CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 8,857 COMMITMENTS 3,563 3,755 110 5,124 4,987 8,797 8,852 60 5 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 775) 37 115 10 721 650 768 775 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.2 42.4 1.2 57.9 56.3 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 12 2 12 9 24 21 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,863,828 COMMITMENTS 970,780 200,888 1865896 3004420 3786096 5841096 5852880 22,732 10,948 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 39,651) 61,880 -38,799 -26,842 8,163 106,651 43,201 41,010 -3,550 -1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 3.4 31.8 51.2 64.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 46 36 68 146 139 225 210 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 888,862 COMMITMENTS 117,948 175,400 227,805 540,957 483,031 886,710 886,236 2,152 2,626 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 55,920) 46,276 1,931 -6,233 14,614 58,599 54,657 54,297 1,263 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 19.7 25.6 60.9 54.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 19 19 27 46 47 77 81 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,698 COMMITMENTS 17,515 1,033 6,221 207,628 232,025 231,364 239,279 15,334 7,419 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,566) -837 -1,122 1,705 1,698 2,174 2,566 2,757 0 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.4 2.5 84.2 94.1 93.8 97.0 6.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 3 7 39 37 48 45 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,104 COMMITMENTS 7,120 210 5,043 165,056 171,803 177,219 177,056 3,885 4,048 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,719) 1,904 -1,110 -534 1,870 2,391 3,240 747 -1,521 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.1 2.8 91.1 94.9 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 4 33 35 39 40 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 223,104 COMMITMENTS 7,605 6,764 6,593 200,811 203,084 215,009 216,441 8,095 6,663 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -336) -3,679 -1,623 1,417 -16 -1,491 -2,278 -1,697 1,942 1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.0 3.0 90.0 91.0 96.4 97.0 3.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 3 7 33 34 40 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 794,122 COMMITMENTS 794 2,587 4,582 782,961 783,114 788,337 790,283 5,785 3,839 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,832) -215 593 -475 6,464 5,164 5,774 5,282 58 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.6 98.6 98.6 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 2 5 7 56 45 64 52 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,136 COMMITMENTS 1,614 0 1,986 242,055 246,788 245,655 248,774 10,481 7,362 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,877) 1,026 -578 -570 3,925 5,654 4,381 4,506 496 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.8 94.5 96.4 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 0 2 26 36 28 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,216 COMMITMENTS 12,990 398 4,319 212,550 222,507 229,859 227,224 5,357 7,992 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,517) -4,457 -489 256 10,116 5,447 5,915 5,214 -1,398 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 0.2 1.8 90.4 94.6 97.7 96.6 2.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 2 3 35 42 38 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,220 COMMITMENTS 6,629 3,085 2,149 89,237 90,592 98,015 95,826 4,205 6,394 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,463) -344 -301 -298 5,466 4,078 4,824 3,479 -1,361 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 3.0 2.1 87.3 88.6 95.9 93.7 4.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 3 3 24 23 27 28 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 178,704 COMMITMENTS 6,215 13,339 8,947 155,484 150,155 170,646 172,441 8,058 6,263 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 7,898) -2,562 825 37 9,999 8,574 7,474 9,436 424 -1,538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 7.5 5.0 87.0 84.0 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 5 29 28 35 33 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,264 COMMITMENTS 655 10,119 1,697 59,374 47,188 61,726 59,004 6,538 9,260 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,938) -544 826 628 4,681 2,620 4,765 4,074 -827 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.8 2.5 87.0 69.1 90.4 86.4 9.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 21 17 24 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,891 COMMITMENTS 0 2,278 2,706 151,421 148,479 154,127 153,463 2,764 3,428 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2,197) 0 1,753 -1,101 -1,247 -2,849 -2,348 -2,197 151 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.7 96.5 94.6 98.2 97.8 1.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 1 1 30 32 31 33 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,998 COMMITMENTS 0 589 0 62,738 78,092 62,738 78,681 19,260 3,317 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2) 0 -90 0 120 -67 120 -157 -122 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 76.5 95.2 76.5 96.0 23.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 18 16 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 354,957 COMMITMENTS 13,898 4,787 5,487 331,028 338,514 350,413 348,788 4,544 6,169 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11,186) -122 3,111 278 10,752 8,036 10,908 11,425 278 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.3 1.5 93.3 95.4 98.7 98.3 1.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 5 3 44 41 48 47 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,421 COMMITMENTS 3,439 1,620 4,887 73,377 72,377 81,703 78,884 4,718 7,537 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,412) -1,085 1,197 747 416 -1,354 78 590 1,334 822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.9 5.7 84.9 83.7 94.5 91.3 5.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 5 22 23 27 28 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,104 COMMITMENTS 0 7,771 374 49,613 48,154 49,987 56,299 14,117 7,805 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 814) 0 2,017 -238 204 -1,769 -34 10 848 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.1 0.6 77.4 75.1 78.0 87.8 22.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 16 20 17 22 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,982 COMMITMENTS 30,979 0 61 128,887 156,809 159,927 156,870 1,055 4,112 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 15,984) 13,516 0 -488 2,536 15,774 15,564 15,286 420 698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 0.0 80.1 97.4 99.3 97.4 0.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 0 1 24 32 29 33 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 137,334 COMMITMENTS 37,210 8,835 1,146 97,936 126,522 136,292 136,503 1,042 831 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 25,460) 12,747 -837 349 12,258 25,768 25,354 25,280 106 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 6.4 0.8 71.3 92.1 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 6 2 2 32 32 38 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,813 COMMITMENTS 310 0 0 44,230 44,328 44,540 44,328 273 485 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 8,940) 0 0 0 8,974 8,610 8,974 8,610 -34 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.7 98.9 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 17 26 18 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,571 COMMITMENTS 0 0 0 127,267 131,012 127,267 131,012 14,304 10,559 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,634) 0 0 0 2,716 1,341 2,716 1,341 -1,082 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.9 92.5 89.9 92.5 10.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 28 26 28 26 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,166 COMMITMENTS 0 244 3,296 63,865 61,421 67,161 64,961 3,005 5,205 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 406) -658 244 658 298 -906 298 -4 108 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 4.7 91.0 87.5 95.7 92.6 4.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 15 16 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,471 COMMITMENTS 0 3,375 1,584 99,036 101,644 100,620 106,603 7,851 1,868 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 722) 0 86 -68 670 582 602 600 120 122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 1.5 91.3 93.7 92.8 98.3 7.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 2 27 27 29 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,008 COMMITMENTS 2,388 0 2,212 96,516 95,783 101,116 97,995 4,892 8,013 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,776) -694 0 598 2,496 2,301 2,400 2,899 376 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 2.1 91.0 90.4 95.4 92.4 4.6 7.6 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,599 COMMITMENTS 0 1,804 310 67,019 67,581 67,329 69,695 6,270 3,904 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,743) 0 7 -279 2,746 3,170 2,467 2,898 276 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.4 91.1 91.8 91.5 94.7 8.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 19 13 20 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,246 COMMITMENTS 240 211 341 20,149 20,050 20,730 20,602 516 644 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,370) 240 0 0 2,130 2,282 2,370 2,282 0 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.0 1.6 94.8 94.4 97.6 97.0 2.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 11 15 13 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,715 COMMITMENTS 0 1,214 1,845 113,685 114,240 115,530 117,299 5,185 3,416 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,122) 0 465 154 2,601 2,106 2,755 2,725 367 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 1.5 94.2 94.6 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 20 19 22 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 310,123 COMMITMENTS 3,744 5,519 7,647 289,970 290,956 301,361 304,122 8,762 6,001 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,394) -7,329 637 4,374 1,417 -6,458 -1,538 -1,447 144 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 2.5 93.5 93.8 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 3 4 35 34 40 39 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,936 COMMITMENTS 364 0 0 17,417 17,202 17,781 17,202 155 734 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 97.1 95.9 99.1 95.9 0.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 13 14 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,852 COMMITMENTS 2,244 260 806 32,764 34,266 35,814 35,332 1,038 1,520 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 6,990) -750 260 310 7,923 6,030 7,483 6,600 -493 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.7 2.2 88.9 93.0 97.2 95.9 2.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 3 15 18 21 21 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,091 COMMITMENTS 0 0 0 36,059 36,302 36,059 36,302 2,032 1,789 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 95.3 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 17 13 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,590 COMMITMENTS 1,624 0 0 48,556 50,732 50,180 50,732 1,410 858 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,550) 720 0 0 2,070 2,585 2,790 2,585 -240 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 94.1 98.3 97.3 98.3 2.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 0 18 20 22 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 227,074 COMMITMENTS 13,006 29,511 6,008 202,243 187,925 221,257 223,444 5,817 3,630 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,614) -3,158 0 1,266 4,206 1,622 2,314 2,888 300 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 13.0 2.6 89.1 82.8 97.4 98.4 2.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 5 35 32 41 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 75,840 COMMITMENTS 12,315 0 1,583 54,470 71,825 68,368 73,408 7,472 2,432 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -632) 994 0 -1,208 -2,075 937 -2,289 -271 1,657 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.0 2.1 71.8 94.7 90.1 96.8 9.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 15 18 16 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 89,114 COMMITMENTS 0 0 0 87,109 86,142 87,109 86,142 2,005 2,972 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,374) 0 0 0 1,676 2,436 1,676 2,436 -302 -1,062 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.8 96.7 97.8 96.7 2.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 21 24 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,036 COMMITMENTS 791 15,179 710 82,641 74,410 84,142 90,299 8,894 2,737 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,246) 0 -669 31 -435 3,052 -404 2,414 1,650 -1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 16.3 0.8 88.8 80.0 90.4 97.1 9.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 21 24 22 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 16,898 COMMITMENTS 0 0 0 16,224 16,047 16,224 16,047 674 851 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 95.0 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 10 15 10 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 162,795 COMMITMENTS 24,189 8,540 16,509 121,502 137,341 162,200 162,390 595 405 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 173) -688 113 119 702 512 133 744 40 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 5.2 10.1 74.6 84.4 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 10 9 16 57 53 74 71 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 57,732 COMMITMENTS 1,883 424 3,121 52,728 54,163 57,732 57,708 0 24 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 737) -278 6 584 431 123 737 713 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.7 5.4 91.3 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 28 28 32 32 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 489,638 COMMITMENTS 15,004 0 5,742 468,892 483,896 489,638 489,638 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -10,146) -312 0 0 -9,834 -10,146 -10,146 -10,146 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 1.2 95.8 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 25 28 28 30 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,731,902 COMMITMENTS 176,295 30,491 55,317 1500290 1646094 1731902 1731902 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,095) -11,748 -2,008 1,175 15,668 5,928 5,095 5,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.8 3.2 86.6 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 6 7 46 46 56 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,681 COMMITMENTS 136 9,859 3,926 53,619 43,896 57,681 57,681 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -3,375) 0 -1,064 212 -3,587 -2,523 -3,375 -3,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 17.1 6.8 93.0 76.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 4 5 28 29 34 35 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 345,702 COMMITMENTS 705 1,234 17,840 327,157 326,628 345,702 345,702 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -18,967) 0 321 0 -18,967 -19,288 -18,967 -18,967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.4 5.2 94.6 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 18 19 20 21 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 649,029 COMMITMENTS 39,810 201,775 10,385 598,834 436,869 649,029 649,029 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,952) 400 -9,360 800 2,752 12,512 3,952 3,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 31.1 1.6 92.3 67.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 2 26 25 32 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,411 COMMITMENTS 5,395 21,188 1,787 43,631 27,549 50,813 50,524 598 887 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11) 292 -125 -167 -114 219 11 -73 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 41.2 3.5 84.9 53.6 98.8 98.3 1.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 3 24 26 28 31 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,837,565 COMMITMENTS 7,840 1038605 0 1829725 798,960 1837565 1837565 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 16,000) 0 0 0 16,000 16,000 16,000 16,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 56.5 0.0 99.6 43.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 13 11 14 13 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 648,900 COMMITMENTS 0 368,150 0 648,900 280,750 648,900 648,900 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 17,800) 0 8,400 0 17,800 9,400 17,800 17,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 56.7 0.0 100.0 43.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 18 11 18 13 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 904,440 COMMITMENTS 0 3,920 0 904,440 900,520 904,440 904,440 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 20,000) 0 0 0 20,000 20,000 20,000 20,000 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 10 14 11 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 298,432 COMMITMENTS 12,744 2,408 1,936 283,752 294,088 298,432 298,432 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -824) -808 0 0 -16 -824 -824 -824 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.8 0.6 95.1 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 25 21 28 24 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,988 COMMITMENTS 1,544 649 406 10,950 11,933 12,900 12,988 88 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -198) 0 23 -40 -158 -181 -198 -198 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 5.0 3.1 84.3 91.9 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 1 25 25 28 28 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,121,751 COMMITMENTS 0 19,020 31,700 1090051 1071031 1121751 1121751 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -36,000) 0 -8,000 8,000 -44,000 -36,000 -36,000 -36,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 2.8 97.2 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 14 13 15 14 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 328,975 COMMITMENTS 0 0 0 328,975 328,975 328,975 328,975 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 8,500) 0 0 0 8,500 8,500 8,500 8,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 14 20 14 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 217,640 COMMITMENTS 0 50 1,600 216,040 215,990 217,640 217,640 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,575) 0 0 0 1,575 1,575 1,575 1,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.7 99.3 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 22 24 23 25 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,854 COMMITMENTS 957 1,084 190 20,963 21,005 22,110 22,279 1,744 1,575 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 49) -103 -84 -1 153 132 49 47 0 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.5 0.8 87.9 88.1 92.7 93.4 7.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 21 22 24 26 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,062,701 COMMITMENTS 73,589 130,341 160,687 1828425 1771673 2062701 2062701 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 129,968) 21,520 1,880 2,000 106,448 126,088 129,968 129,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 6.3 7.8 88.6 85.9 100.0 100.0 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 683,519 COMMITMENTS 0 116,501 11,470 672,049 555,548 683,519 683,519 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 23,540) 0 4,055 -3,635 27,175 23,120 23,540 23,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.0 1.7 98.3 81.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 3 1 32 27 33 30 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,184,852 COMMITMENTS 0 0 0 1184852 1184852 1184852 1184852 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 12,400) 0 0 0 12,400 12,400 12,400 12,400 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: 23) 0 0 0 19 10 19 10 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 377,945 COMMITMENTS 4,200 0 0 373,745 377,945 377,945 377,945 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,200) 0 0 0 5,200 5,200 5,200 5,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 24 14 25 14 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 617,383 COMMITMENTS 103,551 23,786 28,831 485,001 564,766 617,383 617,383 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 16,560) -5,513 1,625 4,982 17,091 9,953 16,560 16,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 3.9 4.7 78.6 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 3 29 31 32 34 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,602 COMMITMENTS 6,800 4,794 1,204 34,321 36,458 42,325 42,456 277 146 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 897) 547 1 44 306 852 897 897 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 11.3 2.8 80.6 85.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 4 34 31 38 36 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,232 COMMITMENTS 2,835 295 102 19,247 21,787 22,184 22,184 48 48 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 428) 0 75 0 380 305 380 380 48 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 1.3 0.5 86.6 98.0 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 22 18 24 22 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 174,897 COMMITMENTS 22,686 0 624 151,587 174,273 174,897 174,897 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,392) 2,688 -1,680 -672 -3,408 960 -1,392 -1,392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 0.0 0.4 86.7 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 15 12 17 13 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 622,327 COMMITMENTS 6,826 13,113 35,268 580,233 573,946 622,327 622,327 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,152) -9,360 0 0 10,512 1,152 1,152 1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.1 5.7 93.2 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 26 18 28 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 31,794 COMMITMENTS 3,392 0 173 28,184 31,218 31,749 31,391 45 403 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 301) 236 0 -20 85 321 301 301 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.0 0.5 88.6 98.2 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 27 25 29 26 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 7,269 COMMITMENTS 0 702 21 6,019 6,163 6,040 6,886 1,229 383 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.3 82.8 84.8 83.1 94.7 16.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 13 15 14 17 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 87,916 COMMITMENTS 0 3,897 0 87,916 84,019 87,916 87,916 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,618) 0 0 0 1,618 1,618 1,618 1,618 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.0 100.0 95.6 100.0 100.0 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,920 COMMITMENTS 3,545 144 44 16,864 20,498 20,453 20,686 467 234 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 65) 510 0 0 -529 65 -19 65 84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 0.7 0.2 80.6 98.0 97.8 98.9 2.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 20 22 24 24 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 322,290 COMMITMENTS 49,757 0 1,560 270,973 320,730 322,290 322,290 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 3,986) 2,384 0 0 1,602 3,986 3,986 3,986 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 0.5 84.1 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 21 20 24 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,812 COMMITMENTS 896 320 337 15,174 16,048 16,407 16,705 405 107 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -14) -150 198 87 49 -299 -14 -14 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.9 2.0 90.3 95.5 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 23 25 26 29 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 226,267 COMMITMENTS 5,169 4,680 0 221,098 221,587 226,267 226,267 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 5,140) 0 0 0 5,140 5,140 5,140 5,140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.1 0.0 97.7 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 0 19 17 21 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 29,621 COMMITMENTS 0 1,143 2,923 26,698 25,555 29,621 29,621 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -825) 0 27 -27 -798 -825 -825 -825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 9.9 90.1 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 21 22 22 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 177,628 COMMITMENTS 1,584 0 0 176,044 177,628 177,628 177,628 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -7,761) 0 0 0 -7,761 -7,761 -7,761 -7,761 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: 26) 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 784,200 COMMITMENTS 0 78,080 0 784,200 706,120 784,200 784,200 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 13,765) 0 0 0 13,765 13,765 13,765 13,765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.0 0.0 100.0 90.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 243,620 COMMITMENTS 0 8,500 0 243,620 235,120 243,620 243,620 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,255) 0 0 0 4,255 4,255 4,255 4,255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 100.0 96.5 100.0 100.0 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 126,270 COMMITMENTS 0 1,000 0 126,270 125,270 126,270 126,270 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 4,050) 0 1,000 0 4,050 3,050 4,050 4,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 12 16 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 229,325 COMMITMENTS 0 0 0 229,325 229,325 229,325 229,325 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,050) 0 0 0 1,050 1,050 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 14 19 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 786,323 COMMITMENTS 0 0 0 786,323 786,323 786,323 786,323 0 0 CHANGES FROM 08/20/13 (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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 163,115 COMMITMENTS 220 0 0 162,895 163,115 163,115 163,115 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,600) 0 0 0 1,600 1,600 1,600 1,600 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: 24) 1 0 0 17 15 18 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 566,429 COMMITMENTS 0 0 0 566,429 566,429 566,429 566,429 0 0 CHANGES FROM 08/20/13 (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 16 13 16 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 221,875 COMMITMENTS 4,240 0 0 217,635 221,875 221,875 221,875 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 1,000 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 24 12 25 12 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| 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 08/20/13 (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: 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,134,923 COMMITMENTS 0 3,920 0 1134923 1131003 1134923 1134923 0 0 CHANGES FROM 08/20/13 (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 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 9 19 10 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 309,235 COMMITMENTS 0 0 0 309,235 309,235 309,235 309,235 0 0 CHANGES FROM 08/20/13 (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: 31) 0 0 0 24 10 24 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,964,872 COMMITMENTS 258,916 0 0 6705956 6964872 6964872 6964872 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 270,810) 0 0 0 270,810 270,810 270,810 270,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.0 96.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 0 38 37 41 37 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,313,565 COMMITMENTS 66,330 13,200 0 2247235 2300365 2313565 2313565 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 70,950) 1,000 9,000 0 69,950 61,950 70,950 70,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.6 0.0 97.1 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 1 0 42 39 47 40 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,782,968 COMMITMENTS 568,543 580,111 108,215 2106210 2094642 2782968 2782968 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -10,565) -6,575 0 0 -3,990 -10,565 -10,565 -10,565 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 20.8 3.9 75.7 75.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 5 9 6 46 42 55 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 5,636,717 COMMITMENTS 137,502 405,427 152,836 5346379 5076454 5636717 5634717 0 2,000 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 98,848) -23,520 0 23,520 98,848 73,328 98,848 96,848 0 2,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 606,605 COMMITMENTS 0 510 330 606,275 605,765 606,605 606,605 0 0 CHANGES FROM 08/20/13 (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 0.1 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 08/27/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,096,118 COMMITMENTS 0 9,914 0 2096118 2086204 2096118 2096118 0 0 CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 7,440) 0 0 0 7,440 7,440 7,440 7,440 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 30, 2013