,186)
      -5     -120        0    2,789    1,103    2,784      983   -1,598      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.7      0.1     89.2     91.5     93.1     94.3      6.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        1        1       21       17       23       19
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      118,660
COMMITMENTS
       0   25,289      997  110,275   89,156  111,272  115,442    7,388    3,218

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        246)
       0   -2,720      480      927    1,830    1,407     -410   -1,161      656

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     21.3      0.8     92.9     75.1     93.8     97.3      6.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        1       15       13       16       16
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      220,912
COMMITMENTS
   2,365   10,551    4,618  199,127  199,087  206,110  214,256   14,802    6,656

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,176)
    -421   -1,184       18   -1,632    1,552   -2,035      386    3,211      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.8      2.1     90.1     90.1     93.3     97.0      6.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        3       32       24       35       28
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       24,587
COMMITMENTS
   1,984    1,200        0   20,732   22,800   22,716   24,000    1,871      587

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      4,500)
       0    1,200        0    4,440    3,300    4,440    4,500       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      4.9      0.0     84.3     92.7     92.4     97.6      7.6      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       11       13       14       14
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,722
COMMITMENTS
     744        0        0   29,064   30,412   29,808   30,412      914      310

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        548)
       0        0        0      548      610      548      610        0      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      0.0      0.0     94.6     99.0     97.0     99.0      3.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       14       16       15       16
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      261,004
COMMITMENTS
       0   30,958    2,719  251,050  223,202  253,769  256,879    7,235    4,125

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      5,719)
  -2,507    1,467   -1,800    9,937    7,957    5,630    7,624       89   -1,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.9      1.0     96.2     85.5     97.2     98.4      2.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       0        5        4       42       36       46       41
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       60,246
COMMITMENTS
   5,451        0        0   50,209   53,939   55,660   53,939    4,586    6,307

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        774)
    -184        0        0      459     -771      275     -771      499    1,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      0.0      0.0     83.3     89.5     92.4     89.5      7.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        0        0       17       18       18       18
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       81,402
COMMITMENTS
       0        0        0   75,732   77,072   75,732   77,072    5,670    4,330

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        530)
       0        0        0      319      410      319      410      211      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.0      0.0     93.0     94.7     93.0     94.7      7.0      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        0        0       19       16       19       16
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       57,606
COMMITMENTS
       0    1,992    2,354   50,388   48,769   52,742   53,115    4,864    4,491

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      2,619)
       0       60      428    2,361    2,655    2,789    3,143     -170     -524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      4.1     87.5     84.7     91.6     92.2      8.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       18       14       19       15
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      153,998
COMMITMENTS
  22,389    8,710   18,506  112,723  126,099  153,618  153,314      380      683

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,856)
    -296      163      372    1,807    1,246    1,883    1,780      -27       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      5.7     12.0     73.2     81.9     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      12        9       17       52       53       71       72
 
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                        Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       46,451
COMMITMENTS
   1,980    1,038    2,847   41,624   42,566   46,451   46,451        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        109)
    -278       77       99      288      -67      109      109        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      2.2      6.1     89.6     91.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        2        4       25       18       29       23
 
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      367,551
COMMITMENTS
  26,552        0   21,289  319,710  346,262  367,551  367,551        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      5,018)
    -615        0      952    4,681    4,066    5,018    5,018        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      0.0      5.8     87.0     94.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        0        1       15       20       17       21
 
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                      Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,464,891
COMMITMENTS
  37,625   23,314   63,061  1364205  1378516  1464891  1464891        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      7,901)
  -8,063    2,669    5,811   10,153     -579    7,901    7,901       -0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      1.6      4.3     93.1     94.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        6       40       43       49       51
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       46,808
COMMITMENTS
   2,954    2,175    5,825   38,028   38,807   46,807   46,807        1        1

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -2,909)
     390   -2,204      621   -3,920   -1,326   -2,909   -2,909        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      4.6     12.4     81.2     82.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        2       20       20       24       25
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      274,347
COMMITMENTS
       0   54,022   10,630  263,717  209,695  274,347  274,347        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:    -18,558)
      -8   -7,353   -1,280  -17,270   -9,925  -18,558  -18,558        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     19.7      3.9     96.1     76.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        3        2       13       15       15       18
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      609,971
COMMITMENTS
  42,558        0   17,485  549,928  592,486  609,971  609,971        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -6,745)
   1,569        0     -760   -7,554   -5,985   -6,745   -6,745        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.0      2.9     90.2     97.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       6        0        2       27       28       33       30
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       50,044
COMMITMENTS
   4,962    4,749    2,630   41,584   41,837   49,176   49,216      868      828

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        -47)
      94      -60      -57     -106     -161      -69     -278       22      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.9      9.5      5.3     83.1     83.6     98.3     98.3      1.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        4       21       24       26       28
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,855
COMMITMENTS
     100      250       50   42,085   42,305   42,235   42,605      620      250

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        100)
       0      -50       50       50      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.6      0.1     98.2     98.7     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       1        1        1       27       18       29       19
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       55,036
COMMITMENTS
       0      600        0   54,676   54,196   54,676   54,796      360      240

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,075)
       0        0        0    1,075    1,075    1,075    1,075        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      1.1      0.0     99.3     98.5     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       0        1        0       30       17       30       18
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,755
COMMITMENTS
       0      110       50   11,705   11,595   11,755   11,755        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -1,590)
       0     -200       50   -1,640   -1,440   -1,590   -1,590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      0.9      0.4     99.6     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       0        1        1       21       20       22       22
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      282,872
COMMITMENTS
  12,776        0    3,968  266,128  278,904  282,872  282,872        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -4,816)
   3,472        0      816   -9,104   -5,248   -4,816   -4,432        0     -384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      1.4     94.1     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        0        1       23       19       25       20
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:        8,318
COMMITMENTS
   2,769       43       44    5,141    8,166    7,954    8,253      364       65

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -1,075)
    -231     -105        0   -1,122     -968   -1,353   -1,073      278       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    33.3      0.5      0.5     61.8     98.2     95.6     99.2      4.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       14       17       17       18
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       16,600
COMMITMENTS
   4,250      150      150   12,200   16,300   16,600   16,600        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -1,200)
     -50     -250      -50   -1,100     -900   -1,200   -1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    25.6      0.9      0.9     73.5     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       16       11       18       14
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,020
COMMITMENTS
      90       50       60   16,630   16,810   16,780   16,920      240      100

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -2,280)
       0     -200        0   -2,280   -2,180   -2,280   -2,380        0      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.3      0.4     97.7     98.8     98.6     99.4      1.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        1        1       23       22       24       24
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,361
COMMITMENTS
       0      700      360   12,716   12,041   13,076   13,101      285      260

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:       -552)
       0       15      -15     -562     -532     -577     -532       25      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.2      2.7     95.2     90.1     97.9     98.1      2.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       19       20       20       21
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       17,885
COMMITMENTS
   1,384        0      536   14,857   15,835   16,777   16,371    1,108    1,514

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:       -409)
    -142        0      -23     -245     -321     -410     -344        1      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      0.0      3.0     83.1     88.5     93.8     91.5      6.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        1       21       22       22       23
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       41,423
COMMITMENTS
       0    9,799    1,270   39,913   30,346   41,183   41,415      240        8

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,552)
    -430      659       86    2,029      807    1,685    1,552     -133        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     23.7      3.1     96.4     73.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       0        4        2       33       30       35       34
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       49,621
COMMITMENTS
     290    9,971    2,020   47,195   37,606   49,505   49,597      116       24

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,996)
     -10    2,216     -865    2,871      639    1,996    1,990        0        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6     20.1      4.1     95.1     75.8     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        4       34       36       40       42
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       31,225
COMMITMENTS
       0    1,535        0   31,105   29,630   31,105   31,165      120       60

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,645)
       0        0        0    1,645    1,645    1,645    1,645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.9      0.0     99.6     94.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       0        1        0       27       15       27       16
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       42,305
COMMITMENTS
       0    1,545        0   42,065   40,760   42,065   42,305      240        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      495      495      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.7      0.0     99.4     96.3     99.4    100.0      0.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       0        1        0       30       17       30       18
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      390,669
COMMITMENTS
  72,451    9,943   25,777  292,441  354,949  390,669  390,669        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      5,131)
   1,657    9,230   -1,551    5,025   -2,548    5,131    5,131        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.5      2.5      6.6     74.9     90.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       26       31       30       33
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       27,588
COMMITMENTS
   6,148      156    1,565   19,667   25,510   27,380   27,231      208      357

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        312)
    -646        0      385      532      -26      271      359       41      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      0.6      5.7     71.3     92.5     99.2     98.7      0.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        2        5       25       32       33       37
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       15,682
COMMITMENTS
     759      353    1,249   13,674   14,080   15,682   15,682        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -2,352)
    -126      175     -300   -1,926   -2,227   -2,352   -2,352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      2.3      8.0     87.2     89.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        1        2       21       10       26       12
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      472,705
COMMITMENTS
   8,164    1,894   21,562  442,979  449,249  472,705  472,705        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      3,539)
     466        0        0    3,073    3,539    3,539    3,539        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.4      4.6     93.7     95.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        1        1       24       17       26       19
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       47,638
COMMITMENTS
  11,612        0    1,379   34,265   45,451   47,256   46,830      382      808

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:          0)
      19        0      -19       95      114       95       95      -95      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.4      0.0      2.9     71.9     95.4     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        0        1       19       19       23       20
 
 
NYISO  ZONE  J  (OFF-PEAK) - ICE FUTURES ENERGY DIV                  Code-0643BX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:       60,835
COMMITMENTS
       0    3,904        0   60,835   56,931   60,835   60,835        0        0

CHANGES FROM 10/07/14 (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      6.4      0.0    100.0     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       11       12       11       13
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,399
COMMITMENTS
   5,950    1,508      688   10,296   14,626   16,934   16,822      465      577

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        836)
     523      290      -36      349      582      836      836        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    34.2      8.7      4.0     59.2     84.1     97.3     96.7      2.7      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       17       22       23       26
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      187,447
COMMITMENTS
  45,165        0    2,304  139,978  185,143  187,447  187,447        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -2,729)
   1,350        0   -1,643   -2,436   -1,086   -2,729   -2,729        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    24.1      0.0      1.2     74.7     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        0        2       17       19       21       21
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       11,905
COMMITMENTS
   2,547      316      349    8,878   11,071   11,774   11,736      131      169

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        249)
     101      -76       35      113      290      249      249        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.4      2.7      2.9     74.6     93.0     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        2       19       22       24       26
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      119,191
COMMITMENTS
  15,947        0      784  102,460  118,407  119,191  119,191        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      2,329)
   3,238        0   -1,668      759    3,997    2,329    2,329        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      0.0      0.7     86.0     99.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        2       17       16       20       18
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,386
COMMITMENTS
       0    1,509    1,861   19,501   18,016   21,362   21,386       24        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        254)
       0        0        0      254      254      254      254        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.1      8.7     91.2     84.2     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       14       18       15
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      202,711
COMMITMENTS
   3,536        0    4,168  195,007  198,543  202,711  202,711        0        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      0.0      2.1     96.2     97.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        1       14        9       15       10
 
 
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV                            Code-0643CL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Any Multiple of 800 800MWhs                          OPEN INTEREST:      104,432
COMMITMENTS
     411      887    2,092    8,840    8,364   11,343   11,343   93,090   93,090

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -3,706)
      29      -50      -57     -285     -204     -312     -310   -3,394   -3,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.8      2.0      8.5      8.0     10.9     10.9     89.1     89.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        4       17       18       21       23
 
 
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,580
COMMITMENTS
       0      975       50   20,970   20,555   21,020   21,580      560        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       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 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,600
COMMITMENTS
       0    1,000        0   18,050   17,600   18,050   18,600      550        0

CHANGES FROM 10/07/14 (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      5.4      0.0     97.0     94.6     97.0    100.0      3.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        0       17       11       17       12
 
 
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV                 Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       17,190
COMMITMENTS
       0      600        0   17,190   16,500   17,190   17,100        0       90

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:      1,120)
       0      600        0    1,120      520    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.5      0.0    100.0     96.0    100.0     99.5      0.0      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        0       21       10       21       11
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       11,870
COMMITMENTS
       0        0        0   11,870   11,840   11,870   11,840        0       30

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        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:       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 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,795
COMMITMENTS
     200       50        0   18,960   19,745   19,160   19,795      635        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      -40      320      -40      320      360        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.3      0.0     95.8     99.7     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        0       16       10       18       11
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,660
COMMITMENTS
     300        0        0   17,535   18,660   17,835   18,660      825        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.0     94.0    100.0     95.6    100.0      4.4      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       18        7       19        7
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       20,008
COMMITMENTS
     300        0        0   18,793   20,008   19,093   20,008      915        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      325      100      325      100     -225        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.0     93.9    100.0     95.4    100.0      4.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       20        9       21        9
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      110,600
COMMITMENTS
   2,445    1,020      300  107,825  109,280  110,570  110,600       30        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:         40)
     -50        0       50       40      -10       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      0.9      0.3     97.5     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        1       33       31       36       34
 
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                     Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      130,261
COMMITMENTS
   4,195    1,080      275  125,790  128,906  130,260  130,261        1        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:     -2,315)
      50        0        0   -2,365   -2,315   -2,315   -2,315        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.8      0.2     96.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        2       40       33       46       38
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:      157,852
COMMITMENTS
  20,355    6,004    8,612  128,121  142,347  157,087  156,962      765      890

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:       -732)
  -3,126     -553      770    1,420   -1,171     -937     -954      205      222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      3.8      5.5     81.2     90.2     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        5       11       43       37       57       48
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       96,230
COMMITMENTS
   3,675    2,220    1,695   90,710   92,315   96,080   96,230      150        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        495)
    -120        0      100      520      395      500      495       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      2.3      1.8     94.3     95.9     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        2        5       34       31       41       37
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,085
COMMITMENTS
     525    1,570       50   19,835   19,465   20,410   21,085      675        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      7.4      0.2     94.1     92.3     96.8    100.0      3.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        2        1       24       14       26       16
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       19,330
COMMITMENTS
     550      515        0   18,280   18,815   18,830   19,330      500        0

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.7      0.0     94.6     97.3     97.4    100.0      2.6      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       23       13       24       15
 
 
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV              Code-0643EA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 mwh                                                OPEN INTEREST:        7,430
COMMITMENTS
     295        0       15    6,455    6,900    6,765    6,915      665      515

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      -80      125      -80      125      185      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.0      0.2     86.9     92.9     91.0     93.1      9.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        0        1       13       16       14       17
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       21,136
COMMITMENTS
   4,638    1,330    1,070   14,624   18,532   20,332   20,932      804      204

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        606)
      65        0       20      535      550      620      570      -14       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    21.9      6.3      5.1     69.2     87.7     96.2     99.0      3.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       22       19       27       23
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,765
COMMITMENTS
   4,500      610       75    8,455   13,008   13,030   13,693      735       72

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        223)
       0      140      -40      281      155      241      255      -18      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    32.7      4.4      0.5     61.4     94.5     94.7     99.5      5.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       17       19       20       21
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       18,379
COMMITMENTS
     125    2,640      675   17,273   14,974   18,073   18,289      306       90

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        356)
       0     -300        0      246      656      246      356      110        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7     14.4      3.7     94.0     81.5     98.3     99.5      1.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        3        2       26       20       28       24
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       13,832
COMMITMENTS
     210    1,127       25   13,246   12,670   13,481   13,822      351       10

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        495)
       0        0        0      797      495      797      495     -302        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      8.1      0.2     95.8     91.6     97.5     99.9      2.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        2        1       24       20       25       23
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,337
COMMITMENTS
       0      750        0    9,907    9,567    9,907   10,317      430       20

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:         50)
       0       50        0      -70        0      -70       50      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      0.0     95.8     92.6     95.8     99.8      4.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       13       13       13       15
 
 
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C86
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1 MW                                                 OPEN INTEREST:       10,125
COMMITMENTS
     350    1,740      460    9,155    7,910    9,965   10,110      160       15

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        325)
       0     -120      120      100      325      220      325      105        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5     17.2      4.5     90.4     78.1     98.4     99.9      1.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       21       20       23       22
 
 
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV               Code-064C88
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:        8,204
COMMITMENTS
   1,420      200      430    5,844    7,504    7,694    8,134      510       70

CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST:        205)
     300        0        0      -95      205      205      205        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    17.3      2.4      5.2     71.2     91.5     93.8     99.1      6.2      0.9

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



Updated October 18, 2014