NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,720,368
COMMITMENTS
 1062980   77,157  1636386  2983128  3991766  5682494  5705309   37,874   15,059

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      7,926)
  59,544   -3,063   11,160  -56,059    4,407   14,645   12,504   -6,719   -4,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6      1.3     28.6     52.1     69.8     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      55       16       57      136      118      204      180
 
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                 Code-023392
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      666,280
COMMITMENTS
  62,738  113,189  195,148  407,362  356,893  665,248  665,230    1,032    1,050

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      4,682)
   2,574   11,861   -3,535    5,413   -4,220    4,452    4,106      230      576

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     17.0     29.3     61.1     53.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      16       21       26       41       37       74       67
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,497
COMMITMENTS
  33,293    6,838    6,316  192,719  225,925  232,328  239,079   19,169   12,418

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,181)
  -1,950    3,590   -1,696   -5,158  -17,818   -8,804  -15,924   -1,377    5,743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      2.7      2.5     76.6     89.8     92.4     95.1      7.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       6        3        7       27       25       37       32
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,439
COMMITMENTS
  13,347    3,744    2,994  147,029  157,820  163,370  164,558    5,069    3,881

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -18,254)
     259     -825      480  -18,751  -18,206  -18,012  -18,551     -242      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      2.2      1.8     87.3     93.7     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        4        4       29       27       33       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,162
COMMITMENTS
  22,881    6,792    4,735  178,457  197,864  206,073  209,391   12,089    8,771

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,899)
  -3,838    1,670   -1,849   -6,929  -14,697  -12,616  -14,876    1,717    3,977

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      3.1      2.2     81.8     90.7     94.5     96.0      5.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        3       23       24       27       27
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,145
COMMITMENTS
  48,605    3,142    3,219  741,246  782,182  793,070  788,543    5,075    9,602

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     19,375)
   3,744     -326     -526   16,069   18,761   19,287   17,909       88    1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.4      0.4     92.9     98.0     99.4     98.8      0.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        2        3       51       37       56       40
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      247,375
COMMITMENTS
  22,531   15,142    1,395  214,811  221,295  238,737  237,832    8,638    9,543

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -16,061)
  -1,659   -1,313       -7  -16,407  -15,332  -18,073  -16,652    2,012      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      6.1      0.6     86.8     89.5     96.5     96.1      3.5      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        1        2       27       30       33       33
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,089
COMMITMENTS
     130       23    2,497  224,326  222,790  226,953  225,310    3,136    4,779

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -19,596)
  -1,205        1      199  -18,163  -19,181  -19,169  -18,981     -427     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.0      1.1     97.5     96.8     98.6     97.9      1.4      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        2        3       33       31       36       34
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       81,686
COMMITMENTS
   3,696        0    2,403   69,845   67,044   75,944   69,447    5,742   12,239

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,344)
  -3,949        0     -637    2,643   -2,813   -1,943   -3,450      599    2,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      2.9     85.5     82.1     93.0     85.0      7.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        2       15       17       17       19
 
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV        Code-02339E
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      141,968
COMMITMENTS
  17,282   12,676   10,129  104,234  113,129  131,645  135,934   10,323    6,034

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -6,016)
    -183   -2,647      629   -6,583   -3,728   -6,137   -5,746      121     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2      8.9      7.1     73.4     79.7     92.7     95.7      7.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       25       27       29       30
 
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                    Code-02339Q
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       17,556
COMMITMENTS
   2,690    1,474        0   13,636   15,516   16,326   16,990    1,230      566

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -7,440)
  -1,054     -155        0   -6,579   -6,969   -7,633   -7,124      193     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3      8.4      0.0     77.7     88.4     93.0     96.8      7.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13       10       15       11
 
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV      Code-02339U
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       77,942
COMMITMENTS
     758    7,238    4,774   62,610   55,472   68,142   67,484    9,800   10,458

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -6,812)
     738      341   -1,007   -6,642   -6,778   -6,911   -7,444       99      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      9.3      6.1     80.3     71.2     87.4     86.6     12.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       16       16       18       18
 
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      171,478
COMMITMENTS
      48        0    1,095  163,634  164,795  164,777  165,890    6,701    5,588

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -4,227)
  -1,593        0     -156   -3,908   -4,479   -5,657   -4,635    1,430      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.6     95.4     96.1     96.1     96.7      3.9      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       1        0        1       26       24       27       25
 
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       81,359
COMMITMENTS
       0        0        0   69,402   79,337   69,402   79,337   11,957    2,022

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -4,158)
       0        0        0   -4,190   -4,399   -4,190   -4,399       32      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     85.3     97.5     85.3     97.5     14.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        0        0       21       21       21       21
 
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV              Code-0233A3
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      294,318
COMMITMENTS
   2,184    3,795    2,819  283,728  279,915  288,731  286,529    5,587    7,789

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -18,513)
    -163    1,227       78  -18,094  -17,817  -18,179  -16,512     -334   -2,001

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      1.3      1.0     96.4     95.1     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       1        2        1       45       41       47       43
 
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV             Code-0233A5
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       84,931
COMMITMENTS
   6,562   14,395    1,112   73,662   61,194   81,336   76,701    3,595    8,230

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,585)
  -2,514   -2,648     -754   -7,671   -6,856  -10,939  -10,258      354     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     16.9      1.3     86.7     72.1     95.8     90.3      4.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       20       19       24       23
 
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       68,835
COMMITMENTS
       0    3,027    1,743   56,597   55,732   58,340   60,502   10,495    8,333

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:       -672)
       0      299      -62      237      -18      175      219     -847     -891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      2.5     82.2     81.0     84.8     87.9     15.2     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       17       16       18       17
 
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV     Code-0233AG
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      111,861
COMMITMENTS
  15,390    6,020    1,860   92,376   96,639  109,626  104,519    2,235    7,342

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -40,266)
 -26,606    1,824      488  -13,762  -43,282  -39,880  -40,970     -386      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      5.4      1.7     82.6     86.4     98.0     93.4      2.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        1       13       18       18       20
 
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV     Code-0233AH
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       89,988
COMMITMENTS
  41,790    4,196    4,972   41,860   79,062   88,622   88,230    1,366    1,758

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -42,311)
 -10,567     -868   -3,034  -26,339  -38,100  -39,940  -42,002   -2,371     -309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4      4.7      5.5     46.5     87.9     98.5     98.0      1.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      12        3        2       17       33       30       37
 
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                Code-0233AM
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       23,665
COMMITMENTS
     616        0        0   21,393   21,617   22,009   21,617    1,656    2,048

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -9,331)
       0        0        0   -8,649   -9,177   -8,649   -9,177     -682     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      0.0      0.0     90.4     91.3     93.0     91.3      7.0      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       13       20       14       20
 
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      105,399
COMMITMENTS
       0    5,076        0   91,259   85,023   91,259   90,099   14,140   15,300

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -13,659)
       0   -3,210        0  -11,852  -11,497  -11,852  -14,707   -1,807    1,048

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.8      0.0     86.6     80.7     86.6     85.5     13.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        1        0       28       24       28       25
 
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       65,484
COMMITMENTS
   5,517        0      504   53,509   60,141   59,530   60,645    5,954    4,839

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -3,407)
   1,098        0   -1,123   -2,427   -3,409   -2,452   -4,532     -955    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      0.8     81.7     91.8     90.9     92.6      9.1      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       14       16       16       17
 
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV         Code-0233B1
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      107,360
COMMITMENTS
       0      446    1,600  100,192   91,267  101,792   93,313    5,568   14,047

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -4,919)
    -404      446     -107   -2,689   -6,842   -3,200   -6,503   -1,719    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.4      1.5     93.3     85.0     94.8     86.9      5.2     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       0        1        1       25       24       26       25
 
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV      Code-0233BB
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       73,290
COMMITMENTS
     573        0      764   67,055   65,312   68,392   66,076    4,898    7,214

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,254)
    -596        0      124  -10,268   -9,135  -10,740   -9,011      486   -1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.0      1.0     91.5     89.1     93.3     90.2      6.7      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       16       15       17       16
 
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       72,137
COMMITMENTS
   2,169        0        0   63,709   69,125   65,878   69,125    6,259    3,012

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,189)
    -100        0      -31   -1,521     -252   -1,652     -283      463     -906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      0.0      0.0     88.3     95.8     91.3     95.8      8.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        0       19       14       20       14
 
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV  Code-0233BD
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       27,732
COMMITMENTS
   7,216      708        0   19,770   26,486   26,986   27,194      746      538

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -4,526)
  -2,108      372        0   -2,263   -4,278   -4,371   -3,906     -155     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      2.6      0.0     71.3     95.5     97.3     98.1      2.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        2        0       13       15       16       17
 
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV    Code-0233BH
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      124,083
COMMITMENTS
      86    3,213      921  114,656  116,579  115,663  120,713    8,420    3,370

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,190)
    -250     -194       83   -9,036  -10,478   -9,203  -10,589     -987      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.6      0.7     92.4     94.0     93.2     97.3      6.8      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       16       13       17       15
 
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV         Code-0233BL
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:      283,496
COMMITMENTS
   1,957   38,354    4,717  256,893  230,775  263,567  273,846   19,929    9,650

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -7,747)
  -3,523    2,625      575   -5,643  -13,036   -8,591   -9,836      844    2,089

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     13.5      1.7     90.6     81.4     93.0     96.6      7.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        4       31       24       35       28
 
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                               Code-0233BW
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       26,586
COMMITMENTS
   3,611        0        0   21,661   25,998   25,272   25,998    1,314      588

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -9,351)
  -2,542        0        0   -6,819   -9,305   -9,361   -9,305       10      -46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.0      0.0     81.5     97.8     95.1     97.8      4.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        0       11       14       16       14
 
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                Code-0233C1
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       30,874
COMMITMENTS
       0        0        0   27,814   30,657   27,814   30,657    3,060      217

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -5,462)
       0        0        0   -5,302   -5,648   -5,302   -5,648     -160      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     90.1     99.3     90.1     99.3      9.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        0        0       13       17       13       17
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV          Code-0233CG
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mmbtu                                           OPEN INTEREST:       41,688
COMMITMENTS
   2,624        0        0   36,773   41,184   39,397   41,184    2,291      504

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -3,180)
     577        0        0   -4,000   -2,669   -3,423   -2,669      243     -511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.0      0.0     88.2     98.8     94.5     98.8      5.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        0        0       14       15       15       15
 
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CH
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:      269,548
COMMITMENTS
   7,119   34,095    3,569  248,165  228,641  258,853  266,305   10,695    3,243

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:        284)
    -467    1,182     -784     -392      619   -1,643    1,017    1,927     -733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6     12.6      1.3     92.1     84.8     96.0     98.8      4.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        4        3       38       33       43       38
 
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                        Code-0233CU
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mmbtu                                                OPEN INTEREST:       87,950
COMMITMENTS
   8,987        0        0   75,339   83,739   84,326   83,739    3,624    4,211

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -3,576)
    -485        0        0   -2,692   -2,770   -3,177   -2,770     -399     -806

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2      0.0      0.0     85.7     95.2     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        0        0       22       20       24       20
 
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   Code-0233CW
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       74,717
COMMITMENTS
       0        0        0   68,385   72,057   68,385   72,057    6,332    2,660

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -5,739)
       0        0        0   -8,255   -5,528   -8,255   -5,528    2,516     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      0.0      0.0     91.5     96.4     91.5     96.4      8.5      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       14       19       14
 
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV  Code-0233CZ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 mm btu                                          OPEN INTEREST:       82,239
COMMITMENTS
     912    3,616    2,163   69,422   70,036   72,497   75,815    9,742    6,424

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -6,721)
     912   -1,735      907   -4,251   -5,228   -2,432   -6,056   -4,289     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      4.4      2.6     84.4     85.2     88.2     92.2     11.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       20       15       22       18
 
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                       Code-064363
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      150,641
COMMITMENTS
  19,465    5,340    9,557  120,726  134,833  149,748  149,730      893      911

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -8,378)
      18      -44   -1,279   -6,991   -6,990   -8,252   -8,313     -126      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9      3.5      6.3     80.1     89.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11        5       11       55       56       69       69
 
 
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV                        Code-064391
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       55,587
COMMITMENTS
   4,185      719    2,866   48,536   51,978   55,587   55,563        0       24

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      1,031)
     174      336     -174    1,031      869    1,031    1,031        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.3      5.2     87.3     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        1        3       26       22       29       25
 
 
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV                    Code-064392
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      491,794
COMMITMENTS
       0   20,718   19,375  472,419  451,701  491,794  491,794        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:        338)
    -448    1,761     -536    1,322     -887      338      338        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.2      3.9     96.1     91.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        4        2       21       20       23       24
 
 
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV                   Code-064394
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,461,996
COMMITMENTS
  25,672    2,108   31,399  1404925  1428489  1461996  1461996        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -57,970)
  -6,985     -416    2,697  -45,122  -52,083  -49,410  -49,802   -8,560   -8,168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.1      2.1     96.1     97.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        3        5       41       43       48       49
 
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                      Code-064395
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       46,176
COMMITMENTS
   1,388    8,194    3,715   41,073   34,267   46,176   46,176        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,988)
      78     -556     -130   -1,936   -1,302   -1,988   -1,988        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     17.7      8.0     88.9     74.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        4        3       24       23       28       29
 
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-064396
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      348,264
COMMITMENTS
   6,552   27,324   29,830  311,882  291,110  348,264  348,264        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -14,464)
   2,512   -4,920        0  -16,976   -9,544  -14,464  -14,464        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.8      8.6     89.6     83.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       15       14       19       16
 
 
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV                  Code-06439A
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      468,817
COMMITMENTS
  38,081      352    2,359  428,377  466,106  468,817  468,817        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -23,530)
   2,704     -392        0  -26,234  -23,138  -23,530  -23,530        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      0.1      0.5     91.4     99.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        1       23       29       28       31
 
 
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV              Code-06439B
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       49,854
COMMITMENTS
   4,866      340    1,780   42,848   46,266   49,494   48,386      360    1,468

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -2,515)
     353       41     -159   -2,794   -2,399   -2,600   -2,517       85        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      0.7      3.6     85.9     92.8     99.3     97.1      0.7      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       29       30       34       34
 
 
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                  Code-06439C
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 mwh                                                OPEN INTEREST:    3,213,050
COMMITMENTS
   7,750        0        0  3205300  3213050  3213050  3213050        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -180,740)
   7,750        0        0 -188,490 -180,740 -180,740 -180,740        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        0        0       18       12       19       12
 
 
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV                        Code-06439E
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:        4,150
COMMITMENTS
     350        0      250    3,150    3,600    3,750    3,850      400      300

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -3,800)
     350     -550      150   -3,600   -2,350   -3,100   -2,750     -700   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      0.0      6.0     75.9     86.7     90.4     92.8      9.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        1       12       11       16       12
 
 
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV               Code-06439F
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:    1,227,010
COMMITMENTS
   2,100        0        0  1224910  1227010  1227010  1227010        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -101,590)
       0        0        0 -101,590 -101,590 -101,590 -101,590        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       21       13       22       13
 
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                      Code-06439K
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:      768,080
COMMITMENTS
       0        0        0  768,080  768,080  768,080  768,080        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     10,840)
  -3,920        0        0   14,760   10,840   10,840   10,840        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       16       13       16       13
 
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                 Code-06439L
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      282,584
COMMITMENTS
   9,792        0    2,752  270,040  279,832  282,584  282,584        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -9,416)
  -1,168        0      776   -9,024  -10,192   -9,416   -9,416        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      0.0      1.0     95.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        1       23       16       24       17
 
 
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV                          Code-06439R
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       11,552
COMMITMENTS
   1,870      339      106    9,259   10,811   11,235   11,256      317      296

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:       -777)
     253     -334     -190     -858     -233     -795     -757       18      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.9      0.9     80.2     93.6     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       13       19       19       22
 
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643A8
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5MWh                                                 OPEN INTEREST:    1,185,020
COMMITMENTS
  31,000   46,560   93,280  1060740  1045180  1185020  1185020        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -8,020)
  15,500   -7,840        0  -23,520     -180   -8,020   -8,020        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.9      7.9     89.5     88.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        1       11       10       13       12
 
 
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV      Code-0643AU
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MwH                                               OPEN INTEREST:      114,190
COMMITMENTS
       0    6,925        0  114,190  107,265  114,190  114,190        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -8,120)
       0   -1,760        0   -8,120   -6,360   -8,120   -8,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.1      0.0    100.0     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       14       10       14       11
 
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643AZ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      316,275
COMMITMENTS
   8,400        0        0  307,875  316,275  316,275  316,275        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -24,600)
  -2,200        0        0  -22,400  -24,600  -24,600  -24,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      0.0     97.3    100.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        0        0       19       13       20       13
 
 
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643B1
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWH PER LOT                                       OPEN INTEREST:      191,876
COMMITMENTS
   2,625        0        0  189,251  191,876  191,876  191,876        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,479)
       0        0        0   -1,479   -1,479   -1,479   -1,479        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        0        0       24       18       25       18
 
 
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV            Code-0643B3
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 Mwh                                              OPEN INTEREST:       23,063
COMMITMENTS
     784      369      601   21,298   20,669   22,683   21,639      380    1,424

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,086)
     -86      -23       44   -1,042   -1,083   -1,084   -1,062       -2      -24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      1.6      2.6     92.3     89.6     98.4     93.8      1.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        1       27       25       28       28
 
 
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV              Code-0643B9
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 5 MWh                                OPEN INTEREST:    2,930,406
COMMITMENTS
       0  302,651  286,010  2644396  2341745  2930406  2930406        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -148,341)
       0  -55,056   25,920 -174,261 -119,205 -148,341 -148,341        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     10.3      9.8     90.2     79.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        4        1       30       29       31       33
 
 
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV                       Code-0643BA
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Any multiple of 16 MWh                               OPEN INTEREST:      877,955
COMMITMENTS
  17,460   71,512   67,873  792,602  738,528  877,935  877,913       20       42

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -50,343)
   7,428  -36,313    9,535  -67,326  -23,521  -50,363  -50,299       20      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      8.1      7.7     90.3     84.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        6        5       39       30       45       37
 
 
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWH                                                OPEN INTEREST:    2,084,201
COMMITMENTS
       0        0        0  2084201  2084201  2084201  2084201        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -151,712)
       0        0        0 -151,712 -151,712 -151,712 -151,712        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       19       10       19       10
 
 
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV                       Code-0643BE
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 mwh                                               OPEN INTEREST:      614,515
COMMITMENTS
       0        0        0  614,515  614,515  614,515  614,515        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -66,260)
       0        0        0  -66,260  -66,260  -66,260  -66,260        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       0        0        0       26       14       26       14
 
 
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643BF
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      498,418
COMMITMENTS
 109,808        0   20,719  367,891  477,699  498,418  498,418        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -12,549)
  -3,210        0   -2,310   -7,029  -10,239  -12,549  -12,549        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0      0.0      4.2     73.8     95.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       32       27       35       29
 
 
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV             Code-0643BG
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       36,436
COMMITMENTS
   6,542    1,748      626   28,063   33,937   35,231   36,311    1,205      125

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,977)
     448     -348     -173   -2,418   -1,392   -2,143   -1,913      166      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      4.8      1.7     77.0     93.1     96.7     99.7      3.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        1        2       31       28       36       31
 
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                            Code-0643BM
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       26,935
COMMITMENTS
   7,742      492    1,228   17,965   25,215   26,935   26,935        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -2,107)
    -859      208        0   -1,248   -2,315   -2,107   -2,107        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7      1.8      4.6     66.7     93.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        1       19        9       21       12
 
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                        Code-0643BR
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25MWh                                                OPEN INTEREST:      216,676
COMMITMENTS
 102,327    1,964      304  114,045  214,408  216,676  216,676        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -20,956)
 -11,432      700      304   -9,828  -21,960  -20,956  -20,956        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      0.9      0.1     52.6     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14        8       16       11
 
 
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                   Code-0643BS
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      482,241
COMMITMENTS
   4,288   21,668   16,705  461,248  443,868  482,241  482,241        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -26,223)
    -392    5,056     -784  -25,047  -30,495  -26,223  -26,223        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      4.5      3.5     95.6     92.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       1        3        1       23       18       25       21
 
 
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV       Code-0643BT
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800 MWh                                              OPEN INTEREST:       30,187
COMMITMENTS
   6,178        0      315   23,420   29,492   29,913   29,807      274      380

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,618)
      21        0        0   -1,128   -1,596   -1,107   -1,596     -511      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5      0.0      1.0     77.6     97.7     99.1     98.7      0.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        0        1       24       22       27       23
 
 
NYISO  ZONE  J - ICE FUTURES ENERGY DIV                              Code-0643BW
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:        6,454
COMMITMENTS
       0    1,038        0    6,057    5,141    6,057    6,179      397      275

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,101)
       0       22      -44     -945   -1,057     -989   -1,079     -112      -22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.1      0.0     93.8     79.7     93.8     95.7      6.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        3        0       15       11       15       14
 
 
NYISO ZONE  A - ICE FUTURES ENERGY DIV                               Code-0643BY
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       17,378
COMMITMENTS
   1,189      600      124   15,789   16,486   17,102   17,210      276      168

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:       -581)
     -22        0       20     -514     -601     -516     -581      -65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      3.5      0.7     90.9     94.9     98.4     99.0      1.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       19       21       24       23
 
 
NYISO ZONE  A  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643BZ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50 Mwh                                               OPEN INTEREST:      249,318
COMMITMENTS
  43,568        0      704  205,046  248,614  249,318  249,318        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -9,795)
  -1,568        0     -392   -7,835   -9,403   -9,795   -9,795        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      0.0      0.3     82.2     99.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        0        1       16       17       19       18
 
 
NYISO ZONE  G - ICE FUTURES ENERGY DIV                               Code-0643C3
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
800MWh                                               OPEN INTEREST:       15,301
COMMITMENTS
   2,228        0      207   12,572   15,011   15,007   15,218      294       83

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,325)
    -242        0      -24   -1,035   -1,256   -1,301   -1,280      -24      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      0.0      1.4     82.2     98.1     98.1     99.5      1.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       7        0        3       18       24       25       27
 
 
NYISO ZONE  G  (OFF-PEAK) - ICE FUTURES ENERGY DIV                   Code-0643C4
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
50MWh                                                OPEN INTEREST:      166,958
COMMITMENTS
   6,545        0      352  160,061  166,606  166,958  166,958        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -16,763)
     -24        0     -392  -16,347  -16,371  -16,763  -16,763        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      0.0      0.2     95.9     99.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        0        1       22       20       23       21
 
 
PALO VERDE - ICE FUTURES ENERGY DIV                                  Code-0643CB
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
400MWh                                               OPEN INTEREST:       21,338
COMMITMENTS
       0    3,503    1,766   19,572   16,069   21,338   21,338        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:        127)
       0       25        0      127      102      127      127        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     16.4      8.3     91.7     75.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       17       16       18       17
 
 
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV                       Code-0643CC
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
25 MWh                                               OPEN INTEREST:      154,757
COMMITMENTS
   7,058        0      654  147,045  154,103  154,757  154,757        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      2,881)
       0        0        0    2,881    2,881    2,881    2,881        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.0      0.4     95.0     99.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        0        1       12       14       13       15
 
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV     Code-0643CJ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:      802,818
COMMITMENTS
       0   34,220        0  802,818  768,598  802,818  802,818        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -10,699)
       0   -7,840        0  -10,699   -2,859  -10,699  -10,699        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        0       18       14       18       15
 
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643CK
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      227,340
COMMITMENTS
   2,150    3,225        0  225,190  224,115  227,340  227,340        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -5,500)
   2,150        0        0   -7,650   -5,500   -5,500   -5,500        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        1        0       21       14       22       15
 
 
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV                     Code-0643CU
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 Mwh                                               OPEN INTEREST:      289,830
COMMITMENTS
       0    6,425        0  289,830  283,405  289,830  289,830        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -13,645)
       0    6,425        0  -13,645  -20,070  -13,645  -13,645        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.0    100.0     97.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       22       11       22       12
 
 
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643CV
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 Mwh                                                OPEN INTEREST:    1,019,775
COMMITMENTS
       0   23,360        0  1019775  996,415  1019775  1019775        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -41,090)
       0   23,360        0  -41,090  -64,450  -41,090  -41,090        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       18        6       18        7
 
 
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV         Code-0643CZ
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      170,855
COMMITMENTS
       0        0        0  170,855  170,855  170,855  170,855        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,730)
       0        0        0   -1,730   -1,730   -1,730   -1,730        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        0        0       15       14       15       14
 
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV              Code-0643D1
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
mwh                                                  OPEN INTEREST:      640,210
COMMITMENTS
       0        0        0  640,210  640,210  640,210  640,210        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -17,690)
       0        0        0  -17,690  -17,690  -17,690  -17,690        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        0        0       16       13       16       13
 
 
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV                         Code-0643D4
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      364,630
COMMITMENTS
       0    1,100    1,050  363,580  362,480  364,630  364,630        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -25,205)
       0    1,100    1,050  -26,255  -27,355  -25,205  -25,205        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       22       15       23       16
 
 
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                Code-0643D5
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,207,850
COMMITMENTS
       0        0        0  1207850  1207850  1207850  1207850        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -87,336)
       0        0        0  -87,336  -87,336  -87,336  -87,336        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        0        0       21       14       21       14
 
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV    Code-0643D7
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    1,876,338
COMMITMENTS
       0        0        0  1876338  1876338  1876338  1876338        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -112,022)
       0        0        0 -112,022 -112,022 -112,022 -112,022        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        0        0       21        9       21        9
 
 
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV        Code-0643D8
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      509,070
COMMITMENTS
       0        0        0  509,070  509,070  509,070  509,070        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -25,660)
       0        0        0  -25,660  -25,660  -25,660  -25,660        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        0        0       21       10       21       10
 
 
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV        Code-0643DB
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    9,159,114
COMMITMENTS
 132,034        0        0  9027080  9159114  9159114  9159114        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -380,268)
 -14,664        0        0 -365,604 -380,268 -380,268 -380,268        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        0        0       40       31       42       31
 
 
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV                 Code-0643DC
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,181,320
COMMITMENTS
  39,525        0    3,150  3138645  3178170  3181320  3181320        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     10,495)
  -5,295        0    1,050   14,740    9,445   10,495   10,495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.0      0.1     98.7     99.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        0        1       42       34       46       35
 
 
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV        Code-0643DF
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:    3,159,701
COMMITMENTS
 501,983  200,722  106,590  2551128  2852389  3159701  3159701        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -130,861)
  -8,851    4,501   -8,671 -109,909 -124,911 -127,431 -129,081   -3,430   -1,780

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      6.4      3.4     80.7     90.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       6       10        7       42       41       55       51
 
 
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV              Code-0643DK
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
MWh (Megawatt Hours)                                 OPEN INTEREST:    6,835,882
COMMITMENTS
 123,668  205,880  177,910  6533897  6452092  6835475  6835882      407        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:   -115,222)
   4,373   15,480   -6,272 -113,323 -124,430 -115,222 -115,222        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.0      2.6     95.6     94.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        2       35       30       39       34
 
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                     Code-0643DL
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
16 MWh                                               OPEN INTEREST:      631,790
COMMITMENTS
   3,630    3,100    2,150  626,010  626,540  631,790  631,790        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     -1,310)
  -2,200   -1,100        0      890     -210   -1,310   -1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.5      0.3     99.1     99.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        1       34       16       36       18
 
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV            Code-0643DM
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
5 MWh                                                OPEN INTEREST:    2,322,088
COMMITMENTS
   7,040        0        0  2315048  2322088  2322088  2322088        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:        207)
  -7,840        0        0    8,047      207      207      207        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        0        0       30       15       31       15
 
 
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C74
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      127,700
COMMITMENTS
  20,420   11,450    3,125  102,005  112,125  125,550  126,700    2,150    1,000

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      8,825)
   9,575     -880   -1,210      482   11,905    8,847    9,815      -22     -990

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      9.0      2.4     79.9     87.8     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       19       18       22       21
 
 
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C75
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      253,849
COMMITMENTS
  45,784        0    2,816  205,249  251,033  253,849  253,849        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:     54,318)
  20,704   -2,816    2,816   30,798   54,318   54,318   54,318        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.0      1.1     80.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        0        1       17       11       19       12
 
 
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C76
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      133,092
COMMITMENTS
   1,100   15,737    3,520  128,472  113,835  133,092  133,092        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:        152)
  -1,792    1,340    1,107      837   -2,295      152      152        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     11.8      2.6     96.5     85.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        5        2       26       18       30       23
 
 
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV              Code-064C77
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5 MEGAWATTS PER HOUR)                  OPEN INTEREST:      260,523
COMMITMENTS
       0   11,341    2,035  258,488  246,795  260,523  260,171        0      352

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:    -13,073)
       0   -7,915    2,035  -15,108   -7,193  -13,073  -13,073        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.8     99.2     94.7    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        2        1       13       17       14       19
 
 
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV              Code-064C78
FUTURES ONLY POSITIONS AS OF 02/11/14                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 16 MEGAWATTS PER HOUR)                 OPEN INTEREST:      103,523
COMMITMENTS
   4,720    1,100        0   98,803  102,423  103,523  103,523        0        0

CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST:      1,993)
    -330        0        0    2,389    1,993    2,059    1,993      -66        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       16       13       18       15



Updated February 14, 2014