1000 CALIFORNIA CARBON ALLOWANCE - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- dollars and cents OPEN INTEREST: 6,642 COMMITMENTS 2,775 2,791 378 3,441 3,468 6,594 6,637 48 5 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 449) 124 392 58 290 21 472 471 -23 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 42.0 5.7 51.8 52.2 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 12 10 3 11 10 25 21 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 6,348,783 COMMITMENTS 1403728 73,448 1979951 2926082 4260466 6309761 6313865 39,022 34,918 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 33,705) 18,475 -37,074 -2,389 13,737 66,102 29,823 26,639 3,882 7,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 1.2 31.2 46.1 67.1 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 57 21 63 148 135 226 200 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 966,135 COMMITMENTS 57,602 163,699 323,710 583,872 477,466 965,184 964,875 951 1,260 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,188) -3,730 -31,109 17,284 -10,366 17,055 3,188 3,230 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 16.9 33.5 60.4 49.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 19 16 29 41 39 73 71 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 267,886 COMMITMENTS 22,966 2,387 8,421 222,752 251,717 254,139 262,525 13,747 5,361 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 757) -1,140 -94 -142 826 -255 -456 -491 1,213 1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.9 3.1 83.2 94.0 94.9 98.0 5.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 9 3 9 37 35 49 44 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 182,316 COMMITMENTS 4,914 0 4,107 168,830 173,983 177,851 178,090 4,465 4,226 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,979) 437 0 346 1,192 1,174 1,975 1,520 4 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 2.3 92.6 95.4 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 0 3 34 33 38 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,463 COMMITMENTS 7,467 3,557 4,374 193,370 199,297 205,211 207,228 7,252 5,235 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -4,217) -875 -77 517 -3,156 -4,514 -3,514 -4,074 -703 -143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.7 2.1 91.0 93.8 96.6 97.5 3.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 32 31 36 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 844,377 COMMITMENTS 2,375 1,213 13,080 814,292 827,517 829,747 841,810 14,630 2,567 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 31,915) -1,056 -949 413 33,970 35,371 33,327 34,835 -1,412 -2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.1 1.5 96.4 98.0 98.3 99.7 1.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 3 2 6 53 41 59 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,738 COMMITMENTS 8,425 4,621 1,557 238,400 243,083 248,382 249,261 11,356 10,477 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,305) 2,314 4 -1,252 859 1,691 1,921 443 -616 862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.8 0.6 91.8 93.6 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 2 21 26 24 30 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,688 COMMITMENTS 4,235 2,430 8,194 219,997 221,583 232,426 232,207 4,262 4,481 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,510) -3,512 62 -170 8,913 4,954 5,231 4,846 -721 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.0 3.5 92.9 93.6 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 3 4 34 39 39 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,288 COMMITMENTS 7,556 248 5,958 91,488 94,369 105,002 100,575 4,286 8,713 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,427) -1,541 -682 548 3,635 2,008 2,642 1,874 -215 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.2 5.5 83.7 86.3 96.1 92.0 3.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 19 26 22 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 181,847 COMMITMENTS 4,283 7,868 8,355 160,508 156,038 173,146 172,261 8,701 9,586 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,267) 1,128 143 -1,770 2,446 5,925 1,804 4,298 2,463 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.3 4.6 88.3 85.8 95.2 94.7 4.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 4 31 27 37 31 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,856 COMMITMENTS 558 918 0 25,939 26,892 26,497 27,810 2,359 1,046 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,436) 0 360 0 3,436 3,076 3,436 3,436 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.2 0.0 89.9 93.2 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 9 16 10 17 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,885 COMMITMENTS 0 7,446 454 59,445 52,516 59,899 60,416 8,986 8,469 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -1,930) 0 248 13 -2,427 -1,761 -2,414 -1,500 484 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.7 86.3 76.2 87.0 87.7 13.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 15 20 16 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,633 COMMITMENTS 4,650 2,754 2,160 141,200 144,677 148,010 149,591 8,623 7,042 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,286) 1,160 0 60 1,501 1,502 2,721 1,562 -1,435 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.8 1.4 90.1 92.4 94.5 95.5 5.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 23 25 24 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,117 COMMITMENTS 0 0 0 71,768 80,879 71,768 80,879 16,349 7,238 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -472) 0 -1,108 -604 -472 46 -1,076 -1,666 604 1,194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 81.4 91.8 81.4 91.8 18.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 12 18 12 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 366,325 COMMITMENTS 15,152 2,763 4,271 341,843 357,593 361,266 364,627 5,059 1,698 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,631) 2,417 -1,564 -694 2,271 7,042 3,994 4,784 637 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.8 1.2 93.3 97.6 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 2 32 33 35 36 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,768 COMMITMENTS 6,321 0 3,787 77,961 81,141 88,069 84,928 3,699 6,840 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,449) 4,039 0 -825 -1,189 4,732 2,025 3,907 424 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 4.1 85.0 88.4 96.0 92.5 4.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 2 21 25 23 27 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,987 COMMITMENTS 1,500 3,022 2,774 57,409 53,420 61,683 59,216 7,304 9,771 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,372) -90 820 151 3,175 1,494 3,236 2,465 -1,864 -1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.4 4.0 83.2 77.4 89.4 85.8 10.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 13 16 17 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,470 COMMITMENTS 9,379 1,320 488 155,935 159,848 165,802 161,656 668 4,814 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 26,414) 1,800 720 -30 24,584 25,724 26,354 26,414 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.8 0.3 93.7 96.0 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 1 14 19 17 22 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,110 COMMITMENTS 23,214 14,597 1,719 112,567 121,686 137,500 138,002 1,610 1,108 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 5,450) 1,800 720 -30 3,620 4,760 5,390 5,450 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 10.5 1.2 80.9 87.5 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 9 2 20 31 25 41 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,580 COMMITMENTS 0 0 0 55,457 54,406 55,457 54,406 123 1,174 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,260) 0 0 0 1,260 1,140 1,260 1,140 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 97.9 99.8 97.9 0.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 16 24 16 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,298 COMMITMENTS 517 973 2,185 100,843 96,318 103,545 99,476 8,753 12,822 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,326) -68 -239 34 4,099 2,932 4,065 2,727 261 1,599 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 1.9 89.8 85.8 92.2 88.6 7.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 25 22 27 24 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,441 COMMITMENTS 404 1,343 4,191 72,253 70,883 76,848 76,417 3,593 4,024 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,422) -1,220 972 -8 4,590 2,458 3,362 3,422 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.7 5.2 89.8 88.1 95.5 95.0 4.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 14 15 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,972 COMMITMENTS 507 2,041 1,584 85,376 88,346 87,467 91,971 7,505 3,001 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 212) -306 -835 4 88 -148 -214 -979 426 1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.1 1.7 89.9 93.0 92.1 96.8 7.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 19 22 21 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,749 COMMITMENTS 3,962 0 1,332 80,849 82,163 86,143 83,495 5,606 8,254 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -2,441) -1,755 0 1,014 -411 -2,862 -1,152 -1,848 -1,289 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 1.5 88.1 89.6 93.9 91.0 6.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 12 16 14 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,078 COMMITMENTS 1,860 819 0 15,175 16,557 17,035 17,376 1,043 702 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,560) 0 0 0 1,590 1,350 1,590 1,350 -30 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 4.5 0.0 83.9 91.6 94.2 96.1 5.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 12 11 14 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,907 COMMITMENTS 1,460 1,095 2,487 125,501 128,918 129,448 132,500 5,459 2,407 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -244) 62 144 -461 182 133 -217 -184 -27 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.8 1.8 93.0 95.6 96.0 98.2 4.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 18 16 22 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 278,062 COMMITMENTS 20,578 10,715 2,727 247,831 259,186 271,136 272,628 6,926 5,434 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,174) -2,829 2,181 965 5,269 2,182 3,405 5,328 769 -1,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 3.9 1.0 89.1 93.2 97.5 98.0 2.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 3 29 29 33 33 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,976 COMMITMENTS 1,220 0 0 21,358 22,730 22,578 22,730 398 246 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 570) 600 0 0 -120 632 480 632 90 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 93.0 98.9 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 11 11 12 11 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,048 COMMITMENTS 9,694 0 0 32,242 42,674 41,936 42,674 2,112 1,374 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,780) 150 0 0 4,574 4,510 4,724 4,510 56 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.0 0.0 73.2 96.9 95.2 96.9 4.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 0 17 16 21 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,967 COMMITMENTS 279 0 0 56,813 57,121 57,092 57,121 1,875 1,846 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 152 120 152 0 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 96.3 96.9 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 13 12 14 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 219,531 COMMITMENTS 8,611 27,454 4,931 199,079 184,590 212,621 216,975 6,910 2,556 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 7,313) -51 -360 591 6,507 7,351 7,047 7,582 266 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 12.5 2.2 90.7 84.1 96.9 98.8 3.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 1 31 27 32 31 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 82,644 COMMITMENTS 2,915 0 4,096 70,296 76,692 77,307 80,788 5,337 1,856 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -1,174) 107 0 -1,177 172 3 -898 -1,174 -276 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 5.0 85.1 92.8 93.5 97.8 6.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 16 13 17 14 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 85,218 COMMITMENTS 0 0 0 79,614 81,529 79,614 81,529 5,604 3,689 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,686) 0 0 0 5,086 2,842 5,086 2,842 -1,400 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 95.7 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 19 16 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 84,577 COMMITMENTS 2,173 13,956 930 74,225 67,555 77,328 82,441 7,249 2,136 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -59) 0 243 90 444 645 534 978 -593 -1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 16.5 1.1 87.8 79.9 91.4 97.5 8.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 25 26 27 28 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 19,699 COMMITMENTS 0 1,395 0 19,362 17,112 19,362 18,507 337 1,192 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,180) 0 0 0 3,060 2,850 3,060 2,850 120 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 0.0 98.3 86.9 98.3 93.9 1.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 11 15 11 17 PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 177,510 COMMITMENTS 30,810 4,607 19,670 126,225 151,484 176,705 175,761 805 1,749 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 4,485) 1,081 -829 2,775 759 2,561 4,615 4,507 -130 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 2.6 11.1 71.1 85.3 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 18 4 18 48 50 70 68 MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 55,636 COMMITMENTS 390 335 1,491 53,755 53,810 55,636 55,636 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 411) -262 -26 235 438 202 411 411 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.6 2.7 96.6 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 4 27 27 32 31 MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 611,623 COMMITMENTS 30,545 0 7,480 573,598 604,143 611,623 611,623 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 24,497) 7,673 -1,592 -296 17,120 26,385 24,497 24,497 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 1.2 93.8 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 3 27 28 32 31 PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,675,501 COMMITMENTS 235,049 46,999 48,061 1392391 1580441 1675501 1675501 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 6,298) -4,680 66 -1,224 12,202 7,456 6,298 6,298 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.8 2.9 83.1 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 4 8 41 44 52 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,789 COMMITMENTS 457 2,622 4,004 57,328 55,163 61,789 61,789 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -527) 257 -55 -231 -553 -241 -527 -527 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.2 6.5 92.8 89.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 30 26 34 30 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 412,117 COMMITMENTS 37 3,123 14,491 397,589 394,503 412,117 412,117 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 10,456) -1,493 3,123 1,493 10,456 5,840 10,456 10,456 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 3.5 96.5 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 18 17 20 19 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 591,908 COMMITMENTS 69,304 157,133 3,568 519,036 431,207 591,908 591,908 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 7,385) 0 9,402 0 7,385 -2,017 7,385 7,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 26.5 0.6 87.7 72.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 2 25 24 28 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,225 COMMITMENTS 7,450 19,070 3,471 38,070 26,005 48,991 48,546 234 679 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,836) -492 857 137 2,215 842 1,860 1,836 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 38.7 7.1 77.3 52.8 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 3 24 28 28 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,798,315 COMMITMENTS 0 1199155 0 1798315 599,160 1798315 1798315 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 24,000) 0 0 0 24,000 24,000 24,000 24,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 66.7 0.0 100.0 33.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 10 12 11 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 624,000 COMMITMENTS 0 413,500 0 624,000 210,500 624,000 624,000 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 66.3 0.0 100.0 33.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 14 16 15 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 1,053,600 COMMITMENTS 0 0 0 1053600 1053600 1053600 1053600 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 8,000) 0 0 0 8,000 8,000 8,000 8,000 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: 24) 0 0 0 13 12 13 12 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 281,936 COMMITMENTS 19,912 3,208 2,736 259,288 275,992 281,936 281,936 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -3,080) 2,768 0 -400 -5,448 -2,680 -3,080 -3,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 1.1 1.0 92.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 25 20 28 24 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 10,205 COMMITMENTS 1,495 0 487 7,159 9,206 9,141 9,693 1,064 512 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 635) 130 -213 82 337 832 549 701 86 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 4.8 70.2 90.2 89.6 95.0 10.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 14 16 17 18 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 423,475 COMMITMENTS 1,000 0 0 422,475 423,475 423,475 423,475 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,540) 1,000 0 0 8,540 9,540 9,540 9,540 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 15 22 15 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 233,230 COMMITMENTS 0 550 1,600 231,630 231,080 233,230 233,230 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.7 99.3 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 20 21 21 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 29,392 COMMITMENTS 1,244 1,672 249 26,303 25,810 27,796 27,731 1,596 1,661 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,407) 60 8 22 1,624 487 1,706 517 -299 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 5.7 0.8 89.5 87.8 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 22 24 25 28 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 1,658,928 COMMITMENTS 50,451 128,445 125,647 1482830 1404836 1658928 1658928 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 47,302) 0 -880 2,800 44,502 45,382 47,302 47,302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.7 7.6 89.4 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 2 25 23 27 26 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 547,095 COMMITMENTS 0 105,230 14,810 532,285 427,055 547,095 547,095 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,650) 0 -2,725 6,400 -2,750 -25 3,650 3,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.2 2.7 97.3 78.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 3 1 30 25 31 28 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,278,430 COMMITMENTS 0 0 0 1278430 1278430 1278430 1278430 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 12,000) 0 0 0 12,000 12,000 12,000 12,000 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 20 12 20 12 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 393,420 COMMITMENTS 7,400 0 0 386,020 393,420 393,420 393,420 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,000) 0 0 0 2,000 2,000 2,000 2,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 24 14 25 14 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 648,591 COMMITMENTS 109,994 35,545 30,456 508,141 582,590 648,591 648,591 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 14,672) 9,328 -2,483 -784 6,128 17,939 14,672 14,672 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 5.5 4.7 78.3 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 28 28 32 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 43,100 COMMITMENTS 5,401 4,621 1,859 35,541 36,620 42,801 43,100 299 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,444) 489 -134 122 833 1,456 1,444 1,444 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 10.7 4.3 82.5 85.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 4 32 32 37 36 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,030 COMMITMENTS 2,185 26 52 21,793 23,952 24,030 24,030 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,838) -26 26 26 1,838 1,786 1,838 1,838 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.1 0.2 90.7 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 1 21 14 24 16 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 204,173 COMMITMENTS 20,790 0 656 182,727 203,517 204,173 204,173 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,263) 0 0 0 3,263 3,263 3,263 3,263 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.3 89.5 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 16 10 18 11 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 592,556 COMMITMENTS 9,760 5,514 44,110 538,686 542,932 592,556 592,556 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,208) 0 0 0 1,208 1,208 1,208 1,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.9 7.4 90.9 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 25 21 29 23 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 33,668 COMMITMENTS 4,425 510 1,104 27,822 31,843 33,351 33,457 317 211 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 3,251) 229 0 492 2,213 2,718 2,934 3,210 317 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 1.5 3.3 82.6 94.6 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 26 29 28 31 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 102,076 COMMITMENTS 0 9,001 0 102,076 93,075 102,076 102,076 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.0 100.0 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 12 14 13 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,637 COMMITMENTS 3,507 670 236 18,728 21,519 22,471 22,425 166 212 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 185) -552 40 -40 820 58 228 58 -43 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 3.0 1.0 82.7 95.1 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 23 25 27 29 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 321,698 COMMITMENTS 57,245 0 1,960 262,493 319,738 321,698 321,698 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 13,704) 0 0 0 13,704 13,704 13,704 13,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.6 81.6 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 20 21 23 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,728 COMMITMENTS 1,280 0 84 16,767 18,452 18,131 18,536 597 192 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 268) 140 0 -140 184 346 184 206 84 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.4 89.5 98.5 96.8 99.0 3.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 22 22 25 24 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 258,677 COMMITMENTS 8,665 4,680 0 250,012 253,997 258,677 258,677 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,976) 0 0 0 1,976 1,976 1,976 1,976 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.8 0.0 96.7 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 15 19 16 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 32,827 COMMITMENTS 26 23 3,204 29,597 29,600 32,827 32,827 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 896) 0 -816 768 128 944 896 896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 9.8 90.2 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 23 24 25 25 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 214,919 COMMITMENTS 977 0 0 213,942 214,919 214,919 214,919 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 9,328) -977 0 0 10,305 9,328 9,328 9,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 18 17 19 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 818,113 COMMITMENTS 0 93,920 0 818,113 724,193 818,113 818,113 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 0.0 100.0 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 12 13 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 250,720 COMMITMENTS 0 13,100 0 250,720 237,620 250,720 250,720 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 2,500) 0 500 0 2,500 2,000 2,500 2,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 16 19 17 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 136,345 COMMITMENTS 0 0 0 136,345 136,345 136,345 136,345 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 233,485 COMMITMENTS 0 0 0 233,485 233,485 233,485 233,485 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,500 1,500 1,500 1,500 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 18 13 18 13 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 844,646 COMMITMENTS 0 0 0 844,646 844,646 844,646 844,646 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -3,920) 0 0 0 -3,920 -3,920 -3,920 -3,920 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 11 16 11 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 111,055 COMMITMENTS 0 0 0 111,055 111,055 111,055 111,055 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,100) 0 0 0 1,100 1,100 1,100 1,100 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: 23) 0 0 0 15 14 15 14 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 189,705 COMMITMENTS 5,580 0 0 184,125 189,705 189,705 189,705 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 6,200) 500 0 0 5,700 6,200 6,200 6,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 21 16 23 16 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 551,354 COMMITMENTS 0 0 0 551,354 551,354 551,354 551,354 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 17 14 17 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 881,603 COMMITMENTS 0 0 0 881,603 881,603 881,603 881,603 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 8 17 8 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 273,800 COMMITMENTS 0 0 0 273,800 273,800 273,800 273,800 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 1,100) 0 0 0 1,100 1,100 1,100 1,100 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 25 11 25 11 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,375,857 COMMITMENTS 307,180 0 0 6068677 6375857 6375857 6375857 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 41,105) 7,840 0 0 33,265 41,105 41,105 41,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 95.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 0 0 40 37 44 37 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,125,995 COMMITMENTS 79,735 0 0 2046260 2125995 2125995 2125995 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: -13,410) 0 0 0 -13,410 -13,410 -13,410 -13,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 0.0 96.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 0 0 44 37 48 37 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,203,407 COMMITMENTS 325,837 448,326 134,290 1736320 1613831 2196447 2196447 6,960 6,960 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 87,006) -23,175 11,000 -3,345 106,566 72,391 80,046 80,046 6,960 6,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 20.3 6.1 78.8 73.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 10 8 45 38 55 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 4,052,628 COMMITMENTS 91,768 283,003 140,091 3820769 3629534 4052628 4052628 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 21,389) 23,520 0 0 -2,131 21,389 21,389 21,389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 7.0 3.5 94.3 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 3 4 34 33 38 39 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 582,090 COMMITMENTS 0 2,480 0 582,090 579,610 582,090 582,090 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 8,500) 0 0 0 8,500 8,500 8,500 8,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 25 19 25 20 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/21/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,928,825 COMMITMENTS 0 17,378 0 1928825 1911447 1928825 1928825 0 0 CHANGES FROM 05/14/13 (CHANGE IN OPEN INTEREST: 25,223) 0 7,840 0 25,223 17,383 25,223 25,223 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 25 19 25 20
Updated May 24, 2013