CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 7,770 COMMITMENTS 3,392 3,645 110 4,212 3,995 7,714 7,750 56 20 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -412) -99 103 -186 -130 -329 -415 -412 3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 46.9 1.4 54.2 51.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 11 10 2 10 8 22 19 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,753,914 COMMITMENTS 1068562 243,721 1727182 2932508 3769347 5728252 5740250 25,662 13,664 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -220,724) -24,981 88,312 -118,141 -77,865 -189,086 -220,987 -218,915 263 -1,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 4.2 30.0 51.0 65.5 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 46 28 61 143 137 213 203 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 801,083 COMMITMENTS 103,444 147,819 214,707 481,971 437,156 800,122 799,682 961 1,401 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -69,011) -28,772 -11,772 -20,462 -20,061 -37,307 -69,295 -69,541 284 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 18.5 26.8 60.2 54.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 11 22 21 38 38 62 68 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,286 COMMITMENTS 23,057 1,703 8,088 218,962 251,658 250,107 261,449 18,179 6,837 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,040) 3,094 628 836 593 3,160 4,523 4,624 1,517 1,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.6 3.0 81.6 93.8 93.2 97.5 6.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 4 9 36 33 47 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 183,088 COMMITMENTS 4,868 455 4,899 170,013 174,176 179,780 179,530 3,308 3,558 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 969) 1,398 0 -139 -362 1,229 897 1,090 72 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.2 2.7 92.9 95.1 98.2 98.1 1.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 4 36 36 42 40 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,313 COMMITMENTS 10,168 4,243 4,980 202,793 211,128 217,941 220,351 8,372 5,962 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 10,903) -1,180 3,676 354 10,017 6,859 9,191 10,889 1,712 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.9 2.2 89.6 93.3 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 6 32 34 38 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 834,338 COMMITMENTS 310 3,345 4,774 822,476 822,528 827,560 830,647 6,778 3,691 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 18,568) -124 -152 -933 19,195 18,797 18,138 17,712 430 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.6 98.6 98.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 1 5 5 57 44 63 50 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 255,682 COMMITMENTS 3,512 0 2,216 241,058 241,356 246,786 243,572 8,896 12,110 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,791) 1,680 -1,717 -330 4,742 5,586 6,092 3,539 699 3,252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.9 94.3 94.4 96.5 95.3 3.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 2 26 34 30 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,017 COMMITMENTS 32,866 372 3,529 205,311 238,049 241,706 241,950 6,311 6,067 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 17,126) 6,122 -396 -1,323 12,725 19,546 17,524 17,827 -398 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.1 1.4 82.8 96.0 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 1 3 37 46 41 50 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,745 COMMITMENTS 6,134 1,276 2,655 83,856 84,503 92,645 88,434 5,100 9,311 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,619) 2,705 278 -1,944 -3,602 -2,437 -2,841 -4,103 222 1,484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.3 2.7 85.8 86.5 94.8 90.5 5.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 4 20 22 24 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 173,877 COMMITMENTS 9,787 12,271 7,803 146,737 147,334 164,327 167,408 9,550 6,469 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,610) 260 2,508 -281 1,345 169 1,324 2,396 1,286 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 7.1 4.5 84.4 84.7 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 4 30 28 35 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,953 COMMITMENTS 1,823 13,260 423 65,472 51,207 67,718 64,890 5,235 8,063 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 419) 102 221 -25 1,314 1,507 1,391 1,703 -972 -1,284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 18.2 0.6 89.7 70.2 92.8 88.9 7.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 21 19 23 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 162,459 COMMITMENTS 1,005 610 2,623 154,403 155,463 158,031 158,696 4,428 3,763 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,370) -1,776 -922 553 3,523 4,757 2,300 4,388 1,070 -1,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.4 1.6 95.0 95.7 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 30 33 31 35 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,986 COMMITMENTS 0 648 0 67,796 76,854 67,796 77,502 14,190 4,484 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,417) 0 0 0 2,998 6,064 2,998 6,064 419 -2,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 82.7 93.7 82.7 94.5 17.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 16 19 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 342,849 COMMITMENTS 13,739 6,735 3,390 319,188 329,598 336,317 339,723 6,532 3,126 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -17,160) 306 -616 -125 -18,629 -16,569 -18,448 -17,310 1,288 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.0 1.0 93.1 96.1 98.1 99.1 1.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 5 2 41 42 44 47 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,734 COMMITMENTS 7,710 0 3,111 75,831 78,833 86,652 81,944 3,082 7,790 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,351) 1,047 0 424 -797 -27 674 397 677 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 3.5 84.5 87.9 96.6 91.3 3.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 23 25 25 27 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,087 COMMITMENTS 506 5,538 1,770 58,422 54,356 60,698 61,664 9,389 8,423 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,005) 62 -876 -104 7,265 5,379 7,223 4,399 -3,218 -394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 7.9 2.5 83.4 77.6 86.6 88.0 13.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 16 21 18 24 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,783 COMMITMENTS 16,723 9,672 797 168,054 172,466 185,574 182,935 1,209 3,848 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 20,277) 11,127 4,216 -527 8,989 16,216 19,589 19,905 688 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.2 0.4 90.0 92.3 99.4 97.9 0.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 3 2 25 36 31 40 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,337 COMMITMENTS 28,472 17,608 797 128,132 138,630 157,401 157,035 936 1,302 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 42,242) 11,251 4,216 -527 31,506 38,237 42,230 41,926 12 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 11.1 0.5 80.9 87.6 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 3 2 31 36 39 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,435 COMMITMENTS 496 0 0 48,878 49,032 49,374 49,032 61 403 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,061) 496 0 0 3,782 4,278 4,278 4,278 -217 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.9 99.2 99.9 99.2 0.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 0 19 29 20 29 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,530 COMMITMENTS 0 0 0 135,719 135,389 135,719 135,389 9,811 10,141 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,627) -787 0 -237 5,753 7,082 4,729 6,845 1,898 -218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 93.0 93.3 93.0 6.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 29 25 29 25 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 19,178 COMMITMENTS 0 465 0 17,387 18,124 17,387 18,589 1,791 589 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,178) 0 0 0 1,054 1,209 1,054 1,209 124 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 90.7 94.5 90.7 96.9 9.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 14 13 14 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,410 COMMITMENTS 1,515 0 2,000 66,592 66,499 70,107 68,499 3,303 4,911 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 672) 401 0 -342 491 1,947 550 1,605 122 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 2.7 90.7 90.6 95.5 93.3 4.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 18 18 19 19 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,803 COMMITMENTS 0 5,426 1,359 102,879 102,681 104,238 109,466 7,565 2,337 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 36) 0 2,356 -124 612 -1,545 488 687 -452 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 1.2 92.0 91.8 93.2 97.9 6.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 28 24 30 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,223 COMMITMENTS 1,172 0 2,330 98,196 96,218 101,698 98,548 4,525 7,675 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 6,635) 45 0 1,298 5,835 4,886 7,178 6,184 -543 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 2.2 92.4 90.6 95.7 92.8 4.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 16 19 18 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,766 COMMITMENTS 188 1,033 1,536 59,920 61,104 61,644 63,673 6,122 4,093 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,272) 188 -180 333 720 1,305 1,241 1,458 31 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.5 2.3 88.4 90.2 91.0 94.0 9.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 14 18 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,861 COMMITMENTS 0 279 341 19,873 19,623 20,214 20,243 647 618 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 1.6 95.3 94.1 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 11 13 12 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 125,391 COMMITMENTS 128 333 2,381 117,676 119,415 120,185 122,129 5,206 3,262 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,151) -90 19 -178 -756 -1,293 -1,024 -1,452 -1,127 -699 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 1.9 93.8 95.2 95.8 97.4 4.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 20 20 22 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 314,745 COMMITMENTS 8,692 9,225 6,350 291,355 294,462 306,397 310,037 8,348 4,708 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,119) -3,634 -2,700 4,175 3,954 2,289 4,495 3,764 -376 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.9 2.0 92.6 93.6 97.3 98.5 2.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 3 4 35 34 39 39 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,491 COMMITMENTS 0 0 0 18,902 18,561 18,902 18,561 589 930 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.0 95.2 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 12 12 12 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,498 COMMITMENTS 2,325 31 620 37,043 39,586 39,988 40,237 1,510 1,261 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 463) 310 0 0 -2 370 308 370 155 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.1 1.5 89.3 95.4 96.4 97.0 3.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 17 19 22 20 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,885 COMMITMENTS 0 589 0 54,409 54,366 54,409 54,955 1,476 930 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,596) 0 0 0 4,057 4,146 4,057 4,146 -461 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.4 97.3 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 20 18 20 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 225,394 COMMITMENTS 15,315 30,889 4,154 199,437 187,020 218,906 222,063 6,488 3,331 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 9,730) 412 713 660 9,163 8,476 10,235 9,849 -505 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 13.7 1.8 88.5 83.0 97.1 98.5 2.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 5 4 32 35 37 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 81,862 COMMITMENTS 8,104 0 3,158 64,684 75,845 75,946 79,003 5,916 2,859 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,148) 1,311 0 -153 2,723 4,068 3,881 3,915 -733 -767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 3.9 79.0 92.6 92.8 96.5 7.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 15 19 16 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,453 COMMITMENTS 0 0 0 91,408 90,473 91,408 90,473 3,045 3,980 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,506) 0 0 0 1,136 1,236 1,136 1,236 370 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 95.8 96.8 95.8 3.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 21 23 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,249 COMMITMENTS 915 16,074 856 84,874 73,134 86,645 90,064 6,604 3,185 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,115) 0 -221 -154 -2,295 -1,470 -2,449 -1,845 334 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 17.2 0.9 91.0 78.4 92.9 96.6 7.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 23 22 25 23 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 170,324 COMMITMENTS 25,890 13,038 16,010 127,478 140,593 169,378 169,641 946 683 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 441) -539 836 665 32 -868 158 633 283 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 7.7 9.4 74.8 82.5 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 13 11 16 54 53 73 74 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 56,456 COMMITMENTS 4,096 311 1,447 50,913 54,698 56,456 56,456 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 4,941) 1,494 -25 -27 3,474 4,993 4,941 4,941 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.6 2.6 90.2 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 3 29 30 33 34 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 540,833 COMMITMENTS 23,841 0 1,248 515,744 539,585 540,833 540,833 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 12,985) 1,233 0 -624 12,376 13,609 12,985 12,985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.2 95.4 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 27 29 30 31 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,781,071 COMMITMENTS 202,206 36,418 51,348 1527517 1693305 1781071 1781071 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 42,205) -13,259 2,338 -3,897 59,361 43,764 42,205 42,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 2.0 2.9 85.8 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 6 8 44 44 54 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,739 COMMITMENTS 208 7,210 4,453 54,078 47,076 58,739 58,739 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,308) 0 -138 121 2,187 2,325 2,308 2,308 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 12.3 7.6 92.1 80.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 5 4 29 29 34 35 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 383,841 COMMITMENTS 0 17,243 8,714 375,127 357,884 383,841 383,841 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,036) 0 312 0 7,036 6,724 7,036 7,036 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 2.3 97.7 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 2 19 19 21 21 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 672,982 COMMITMENTS 45,560 205,305 9,968 617,454 457,709 672,982 672,982 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 8,555) 392 9,404 0 8,163 -849 8,555 8,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 30.5 1.5 91.7 68.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 2 26 25 30 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,403 COMMITMENTS 5,866 21,804 2,143 44,137 27,629 52,146 51,576 257 827 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 131) -42 0 21 174 -36 153 -15 -22 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 41.6 4.1 84.2 52.7 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 2 24 25 27 29 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,030,535 COMMITMENTS 11,760 1165765 0 2018775 864,770 2030535 2030535 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 110,080) 3,920 0 0 106,160 110,080 110,080 110,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 57.4 0.0 99.4 42.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 9 15 10 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 598,100 COMMITMENTS 0 375,970 0 598,100 222,130 598,100 598,100 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 5,500) 0 0 0 5,500 5,500 5,500 5,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 62.9 0.0 100.0 37.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 11 16 12 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 1,019,680 COMMITMENTS 0 3,920 0 1019680 1015760 1019680 1019680 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 0) 0 3,920 0 0 -3,920 0 0 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: 22) 0 1 0 14 9 14 10 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 293,480 COMMITMENTS 14,784 3,992 2,728 275,576 286,760 293,088 293,480 392 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -3,200) -800 -392 -384 -2,408 -2,424 -3,592 -3,200 392 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 1.4 0.9 93.9 97.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 25 21 28 25 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,388 COMMITMENTS 1,267 840 681 10,055 10,801 12,003 12,322 385 66 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 694) -84 92 84 716 582 716 758 -22 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 6.8 5.5 81.2 87.2 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 2 26 23 29 27 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 369,075 COMMITMENTS 0 0 0 369,075 369,075 369,075 369,075 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -5,500) 0 0 0 -5,500 -5,500 -5,500 -5,500 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: 25) 0 0 0 17 13 17 13 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 220,520 COMMITMENTS 0 1,150 1,600 218,920 217,770 220,520 220,520 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,990) 0 0 0 7,990 7,990 7,990 7,990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.7 99.3 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 22 20 23 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 26,007 COMMITMENTS 1,253 1,276 192 22,817 22,856 24,262 24,324 1,745 1,683 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -139) 323 -46 2 -1,611 -181 -1,286 -225 1,147 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.9 0.7 87.7 87.9 93.3 93.5 6.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 23 22 26 26 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 1,864,260 COMMITMENTS 50,083 145,059 152,927 1661250 1566274 1864260 1864260 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 29,756) 0 18,012 0 29,756 11,744 29,756 29,756 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 7.8 8.2 89.1 84.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 29 26 30 29 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 651,450 COMMITMENTS 0 99,240 15,655 635,795 536,555 651,450 651,450 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 9,785) 0 2,560 -2,560 12,345 9,785 9,785 9,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.2 2.4 97.6 82.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 3 1 32 25 33 28 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,106,334 COMMITMENTS 0 0 0 1106334 1106334 1106334 1106334 0 0 CHANGES FROM 07/23/13 (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: 23) 0 0 0 18 12 18 12 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 367,045 COMMITMENTS 5,300 0 0 361,745 367,045 367,045 367,045 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 0) -1,100 0 0 1,100 0 0 0 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: 30) 1 0 0 22 15 23 15 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 629,469 COMMITMENTS 113,017 24,537 26,553 489,899 578,379 629,469 629,469 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 10,144) 6,120 432 392 3,632 9,320 10,144 10,144 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 3.9 4.2 77.8 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 3 30 28 33 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 44,479 COMMITMENTS 6,533 5,019 1,256 36,369 38,120 44,158 44,395 321 84 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,054) 1,072 15 0 -40 1,081 1,032 1,096 22 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.3 2.8 81.8 85.7 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 4 30 34 34 38 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,845 COMMITMENTS 3,030 144 180 20,635 23,521 23,845 23,845 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,188) 105 44 29 1,054 1,115 1,188 1,188 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.6 0.8 86.5 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 23 19 26 23 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 173,072 COMMITMENTS 15,270 336 1,952 155,850 170,784 173,072 173,072 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -2,578) 0 0 0 -2,578 -2,578 -2,578 -2,578 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 0.2 1.1 90.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 11 16 13 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 585,760 COMMITMENTS 13,834 13,793 38,460 533,466 533,507 585,760 585,760 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 16,400) 0 1,600 0 16,400 14,800 16,400 16,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.4 6.6 91.1 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 25 21 28 23 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,531 COMMITMENTS 3,485 0 362 26,301 29,744 30,148 30,106 383 425 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -130) -22 0 44 -152 -174 -130 -130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 1.2 86.1 97.4 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 25 26 27 27 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 90,188 COMMITMENTS 0 5,465 0 90,188 84,723 90,188 90,188 0 0 CHANGES FROM 07/23/13 (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 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 12 13 13 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,613 COMMITMENTS 3,005 188 44 19,179 22,147 22,228 22,379 385 234 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -635) 64 -192 0 -634 -420 -570 -612 -65 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.8 0.2 84.8 97.9 98.3 99.0 1.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 24 22 28 24 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 348,899 COMMITMENTS 51,685 0 1,560 295,654 347,339 348,899 348,899 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 5,056) 0 0 0 5,056 5,056 5,056 5,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.0 0.4 84.7 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 21 22 24 23 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,679 COMMITMENTS 1,282 0 124 15,932 17,382 17,338 17,506 341 173 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -340) -42 0 42 -341 -382 -341 -340 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 0.7 90.1 98.3 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 23 25 26 27 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 237,982 COMMITMENTS 7,129 4,680 0 230,853 233,302 237,982 237,982 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,616) 1,224 0 0 392 1,616 1,616 1,616 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.0 0.0 97.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 19 17 21 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 31,317 COMMITMENTS 0 1,257 2,922 28,395 27,138 31,317 31,317 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 224) 0 614 0 224 -390 224 224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 9.3 90.7 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 22 24 23 25 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 219,989 COMMITMENTS 2,233 0 328 217,428 219,661 219,989 219,989 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -929) 0 0 0 -929 -929 -929 -929 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.1 98.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 17 19 18 20 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 780,180 COMMITMENTS 0 85,920 0 780,180 694,260 780,180 780,180 0 0 CHANGES FROM 07/23/13 (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 11.0 0.0 100.0 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 11 15 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 250,365 COMMITMENTS 0 11,775 0 250,365 238,590 250,365 250,365 0 0 CHANGES FROM 07/23/13 (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 4.7 0.0 100.0 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 13 22 14 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 135,740 COMMITMENTS 0 0 0 135,740 135,740 135,740 135,740 0 0 CHANGES FROM 07/23/13 (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: 20) 0 0 0 15 12 15 12 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 241,615 COMMITMENTS 0 0 0 241,615 241,615 241,615 241,615 0 0 CHANGES FROM 07/23/13 (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 18 14 18 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 824,827 COMMITMENTS 0 0 0 824,827 824,827 824,827 824,827 0 0 CHANGES FROM 07/23/13 (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: 22) 0 0 0 15 10 15 10 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 154,205 COMMITMENTS 440 0 0 153,765 154,205 154,205 154,205 0 0 CHANGES FROM 07/23/13 (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 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 17 14 18 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 523,919 COMMITMENTS 0 0 0 523,919 523,919 523,919 523,919 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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 12 16 12 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 193,825 COMMITMENTS 4,680 0 0 189,145 193,825 193,825 193,825 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,100) 0 0 0 2,100 2,100 2,100 2,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 24 14 25 14 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 571,432 COMMITMENTS 0 0 0 571,432 571,432 571,432 571,432 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 7,772) 0 0 0 7,772 7,772 7,772 7,772 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: 20) 0 0 0 17 10 17 10 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,156,795 COMMITMENTS 0 3,920 0 1156795 1152875 1156795 1156795 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 255,016) 0 3,920 0 255,016 251,096 255,016 255,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 8 18 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 329,150 COMMITMENTS 0 0 0 329,150 329,150 329,150 329,150 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 59,400) 0 0 0 59,400 59,400 59,400 59,400 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 9 25 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,686,920 COMMITMENTS 292,236 0 0 6394684 6686920 6686920 6686920 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 295,017) 3,920 0 0 291,097 295,017 295,017 295,017 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 95.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 0 0 37 33 42 33 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,315,500 COMMITMENTS 68,630 5,500 0 2246870 2310000 2315500 2315500 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 49,260) 1,100 -3,300 0 48,160 52,560 49,260 49,260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.2 0.0 97.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 0 40 37 44 39 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,683,802 COMMITMENTS 555,176 586,921 134,980 1991446 1961901 2681602 2683802 2,200 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 87,289) 1,425 29,325 6,400 77,264 51,564 85,089 87,289 2,200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 21.9 5.0 74.2 73.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 9 7 45 41 54 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 5,328,305 COMMITMENTS 129,414 405,235 147,532 5051359 4775538 5328305 5328305 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -7,854) 0 23,520 0 -7,854 -31,374 -7,854 -7,854 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.6 2.8 94.8 89.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 4 5 36 31 41 38 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 661,305 COMMITMENTS 0 180 660 660,645 660,465 661,305 661,305 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 385) 0 0 0 385 385 385 385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.1 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 31 14 32 15 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 07/30/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,150,302 COMMITMENTS 0 14,618 0 2150302 2135684 2150302 2150302 0 0 CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 29,008) 0 0 0 29,008 29,008 29,008 29,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 100.0 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 28 15 28 16
Updated August 2, 2013