CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 8,492 COMMITMENTS 3,899 3,647 100 4,416 4,735 8,415 8,482 77 10 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -219) -125 -43 0 -103 -176 -228 -219 9 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 42.9 1.2 52.0 55.8 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 10 11 1 10 9 21 20 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,521,978 COMMITMENTS 846,604 173,848 1805713 2850585 3535551 5502902 5515112 19,076 6,866 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 9,432) -57,850 -43,915 36,273 32,667 16,468 11,090 8,826 -1,658 606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 3.1 32.7 51.6 64.0 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 43 35 65 141 131 212 204 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 696,776 COMMITMENTS 64,096 116,092 168,321 463,451 411,151 695,868 695,564 908 1,212 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 6,546) 272 13,313 -8,395 14,669 1,628 6,546 6,546 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 16.7 24.2 66.5 59.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 15 18 24 40 38 68 67 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,251 COMMITMENTS 11,797 226 9,690 184,018 202,999 205,505 212,915 16,746 9,336 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,997) -1,316 11 167 -23,365 -26,929 -24,514 -26,751 1,517 3,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.1 4.4 82.8 91.3 92.5 95.8 7.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 2 6 27 29 35 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,417 COMMITMENTS 5,540 1,177 3,209 148,142 155,374 156,891 159,760 4,526 1,657 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -11,459) -3,390 124 -656 -8,781 -11,650 -12,827 -12,182 1,368 723 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.7 2.0 91.8 96.3 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 3 35 37 40 40 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,675 COMMITMENTS 10,854 11,892 4,578 196,822 200,069 212,254 216,539 9,421 5,136 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,527) 2,310 -793 -1,507 -7,117 -3,803 -6,314 -6,103 787 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 5.4 2.1 88.8 90.3 95.8 97.7 4.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 5 28 31 35 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,979 COMMITMENTS 8,375 1,307 5,587 764,216 774,592 778,178 781,486 7,801 4,493 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -38,333) 1,313 -791 -2,074 -40,444 -31,896 -41,205 -34,761 2,872 -3,572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.7 97.2 98.6 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 3 8 46 39 56 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,487 COMMITMENTS 2,060 0 1,625 224,452 228,349 228,137 229,974 9,350 7,513 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -13,621) -1,637 0 533 -15,508 -11,103 -16,612 -10,570 2,991 -3,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.7 94.5 96.2 96.1 96.8 3.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 0 2 25 29 27 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,918 COMMITMENTS 10,257 1,392 4,447 227,598 238,135 242,302 243,974 5,616 3,944 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -21,474) -650 1,020 -463 -20,893 -20,184 -22,006 -19,627 532 -1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.6 1.8 91.8 96.1 97.7 98.4 2.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 1 4 32 40 36 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 69,654 COMMITMENTS 7,147 0 1,008 53,630 61,858 61,785 62,866 7,869 6,788 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,821) -28 -2,229 -496 -19,193 -14,461 -19,717 -17,186 2,896 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 0.0 1.4 77.0 88.8 88.7 90.3 11.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 19 17 21 18 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,489 COMMITMENTS 16,189 19,660 7,733 123,885 124,508 147,807 151,901 10,682 6,588 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,462) 456 2,031 -1,603 -10,492 -7,864 -11,639 -7,436 1,177 -3,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 12.4 4.9 78.2 78.6 93.3 95.8 6.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 6 21 26 27 33 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,001 COMMITMENTS 0 9,847 3,977 59,990 47,303 63,967 61,127 7,034 9,874 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -2,640) 0 -1,989 1,016 -3,562 -1,386 -2,546 -2,359 -94 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.9 5.6 84.5 66.6 90.1 86.1 9.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 16 14 19 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 152,258 COMMITMENTS 672 0 2,926 143,559 145,634 147,157 148,560 5,101 3,698 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,693) 81 0 164 -5,093 -5,547 -4,848 -5,383 -845 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 1.9 94.3 95.6 96.6 97.6 3.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 26 27 27 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,112 COMMITMENTS 0 0 0 60,927 74,167 60,927 74,167 15,185 1,945 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -6,366) 0 -465 0 -6,670 -5,497 -6,670 -5,962 304 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 80.0 97.4 80.0 97.4 20.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 22 15 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 327,212 COMMITMENTS 807 4,945 5,282 317,910 312,924 323,999 323,151 3,213 4,061 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -27,813) 601 -2,329 128 -28,883 -26,116 -28,154 -28,317 341 504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 1.6 97.2 95.6 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 2 4 43 39 47 43 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,446 COMMITMENTS 2,788 5,077 3,769 66,306 60,552 72,863 69,398 5,583 9,048 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -4,161) -601 2,971 -369 -4,761 -7,541 -5,731 -4,939 1,570 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 6.5 4.8 84.5 77.2 92.9 88.5 7.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 17 21 20 26 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 134,893 COMMITMENTS 40,238 0 0 94,082 131,299 134,320 131,299 573 3,594 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -51,005) -13,740 -7,843 -780 -35,767 -42,423 -50,287 -51,046 -718 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 0.0 0.0 69.7 97.3 99.6 97.3 0.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 13 19 15 19 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 130,580 COMMITMENTS 63,142 7,843 0 66,290 121,497 129,432 129,340 1,148 1,240 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -36,202) -5,561 -461 -1,489 -29,329 -34,444 -36,379 -36,394 177 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 6.0 0.0 50.8 93.0 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 4 0 29 23 37 27 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,388 COMMITMENTS 0 372 0 28,017 27,123 28,017 27,495 371 893 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,306) 0 0 0 -15,371 -15,373 -15,371 -15,373 65 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 98.7 95.5 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 11 18 11 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,240 COMMITMENTS 713 0 411 112,381 116,453 113,505 116,864 15,735 12,376 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,254) -93 0 8 -17,370 -17,309 -17,455 -17,301 2,201 2,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.3 87.0 90.1 87.8 90.4 12.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 22 20 23 21 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 10,349 COMMITMENTS 1,488 0 186 6,498 9,822 8,172 10,008 2,177 341 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,430) 30 0 -30 -4,710 -5,314 -4,710 -5,344 -720 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.0 1.8 62.8 94.9 79.0 96.7 21.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 8 14 9 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,197 COMMITMENTS 930 2,843 1,718 106,229 103,827 108,877 108,388 4,320 4,809 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -4,635) 673 660 -770 -4,011 -5,546 -4,108 -5,656 -527 1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.5 1.5 93.8 91.7 96.2 95.8 3.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 3 25 22 28 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,899 COMMITMENTS 4,388 0 1,373 92,010 90,816 97,771 92,189 1,128 6,710 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -9,032) 1,355 0 -1,136 -9,185 -7,526 -8,966 -8,662 -66 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 1.4 93.0 91.8 98.9 93.2 1.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 18 15 20 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,650 COMMITMENTS 910 279 0 14,492 15,092 15,402 15,371 248 279 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -5,760) 540 30 -210 -5,760 -5,280 -5,430 -5,460 -330 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 1.8 0.0 92.6 96.4 98.4 98.2 1.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 8 12 9 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,531 COMMITMENTS 0 1,848 1,694 97,811 97,254 99,505 100,796 5,026 3,735 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,621) 0 -1,078 -152 -9,405 -8,084 -9,557 -9,314 936 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 1.6 93.6 93.0 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 15 17 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 293,795 COMMITMENTS 189 6,470 6,985 275,421 269,458 282,595 282,913 11,200 10,882 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,329) 170 -5,325 -1,756 -16,366 -11,464 -17,952 -18,545 1,623 2,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.2 2.4 93.7 91.7 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 3 28 28 31 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,976 COMMITMENTS 1,313 0 0 22,733 24,666 24,046 24,666 930 310 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -12,360) -1 -384 -186 -12,034 -11,016 -12,221 -11,586 -139 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 91.0 98.8 96.3 98.8 3.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 12 13 14 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,938 COMMITMENTS 372 372 0 38,642 38,885 39,014 39,257 924 681 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,010) -840 90 -90 -7,057 -7,591 -7,987 -7,591 -23 -419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.9 0.0 96.8 97.4 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 15 18 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 223,768 COMMITMENTS 6,396 30,028 5,852 200,905 183,727 213,153 219,607 10,615 4,161 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,884) 112 -8 87 -16,004 -9,757 -15,805 -9,678 4,921 -1,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 13.4 2.6 89.8 82.1 95.3 98.1 4.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 34 30 39 35 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 64,368 COMMITMENTS 11,781 0 2,350 45,440 59,094 59,571 61,444 4,797 2,924 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -7,232) -1,102 0 -542 -4,903 -7,422 -6,547 -7,964 -685 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 0.0 3.7 70.6 91.8 92.5 95.5 7.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 16 11 19 12 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,410 COMMITMENTS 0 0 0 71,516 71,609 71,516 71,609 4,894 4,801 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -7,955) 0 0 0 -9,841 -10,957 -9,841 -10,957 1,886 3,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 15 18 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,477 COMMITMENTS 0 16,587 700 79,749 66,193 80,449 83,480 7,028 3,997 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -3,898) -431 -2,927 20 -1,906 -3,640 -2,317 -6,547 -1,581 2,649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.0 0.8 91.2 75.7 92.0 95.4 8.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 24 18 25 21 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 159,160 COMMITMENTS 21,896 7,413 12,975 123,587 138,178 158,458 158,566 702 594 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -4,407) -873 118 -449 -2,962 -4,103 -4,284 -4,434 -123 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 4.7 8.2 77.6 86.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 14 6 12 53 50 70 65 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,733 COMMITMENTS 1,035 201 2,566 49,132 49,966 52,733 52,733 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 354) -255 -50 101 508 303 354 354 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.4 4.9 93.2 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 3 27 22 30 27 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 458,897 COMMITMENTS 7,914 0 19,998 430,985 438,899 458,897 458,897 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 3,883) 5,446 -321 -952 -611 5,156 3,883 3,883 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 4.4 93.9 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 21 24 23 25 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,611,083 COMMITMENTS 83,924 9,463 34,577 1492582 1567043 1611083 1611083 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -74,008) -12,384 80 -32 -61,592 -74,056 -74,008 -74,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.6 2.1 92.6 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 3 6 42 44 52 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,258 COMMITMENTS 568 9,981 3,823 46,867 37,454 51,258 51,258 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 434) 46 538 -23 411 -81 434 434 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 19.5 7.5 91.4 73.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 6 4 27 26 33 33 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 343,660 COMMITMENTS 0 53,479 12,842 330,818 277,339 343,660 343,660 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 2,385) 0 3,027 -23 2,408 -619 2,385 2,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.6 3.7 96.3 80.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 20 20 21 22 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 567,264 COMMITMENTS 24,483 0 11,703 531,078 555,561 567,264 567,264 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -23,281) 1,144 -775 -3,200 -21,225 -19,306 -23,281 -23,281 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 2.1 93.6 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 24 28 28 30 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,848 COMMITMENTS 5,562 202 1,444 42,672 47,839 49,678 49,485 170 363 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -642) -146 0 -85 -412 -410 -643 -495 1 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.4 2.9 85.6 96.0 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 1 26 30 30 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,660,815 COMMITMENTS 0 0 0 1660815 1660815 1660815 1660815 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -205,970) 0 -4,000 0 -205,970 -201,970 -205,970 -205,970 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 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 758,800 COMMITMENTS 0 9,600 0 758,800 749,200 758,800 758,800 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,050) 0 -1,000 0 -16,050 -15,050 -16,050 -16,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 100.0 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 16 13 16 14 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 857,520 COMMITMENTS 0 3,760 0 857,520 853,760 857,520 857,520 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -45,120) 0 0 0 -45,120 -45,120 -45,120 -45,120 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: 21) 0 1 0 14 10 14 11 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 271,152 COMMITMENTS 11,128 1,184 776 259,248 269,192 271,152 271,152 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -21,632) -1,208 -1,192 -408 -20,016 -20,032 -21,632 -21,632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.4 0.3 95.6 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 1 23 18 26 20 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 13,156 COMMITMENTS 1,405 565 210 11,348 11,927 12,963 12,702 193 454 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 950) 0 -80 -20 926 1,047 906 947 44 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.3 1.6 86.3 90.7 98.5 96.5 1.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 2 17 16 20 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 954,335 COMMITMENTS 27,460 0 0 926,875 954,335 954,335 954,335 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -84,000) -4,000 0 0 -80,000 -84,000 -84,000 -84,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 13 15 13 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 278,045 COMMITMENTS 4,150 0 0 273,895 278,045 278,045 278,045 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,750) 3,000 0 0 -18,750 -15,750 -15,750 -15,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 16 13 18 13 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 202,075 COMMITMENTS 4,225 0 0 197,850 202,075 202,075 202,075 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,600) 0 0 0 -10,600 -10,600 -10,600 -10,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 24 22 25 22 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,926 COMMITMENTS 706 940 168 20,217 20,689 21,091 21,797 1,835 1,129 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -136) -81 -80 -60 42 104 -99 -36 -37 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.1 0.7 88.2 90.2 92.0 95.1 8.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 21 21 23 23 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,357,352 COMMITMENTS 117,469 139,885 161,238 2078645 2056229 2357352 2357352 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -53,932) -5,816 -23,600 -2,025 -46,091 -28,307 -53,932 -53,932 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.9 6.8 88.2 87.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 28 28 29 31 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 765,976 COMMITMENTS 1,450 80,429 43,835 720,691 641,712 765,976 765,976 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -18,865) 1,450 -9,637 -1,660 -18,655 -7,568 -18,865 -18,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.5 5.7 94.1 83.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 2 33 29 35 32 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,030,315 COMMITMENTS 0 0 0 1030315 1030315 1030315 1030315 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -104,940) 0 0 0 -104,940 -104,940 -104,940 -104,940 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 11 20 11 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 335,705 COMMITMENTS 2,200 0 0 333,505 335,705 335,705 335,705 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -35,800) -2,000 0 0 -33,800 -35,800 -35,800 -35,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 25 12 26 12 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 611,751 COMMITMENTS 128,645 1,140 28,249 454,857 582,362 611,751 611,751 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,418) 10,156 1,140 -8,740 -23,834 -14,818 -22,418 -22,418 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.2 4.6 74.4 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 28 31 31 34 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,224 COMMITMENTS 8,510 2,791 809 31,454 37,473 40,773 41,073 451 151 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -869) 458 19 -400 -972 -532 -914 -913 45 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 6.8 2.0 76.3 90.9 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 3 29 31 34 36 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,876 COMMITMENTS 4,015 152 921 21,940 25,803 26,876 26,876 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 736) -329 0 152 913 584 736 736 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.6 3.4 81.6 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 26 16 27 18 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 274,910 COMMITMENTS 110,075 0 665 164,170 274,245 274,910 274,910 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 2,619) 0 0 665 1,954 1,954 2,619 2,619 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 0.0 0.2 59.7 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 16 10 18 11 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 606,470 COMMITMENTS 11,562 5,081 33,125 561,783 568,264 606,470 606,470 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -22,782) 2,400 1,200 -3,600 -21,582 -20,382 -22,782 -22,782 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.8 5.5 92.6 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 27 18 29 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 34,297 COMMITMENTS 3,076 0 20 30,371 33,876 33,467 33,896 830 401 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -766) -308 0 -40 -973 -686 -1,321 -726 555 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.1 88.6 98.8 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 23 19 25 20 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,621 COMMITMENTS 0 576 21 5,456 5,599 5,477 6,196 1,144 425 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.7 0.3 82.4 84.6 82.7 93.6 17.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 12 17 13 19 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,925 COMMITMENTS 3,654 0 46 16,797 20,664 20,497 20,710 428 215 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -901) -60 -100 0 -800 -781 -860 -881 -41 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.0 0.2 80.3 98.8 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 1 24 21 28 22 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 306,239 COMMITMENTS 57,443 0 376 248,420 305,863 306,239 306,239 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -19,360) -2,800 0 -400 -16,160 -18,960 -19,360 -19,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.0 0.1 81.1 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 1 22 20 26 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,217 COMMITMENTS 808 170 191 14,175 14,768 15,174 15,129 43 88 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -734) 0 -260 -60 -440 -98 -500 -418 -234 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.1 1.3 93.2 97.0 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 22 22 25 25 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 196,599 COMMITMENTS 2,033 0 0 194,566 196,599 196,599 196,599 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -23,824) -800 0 0 -23,024 -23,824 -23,824 -23,824 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 19 14 21 14 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,236 COMMITMENTS 0 1,434 2,737 22,499 21,065 25,236 25,236 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 412) 0 -823 385 27 926 412 488 0 -76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 10.8 89.2 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 20 18 21 19 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 144,505 COMMITMENTS 0 0 0 144,505 144,505 144,505 144,505 0 0 CHANGES FROM 10/01/13 (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 17 17 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 687,912 COMMITMENTS 0 62,240 0 687,912 625,672 687,912 687,912 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -47,600) 0 -8,000 0 -47,600 -39,600 -47,600 -47,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.0 0.0 100.0 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 11 16 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 209,405 COMMITMENTS 0 5,350 0 209,405 204,055 209,405 209,405 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -13,400) 0 -1,500 0 -13,400 -11,900 -13,400 -13,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 0.0 100.0 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 221,965 COMMITMENTS 0 0 0 221,965 221,965 221,965 221,965 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,100) 0 0 0 -8,100 -8,100 -8,100 -8,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 11 18 11 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 754,363 COMMITMENTS 0 0 0 754,363 754,363 754,363 754,363 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -24,000) 0 0 0 -24,000 -24,000 -24,000 -24,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 15 6 15 6 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 139,035 COMMITMENTS 0 0 0 139,035 139,035 139,035 139,035 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -9,900) 0 0 0 -9,900 -9,900 -9,900 -9,900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 14 16 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 502,733 COMMITMENTS 0 0 0 502,733 502,733 502,733 502,733 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -29,200) 0 0 0 -29,200 -29,200 -29,200 -29,200 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 PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 185,545 COMMITMENTS 3,400 0 0 182,145 185,545 185,545 185,545 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -15,800) -400 0 0 -15,400 -15,800 -15,800 -15,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 98.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 13 20 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 616,087 COMMITMENTS 0 0 0 616,087 616,087 616,087 616,087 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -35,600) 0 0 0 -35,600 -35,600 -35,600 -35,600 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 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 950,672 COMMITMENTS 0 0 0 950,672 950,672 950,672 950,672 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -109,888) 0 0 0 -109,888 -109,888 -109,888 -109,888 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 9 19 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 243,830 COMMITMENTS 0 0 0 243,830 243,830 243,830 243,830 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -37,200) 0 0 0 -37,200 -37,200 -37,200 -37,200 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: 29) 0 0 0 23 9 23 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,507,366 COMMITMENTS 189,532 0 0 6317834 6507366 6507366 6507366 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -327,834) -8,000 0 -800 -319,034 -327,034 -327,834 -327,834 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 0 0 38 33 41 33 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,137,620 COMMITMENTS 44,085 4,600 0 2093535 2133020 2137620 2137620 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -138,895) -3,300 -9,000 -400 -135,195 -129,495 -138,895 -138,895 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.2 0.0 97.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 1 0 37 36 41 37 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,816,525 COMMITMENTS 568,745 326,906 100,360 2147420 2389259 2816525 2816525 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -50,006) -4,745 -20,800 2,545 -47,806 -31,751 -50,006 -50,006 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 11.6 3.6 76.2 84.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 8 5 43 40 51 50 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,260,189 COMMITMENTS 174,139 134,615 147,756 5938294 5977818 6260189 6260189 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -36,329) 20,688 -6,000 695 -57,712 -31,024 -36,329 -36,329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.2 2.4 94.9 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 35 29 39 34 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 583,860 COMMITMENTS 0 640 0 583,860 583,220 583,860 583,860 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -24,575) 0 -200 0 -24,575 -24,375 -24,575 -24,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 27 13 27 14 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/08/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,113,747 COMMITMENTS 0 4,410 0 2113747 2109337 2113747 2113747 0 0 CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -89,840) 0 -800 0 -89,840 -89,040 -89,840 -89,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 29 15 29 16
Updated October 28, 2013