CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 7,720 COMMITMENTS 3,382 3,460 100 4,167 4,120 7,649 7,680 71 40 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -50) -10 -185 -10 -45 125 -65 -70 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.8 44.8 1.3 54.0 53.4 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 10 10 1 10 8 21 18 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,647,601 COMMITMENTS 1000485 280,910 1665551 2957970 3689407 5624006 5635868 23,595 11,733 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -106,313) -68,077 37,189 -61,631 25,462 -79,940 -104,246 -104,382 -2,067 -1,931 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 5.0 29.5 52.4 65.3 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 46 32 64 147 138 221 207 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 802,642 COMMITMENTS 99,981 151,217 218,991 482,166 430,917 801,138 801,125 1,504 1,517 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,559) -3,463 3,398 4,284 195 -6,239 1,016 1,443 543 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 18.8 27.3 60.1 53.7 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 22 24 37 37 64 69 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,166 COMMITMENTS 21,617 5,406 4,738 203,269 230,805 229,624 240,949 18,542 7,217 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -20,120) -1,440 3,703 -3,350 -15,693 -20,853 -20,483 -20,500 363 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.2 1.9 81.9 93.0 92.5 97.1 7.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 6 4 6 36 32 45 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 177,048 COMMITMENTS 5,641 238 4,692 163,893 168,591 174,226 173,521 2,822 3,527 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,040) 773 -217 -207 -6,120 -5,585 -5,554 -6,009 -486 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.1 2.7 92.6 95.2 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 1 4 33 35 39 39 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,149 COMMITMENTS 13,032 4,496 4,002 195,084 204,035 212,118 212,533 6,031 5,616 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,164) 2,864 253 -978 -7,709 -7,093 -5,823 -7,818 -2,341 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 2.1 1.8 89.4 93.5 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 6 32 33 39 40 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 788,038 COMMITMENTS 403 2,618 3,836 776,794 778,112 781,033 784,566 7,005 3,472 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -46,300) 93 -727 -938 -45,682 -44,416 -46,527 -46,081 227 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.5 98.6 98.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 1 5 5 55 45 61 51 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,432 COMMITMENTS 2,585 1,868 2,159 236,368 236,157 241,112 240,184 8,320 9,248 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,250) -927 1,868 -57 -4,690 -5,199 -5,674 -3,388 -576 -2,862 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 0.9 94.8 94.7 96.7 96.3 3.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 2 26 33 29 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,676 COMMITMENTS 21,900 372 4,303 192,906 213,016 219,109 217,691 5,567 6,985 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -23,341) -10,966 0 774 -12,405 -25,033 -22,597 -24,259 -744 918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.2 1.9 85.9 94.8 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 1 3 34 41 37 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,167 COMMITMENTS 6,801 1,123 2,088 72,576 75,477 81,465 78,688 5,702 8,479 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,578) 667 -153 -567 -11,280 -9,026 -11,180 -9,746 602 -832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.3 2.4 83.3 86.6 93.5 90.3 6.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 19 18 23 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,575 COMMITMENTS 10,239 11,151 8,217 140,187 141,448 158,643 160,816 5,932 3,759 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,302) 452 -1,120 414 -6,550 -5,886 -5,684 -6,592 -3,618 -2,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 6.8 5.0 85.2 85.9 96.4 97.7 3.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 4 33 28 38 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,730 COMMITMENTS 1,139 11,144 423 55,837 43,767 57,399 55,334 7,331 9,396 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,223) -684 -2,116 0 -9,635 -7,440 -10,319 -9,556 2,096 1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 17.2 0.7 86.3 67.6 88.7 85.5 11.3 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 16 20 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 157,981 COMMITMENTS 747 610 3,009 149,959 150,327 153,715 153,946 4,266 4,035 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,478) -258 0 386 -4,444 -5,136 -4,316 -4,750 -162 272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.4 1.9 94.9 95.2 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 29 32 30 34 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,494 COMMITMENTS 0 679 0 61,698 72,475 61,698 73,154 15,796 4,340 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,492) 0 31 0 -6,098 -4,379 -6,098 -4,348 1,606 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 79.6 93.5 79.6 94.4 20.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 16 17 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 332,338 COMMITMENTS 13,704 4,266 4,945 309,512 318,997 328,161 328,208 4,177 4,130 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,511) -35 -2,469 1,555 -9,676 -10,601 -8,156 -11,515 -2,355 1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.3 1.5 93.1 96.0 98.7 98.8 1.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 2 43 40 46 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,500 COMMITMENTS 4,622 153 3,452 70,057 71,497 78,131 75,102 4,369 7,398 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,234) -3,088 153 341 -5,774 -7,336 -8,521 -6,842 1,287 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.2 4.2 84.9 86.7 94.7 91.0 5.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 19 22 21 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,959 COMMITMENTS 984 4,479 1,737 49,729 50,421 52,450 56,637 11,509 7,322 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,128) 478 -1,059 -33 -8,693 -3,935 -8,248 -5,027 2,120 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 7.0 2.7 77.8 78.8 82.0 88.6 18.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 15 19 17 22 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,038 COMMITMENTS 10,083 0 549 131,831 139,075 142,463 139,624 575 3,414 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -43,745) -6,640 -9,672 -248 -36,223 -33,391 -43,111 -43,311 -634 -434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.4 92.2 97.2 99.6 97.6 0.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 15 21 17 22 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,928 COMMITMENTS 17,083 9,672 797 86,988 94,808 104,868 105,277 1,060 651 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -52,409) -11,389 -7,936 0 -41,144 -43,822 -52,533 -51,758 124 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 9.1 0.8 82.1 89.5 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 2 25 30 31 34 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,397 COMMITMENTS 310 0 0 30,964 31,242 31,274 31,242 123 155 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -18,038) -186 0 0 -17,914 -17,790 -18,100 -17,790 62 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.6 99.5 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 15 24 16 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,820 COMMITMENTS 0 0 0 121,612 125,313 121,612 125,313 13,208 9,507 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,710) 0 0 0 -14,107 -10,076 -14,107 -10,076 3,397 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.2 92.9 90.2 92.9 9.8 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 27 24 27 24 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,947 COMMITMENTS 1,566 0 1,852 62,632 62,240 66,050 64,092 2,897 4,855 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,463) 51 0 -148 -3,960 -4,259 -4,057 -4,407 -406 -56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 2.7 90.8 90.3 95.8 93.0 4.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 15 16 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,109 COMMITMENTS 0 4,402 1,294 94,027 95,270 95,321 100,966 7,788 2,143 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,694) 0 -1,024 -65 -8,852 -7,411 -8,917 -8,500 223 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 1.3 91.2 92.4 92.4 97.9 7.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 25 23 27 26 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,801 COMMITMENTS 1,537 0 1,941 90,132 88,247 93,610 90,188 5,191 8,613 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,422) 365 0 -389 -8,064 -7,971 -8,088 -8,360 666 938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 2.0 91.2 89.3 94.7 91.3 5.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 15 17 17 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,562 COMMITMENTS 0 1,187 1,229 61,823 62,273 63,052 64,689 5,510 3,873 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 796) -188 154 -307 1,903 1,169 1,408 1,016 -612 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 1.8 90.2 90.8 92.0 94.4 8.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 13 17 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,618 COMMITMENTS 0 891 1,517 110,583 111,041 112,100 113,449 4,518 3,169 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,773) -128 558 -864 -7,093 -8,374 -8,085 -8,680 -688 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 1.3 94.8 95.2 96.1 97.3 3.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 20 19 22 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 304,165 COMMITMENTS 12,777 9,682 1,464 282,178 288,807 296,419 299,953 7,746 4,212 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,580) 4,085 457 -4,886 -9,177 -5,655 -9,978 -10,084 -602 -496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.2 0.5 92.8 95.0 97.5 98.6 2.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 3 3 32 32 35 37 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,272 COMMITMENTS 2,274 0 496 24,271 26,856 27,041 27,352 1,231 920 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,226) -51 -31 -124 -12,772 -12,730 -12,947 -12,885 -279 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 1.8 85.8 95.0 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 11 14 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,290 COMMITMENTS 0 0 0 46,696 47,577 46,696 47,577 1,594 713 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,595) 0 -589 0 -7,713 -6,789 -7,713 -7,378 118 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 98.5 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 16 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 215,694 COMMITMENTS 15,711 29,558 4,984 188,413 176,988 209,108 211,530 6,586 4,164 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,700) 396 -1,331 830 -11,024 -10,032 -9,798 -10,533 98 833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 13.7 2.3 87.4 82.1 96.9 98.1 3.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 4 5 31 28 37 35 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 73,700 COMMITMENTS 8,471 0 2,791 54,501 68,081 65,763 70,872 7,937 2,828 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -8,162) 367 0 -367 -10,183 -7,764 -10,183 -8,131 2,021 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 0.0 3.8 73.9 92.4 89.2 96.2 10.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 13 17 14 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,287 COMMITMENTS 0 0 0 85,042 83,555 85,042 83,555 2,245 3,732 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,166) 0 0 0 -6,366 -6,918 -6,366 -6,918 -800 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 95.7 97.4 95.7 2.6 4.3 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 89,762 COMMITMENTS 791 16,585 686 81,747 69,687 83,224 86,958 6,538 2,804 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -3,487) -124 511 -170 -3,127 -3,447 -3,421 -3,106 -66 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 18.5 0.8 91.1 77.6 92.7 96.9 7.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 20 24 21 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 161,181 COMMITMENTS 25,157 9,688 16,117 119,524 134,287 160,798 160,092 383 1,089 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,143) -733 -3,350 107 -7,954 -6,306 -8,580 -9,549 -563 406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 6.0 10.0 74.2 83.3 99.8 99.3 0.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 10 8 14 56 53 72 69 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 54,727 COMMITMENTS 2,394 323 2,099 50,234 52,305 54,727 54,727 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,729) -1,702 12 652 -679 -2,393 -1,729 -1,729 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.6 3.8 91.8 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 29 28 33 32 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 486,341 COMMITMENTS 18,215 0 4,110 464,016 482,231 486,341 486,341 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -54,492) -5,626 0 2,862 -51,728 -57,354 -54,492 -54,492 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.8 95.4 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 24 27 27 29 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,706,442 COMMITMENTS 201,025 44,652 43,558 1461467 1618232 1706050 1706442 392 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -74,629) -1,181 8,234 -7,790 -66,050 -75,073 -75,021 -74,629 392 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.6 2.6 85.6 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 6 7 44 45 54 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,011 COMMITMENTS 208 8,905 3,553 55,250 46,553 59,011 59,011 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 272) 0 1,695 -900 1,172 -523 272 272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 15.1 6.0 93.6 78.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 4 29 30 34 35 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 391,949 COMMITMENTS 0 10,362 13,706 378,243 367,881 391,949 391,949 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8,108) 0 -6,881 4,992 3,116 9,997 8,108 8,108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 3.5 96.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 20 20 22 22 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 650,606 COMMITMENTS 46,412 206,080 10,777 593,417 433,749 650,606 650,606 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -22,376) 852 775 809 -24,037 -23,960 -22,376 -22,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 31.7 1.7 91.2 66.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 2 26 25 31 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,485 COMMITMENTS 6,203 21,650 1,815 42,232 26,237 50,250 49,702 235 783 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,918) 337 -154 -328 -1,905 -1,392 -1,896 -1,874 -22 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 42.9 3.6 83.7 52.0 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 2 25 26 28 30 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,777,875 COMMITMENTS 7,840 1026605 0 1770035 751,270 1777875 1777875 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -252,660) -3,920 -139,160 0 -248,740 -113,500 -252,660 -252,660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 57.7 0.0 99.6 42.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 9 14 10 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 514,000 COMMITMENTS 0 333,400 0 514,000 180,600 514,000 514,000 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -84,100) 0 -42,570 0 -84,100 -41,530 -84,100 -84,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 64.9 0.0 100.0 35.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 10 16 11 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| 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 07/30/13 (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 0.4 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 295,432 COMMITMENTS 13,544 3,584 3,136 278,752 288,712 295,432 295,432 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,952) -1,240 -408 408 3,176 1,952 2,344 1,952 -392 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.2 1.1 94.4 97.7 100.0 100.0 0.0 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 08/06/13 | --------------------------------------------------------------| 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 07/30/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/06/13 | --------------------------------------------------------------| 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 07/30/13 (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 13 17 13 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 230,415 COMMITMENTS 0 1,150 1,600 228,815 227,665 230,415 230,415 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 9,895) 0 0 0 9,895 9,895 9,895 9,895 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: 27) 0 1 1 21 23 22 24 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 26,043 COMMITMENTS 1,086 1,256 252 22,937 22,874 24,275 24,382 1,768 1,661 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 36) -167 -20 60 120 18 13 58 23 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.8 1.0 88.1 87.8 93.2 93.6 6.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 23 23 26 27 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 1,827,484 COMMITMENTS 66,155 123,011 146,183 1615146 1558290 1827484 1827484 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -36,776) 16,072 -22,048 -6,744 -46,104 -7,984 -36,776 -36,776 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 6.7 8.0 88.4 85.3 100.0 100.0 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 621,505 COMMITMENTS 0 91,545 15,105 606,400 514,855 621,505 621,505 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -29,945) 0 -7,695 -550 -29,395 -21,700 -29,945 -29,945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.7 2.4 97.6 82.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 989,022 COMMITMENTS 0 0 0 989,022 989,022 989,022 989,022 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -117,312) 0 0 0 -117,312 -117,312 -117,312 -117,312 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 11 18 11 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 317,545 COMMITMENTS 4,200 0 0 313,345 317,545 317,545 317,545 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -49,500) -1,100 0 0 -48,400 -49,500 -49,500 -49,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 23 13 24 13 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 591,391 COMMITMENTS 108,785 21,369 24,593 458,013 545,429 591,391 591,391 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -38,078) -4,232 -3,168 -1,960 -31,886 -32,950 -38,078 -38,078 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 3.6 4.2 77.4 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 2 3 30 30 33 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,584 COMMITMENTS 6,269 4,766 1,196 33,842 35,496 41,307 41,458 277 126 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -2,895) -264 -253 -60 -2,527 -2,624 -2,851 -2,937 -44 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 11.5 2.9 81.4 85.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 3 4 29 31 33 35 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,169 COMMITMENTS 3,002 170 181 20,986 23,818 24,169 24,169 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 324) -28 26 1 351 297 324 324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.7 0.7 86.8 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 3 22 19 25 23 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 182,112 COMMITMENTS 15,270 336 1,952 164,890 179,824 182,112 182,112 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 9,040) 0 0 0 9,040 9,040 9,040 9,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.2 1.1 90.5 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 15 13 17 15 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 558,686 COMMITMENTS 16,186 8,329 35,324 507,176 515,033 558,686 558,686 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -27,074) 2,352 -5,464 -3,136 -26,290 -18,474 -27,074 -27,074 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.5 6.3 90.8 92.2 100.0 100.0 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 29,655 COMMITMENTS 3,482 0 150 25,639 28,824 29,271 28,974 384 681 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -876) -3 0 -212 -662 -920 -877 -1,132 1 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.5 86.5 97.2 98.7 97.7 1.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 25 23 27 24 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 82,348 COMMITMENTS 0 3,897 0 82,348 78,451 82,348 82,348 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -7,840) 0 -1,568 0 -7,840 -6,272 -7,840 -7,840 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: 21) 0 1 0 13 12 13 13 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,936 COMMITMENTS 3,133 188 44 18,354 21,470 21,531 21,702 405 234 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -677) 128 0 0 -825 -677 -697 -677 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.9 0.2 83.7 97.9 98.2 98.9 1.8 1.1 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 324,595 COMMITMENTS 47,373 0 1,560 275,662 323,035 324,595 324,595 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -24,304) -4,312 0 0 -19,992 -24,304 -24,304 -24,304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 0.5 84.9 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 21 21 24 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,073 COMMITMENTS 1,282 0 124 16,326 17,776 17,732 17,900 341 173 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 394) 0 0 0 394 394 394 394 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.7 90.3 98.4 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 219,166 COMMITMENTS 5,169 4,680 0 213,997 214,486 219,166 219,166 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -18,816) -1,960 0 0 -16,856 -18,816 -18,816 -18,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.1 0.0 97.6 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 0 18 16 20 17 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 30,035 COMMITMENTS 0 1,041 2,976 27,059 26,018 30,035 30,035 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -1,282) 0 -216 54 -1,336 -1,120 -1,282 -1,282 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 9.9 90.1 86.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 24 22 25 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 184,765 COMMITMENTS 1,584 0 0 183,181 184,765 184,765 184,765 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -35,224) -649 0 -328 -34,247 -34,896 -35,224 -35,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 99.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 17 19 18 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 753,092 COMMITMENTS 0 78,080 0 753,092 675,012 753,092 753,092 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -27,088) 0 -7,840 0 -27,088 -19,248 -27,088 -27,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.4 0.0 100.0 89.6 100.0 100.0 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 237,245 COMMITMENTS 0 8,500 0 237,245 228,745 237,245 237,245 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,120) 0 -3,275 0 -13,120 -9,845 -13,120 -13,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 100.0 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 22 14 22 15 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 122,220 COMMITMENTS 0 0 0 122,220 122,220 122,220 122,220 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,520) 0 0 0 -13,520 -13,520 -13,520 -13,520 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 234,625 COMMITMENTS 0 0 0 234,625 234,625 234,625 234,625 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -6,990) 0 0 0 -6,990 -6,990 -6,990 -6,990 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 809,803 COMMITMENTS 0 0 0 809,803 809,803 809,803 809,803 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -15,024) 0 0 0 -15,024 -15,024 -15,024 -15,024 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 14 10 14 10 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 157,705 COMMITMENTS 220 0 0 157,485 157,705 157,705 157,705 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,500) -220 0 0 3,720 3,500 3,500 3,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 557,069 COMMITMENTS 0 0 0 557,069 557,069 557,069 557,069 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 33,150) 0 0 0 33,150 33,150 33,150 33,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 12 16 12 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 218,775 COMMITMENTS 4,240 0 0 214,535 218,775 218,775 218,775 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 24,950) -440 0 0 25,390 24,950 24,950 24,950 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: 27) 1 0 0 23 12 24 12 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 692,063 COMMITMENTS 0 0 0 692,063 692,063 692,063 692,063 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 120,631) 0 0 0 120,631 120,631 120,631 120,631 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,074,083 COMMITMENTS 0 3,920 0 1074083 1070163 1074083 1074083 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -82,712) 0 0 0 -82,712 -82,712 -82,712 -82,712 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: 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 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 291,390 COMMITMENTS 0 0 0 291,390 291,390 291,390 291,390 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -37,760) 0 0 0 -37,760 -37,760 -37,760 -37,760 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 24 9 24 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,509,363 COMMITMENTS 258,916 0 0 6250447 6509363 6509363 6509363 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -177,557) -33,320 0 0 -144,237 -177,557 -177,557 -177,557 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 0.0 96.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 0 36 35 39 35 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,163,490 COMMITMENTS 65,805 2,200 0 2097685 2161290 2163490 2163490 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -152,010) -2,825 -3,300 0 -149,185 -148,710 -152,010 -152,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.1 0.0 97.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 1 0 39 40 44 41 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,624,827 COMMITMENTS 556,293 567,336 122,310 1946224 1935181 2624827 2624827 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -58,975) 1,117 -19,585 -12,670 -45,222 -26,720 -56,775 -58,975 -2,200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 21.6 4.7 74.1 73.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 9 7 46 40 55 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 5,288,507 COMMITMENTS 132,942 382,107 141,652 5013913 4764748 5288507 5288507 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -39,798) 3,528 -23,128 -5,880 -37,446 -10,790 -39,798 -39,798 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.2 2.7 94.8 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 35 31 40 37 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 602,880 COMMITMENTS 0 510 330 602,550 602,040 602,880 602,880 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -58,425) 0 330 -330 -58,095 -58,425 -58,425 -58,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.1 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 30 14 31 15 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/06/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,067,198 COMMITMENTS 0 9,914 0 2067198 2057284 2067198 2067198 0 0 CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -83,104) 0 -4,704 0 -83,104 -78,400 -83,104 -83,104 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 28 15 28 16
Updated August 9, 2013