CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 9,244 COMMITMENTS 4,009 4,139 169 5,032 4,916 9,210 9,224 34 20 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 371) 92 260 25 248 86 365 371 6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.4 44.8 1.8 54.4 53.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 11 13 3 10 10 23 24 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,609,172 COMMITMENTS 804,545 162,540 1788167 2992392 3649128 5585104 5599835 24,068 9,337 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -25,485) -50,050 -7,221 -6,354 29,081 -11,567 -27,323 -25,142 1,838 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 2.9 31.9 53.3 65.1 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 51 28 65 144 133 219 204 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 713,186 COMMITMENTS 62,814 116,595 179,732 469,916 416,127 712,462 712,454 724 732 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -6,103) -5,595 -5,467 -2,082 1,758 1,926 -5,919 -5,623 -184 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 16.3 25.2 65.9 58.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 14 19 24 42 38 69 68 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,365 COMMITMENTS 11,978 2,868 12,599 191,033 209,211 215,610 224,678 16,755 7,687 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,570) -136 1,669 2,262 3,299 4,233 5,425 8,164 1,145 -1,594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.2 5.4 82.2 90.0 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 6 28 30 35 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 170,286 COMMITMENTS 4,222 3,726 4,934 157,811 156,693 166,967 165,353 3,319 4,933 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,482) 332 1,183 331 3,674 -944 4,337 570 -855 2,912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.2 2.9 92.7 92.0 98.1 97.1 1.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 6 33 34 40 41 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,930 COMMITMENTS 12,465 13,671 7,838 201,380 203,076 221,683 224,585 11,247 8,345 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,516) -388 1,493 2,362 5,230 686 7,204 4,541 1,312 3,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 5.9 3.4 86.5 87.2 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 5 26 27 33 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,830 COMMITMENTS 10,373 237 4,592 778,637 789,289 793,602 794,118 5,228 4,712 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,793) 2,450 -1,328 -561 5,286 6,589 7,175 4,700 -2,382 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.6 97.5 98.8 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 2 6 49 41 59 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,782 COMMITMENTS 1,967 7,036 1,307 227,055 228,732 230,329 237,075 10,453 3,707 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,051) -55 7,036 -294 1,957 166 1,608 6,908 2,443 -2,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.9 0.5 94.3 95.0 95.7 98.5 4.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 1 29 31 32 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,498 COMMITMENTS 4,248 1,295 3,757 242,230 247,678 250,235 252,730 8,263 5,768 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,771) -5,871 26 131 3,324 -3,209 -2,416 -3,052 645 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 1.5 93.7 95.8 96.8 97.8 3.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 4 34 40 38 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 70,140 COMMITMENTS 9,197 0 1,563 52,136 61,642 62,896 63,205 7,244 6,935 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 474) -391 0 227 -5 580 -169 807 643 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.0 2.2 74.3 87.9 89.7 90.1 10.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 20 19 23 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 168,530 COMMITMENTS 19,026 20,654 7,447 133,299 135,683 159,772 163,784 8,758 4,746 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,874) 951 994 -851 5,344 5,890 5,444 6,033 -570 -1,159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 12.3 4.4 79.1 80.5 94.8 97.2 5.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 6 23 29 29 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,373 COMMITMENTS 1,832 7,060 4,091 64,642 56,203 70,565 67,354 7,808 11,019 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,879) 1,832 123 -1,507 750 2,848 1,075 1,464 804 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.0 5.2 82.5 71.7 90.0 85.9 10.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 15 19 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 156,678 COMMITMENTS 1,717 0 2,458 148,564 150,521 152,739 152,979 3,939 3,699 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,081) 319 0 72 3,975 3,039 4,366 3,111 -1,285 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 1.6 94.8 96.1 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 25 28 26 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,092 COMMITMENTS 0 0 0 66,417 80,906 66,417 80,906 16,675 2,186 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 720) 0 0 0 629 570 629 570 91 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 79.9 97.4 79.9 97.4 20.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 17 22 17 22 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,208 COMMITMENTS 1,304 0 0 16,506 17,532 17,810 17,532 398 676 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 0.0 90.7 96.3 97.8 96.3 2.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 11 15 14 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 324,372 COMMITMENTS 1,544 3,851 4,465 314,616 311,940 320,625 320,256 3,747 4,116 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,914) -1,569 -2,953 1,141 -2,280 -440 -2,708 -2,252 794 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.2 1.4 97.0 96.2 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 2 3 45 37 49 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,493 COMMITMENTS 5,200 10,838 3,132 70,771 61,259 79,103 75,229 6,390 10,264 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,348) 425 642 -113 1,656 1,347 1,968 1,876 380 472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 12.7 3.7 82.8 71.7 92.5 88.0 7.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 20 22 23 27 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,719 COMMITMENTS 56,766 5,040 0 108,562 158,117 165,328 163,157 391 2,562 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 23,767) 11,240 2,670 0 12,859 21,701 24,099 24,371 -332 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 3.0 0.0 65.5 95.4 99.8 98.5 0.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 0 18 22 24 23 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,658 COMMITMENTS 79,644 12,883 186 81,995 148,535 161,825 161,604 833 1,054 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 23,178) 11,054 2,670 186 12,123 20,508 23,363 23,364 -185 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 7.9 0.1 50.4 91.3 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 10 5 1 32 25 42 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,898 COMMITMENTS 0 372 0 34,407 33,457 34,407 33,829 491 1,069 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,980) 0 0 0 4,860 4,770 4,860 4,770 120 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 98.6 95.9 98.6 96.9 1.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 13 22 13 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 131,165 COMMITMENTS 0 3,272 419 115,768 115,988 116,187 119,679 14,978 11,486 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,371) -291 704 -22 1,121 -2,503 808 -1,821 -2,179 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.3 88.3 88.4 88.6 91.2 11.4 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 24 23 25 25 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,845 COMMITMENTS 5,880 0 186 9,152 17,288 15,218 17,474 2,627 371 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,296) 4,152 0 0 1,724 6,264 5,876 6,264 420 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 0.0 1.0 51.3 96.9 85.3 97.9 14.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 1 13 13 17 14 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,033 COMMITMENTS 827 3,544 1,646 109,120 101,737 111,593 106,927 4,440 9,106 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,652) -161 1,192 -433 5,126 628 4,532 1,387 120 3,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.1 1.4 94.0 87.7 96.2 92.2 3.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 2 26 24 28 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,714 COMMITMENTS 4,722 0 1,348 91,460 91,139 97,530 92,487 2,184 7,227 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -510) 640 0 -453 -1,511 -392 -1,324 -845 814 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 1.4 91.7 91.4 97.8 92.8 2.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 18 15 20 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,760 COMMITMENTS 0 2,114 0 56,452 57,836 56,452 59,950 6,308 2,810 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 89.9 92.2 89.9 95.5 10.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 12 16 13 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,796 COMMITMENTS 1,483 279 0 18,158 19,238 19,641 19,517 155 279 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,946) 0 0 0 2,946 2,946 2,946 2,946 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.4 0.0 91.7 97.2 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 14 12 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,260 COMMITMENTS 0 2,254 1,530 101,381 100,441 102,911 104,225 4,349 3,035 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,327) 0 -1,701 886 562 2,381 1,448 1,566 -121 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 1.4 94.5 93.6 95.9 97.2 4.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 3 18 17 21 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 300,947 COMMITMENTS 2,546 8,078 9,554 277,124 274,628 289,224 292,260 11,723 8,687 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,309) -3,227 485 1,340 638 -4,295 -1,249 -2,470 -60 1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.7 3.2 92.1 91.3 96.1 97.1 3.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 4 29 27 33 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,680 COMMITMENTS 1,313 899 31 32,227 33,380 33,571 34,310 1,109 370 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,532) 0 899 31 4,412 3,542 4,443 4,472 89 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.6 0.1 92.9 96.3 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 15 14 18 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,658 COMMITMENTS 372 792 0 42,122 42,246 42,494 43,038 1,164 620 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,100) 0 420 0 1,920 1,680 1,920 2,100 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.8 0.0 96.5 96.8 97.3 98.6 2.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 18 17 19 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 231,599 COMMITMENTS 7,105 30,452 6,226 209,123 190,374 222,454 227,052 9,145 4,547 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,985) 2,190 830 -704 3,300 2,685 4,786 2,811 -1,801 174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 13.1 2.7 90.3 82.2 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 4 35 31 40 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 68,833 COMMITMENTS 10,191 0 2,228 53,131 62,920 65,550 65,148 3,283 3,685 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,574) -1,469 0 -243 4,865 1,934 3,153 1,691 -579 883 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.0 3.2 77.2 91.4 95.2 94.6 4.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 18 13 21 14 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,345 COMMITMENTS 0 0 0 74,023 74,604 74,023 74,604 5,322 4,741 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 578) 0 0 0 210 578 210 578 368 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 94.0 93.3 94.0 6.7 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 15 19 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 92,414 COMMITMENTS 2,132 16,648 831 81,230 71,818 84,193 89,297 8,221 3,117 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,835) 2,132 -1,140 157 934 4,905 3,223 3,922 612 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 18.0 0.9 87.9 77.7 91.1 96.6 8.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 24 17 26 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 163,080 COMMITMENTS 19,439 6,445 13,079 129,840 143,045 162,358 162,569 722 511 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,710) -843 527 164 4,537 3,166 3,858 3,857 -148 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 4.0 8.0 79.6 87.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 8 12 53 50 69 66 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 53,671 COMMITMENTS 1,646 327 2,644 49,381 50,700 53,671 53,671 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 690) 281 126 77 332 487 690 690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.6 4.9 92.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 3 29 25 32 30 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 480,036 COMMITMENTS 4,323 271 23,477 452,236 456,288 480,036 480,036 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 12,724) -4,479 -351 2,279 14,924 10,796 12,724 12,724 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 4.9 94.2 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 21 25 23 27 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,635,018 COMMITMENTS 75,995 15,716 29,884 1529139 1589418 1635018 1635018 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 18,412) -3,571 1,200 -792 22,775 18,004 18,412 18,412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.0 1.8 93.5 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 6 5 6 43 45 53 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,544 COMMITMENTS 337 10,245 3,791 45,416 35,508 49,544 49,544 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 609) 8 -604 146 455 1,067 609 609 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 20.7 7.7 91.7 71.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 3 27 23 33 29 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 325,886 COMMITMENTS 0 56,125 14,434 311,452 255,327 325,886 325,886 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 10,648) 0 8,711 0 10,648 1,937 10,648 10,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.2 4.4 95.6 78.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 16 18 18 21 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 554,099 COMMITMENTS 27,318 0 9,684 517,097 544,415 554,099 554,099 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -13,907) 1,224 0 -408 -14,723 -13,499 -13,907 -13,907 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 1.7 93.3 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 23 29 27 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,056 COMMITMENTS 4,955 717 1,500 43,834 48,518 50,289 50,735 767 321 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 740) -100 515 -197 654 422 357 740 383 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.4 2.9 85.9 95.0 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 25 31 29 34 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,852,025 COMMITMENTS 0 0 0 1852025 1852025 1852025 1852025 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 191,210) 0 0 0 191,210 191,210 191,210 191,210 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 784,200 COMMITMENTS 0 9,600 0 784,200 774,600 784,200 784,200 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 25,400) 0 0 0 25,400 25,400 25,400 25,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 100.0 98.8 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 912,320 COMMITMENTS 0 7,760 0 912,320 904,560 912,320 912,320 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,000) 0 4,000 0 8,000 4,000 8,000 8,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 14 11 14 13 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 282,496 COMMITMENTS 13,480 1,184 1,160 267,856 280,152 282,496 282,496 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 9,016) 1,224 0 -416 8,208 9,432 9,016 9,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.4 0.4 94.8 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 1 22 19 25 21 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 14,479 COMMITMENTS 1,426 685 252 12,608 13,088 14,286 14,025 193 454 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 479) 41 0 22 437 457 500 479 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 4.7 1.7 87.1 90.4 98.7 96.9 1.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 19 18 23 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,165,075 COMMITMENTS 27,460 0 0 1137615 1165075 1165075 1165075 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 139,920) 0 0 0 139,920 139,920 139,920 139,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 97.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 15 16 15 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 332,195 COMMITMENTS 2,150 0 0 330,045 332,195 332,195 332,195 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,050) -2,000 0 0 3,050 1,050 1,050 1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.4 100.0 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 208,425 COMMITMENTS 4,225 0 0 204,200 208,425 208,425 208,425 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 98.0 100.0 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,869 COMMITMENTS 1,262 940 209 20,520 21,588 21,991 22,737 1,878 1,132 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 263) 257 0 41 -16 242 282 283 -19 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 3.9 0.9 86.0 90.4 92.1 95.3 7.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,420,761 COMMITMENTS 113,373 188,632 161,238 2146150 2070891 2420761 2420761 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 52,627) 0 48,003 0 52,627 4,624 52,627 52,627 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 7.8 6.7 88.7 85.5 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 784,825 COMMITMENTS 1,450 82,834 43,835 739,540 658,156 784,825 784,825 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,482) 0 2,930 0 3,482 552 3,482 3,482 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.6 5.6 94.2 83.9 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,068,811 COMMITMENTS 0 0 0 1068811 1068811 1068811 1068811 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 24,060) 0 0 0 24,060 24,060 24,060 24,060 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 21 11 21 11 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 344,755 COMMITMENTS 2,200 0 0 342,555 344,755 344,755 344,755 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,050) 0 0 0 8,050 8,050 8,050 8,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.4 100.0 100.0 100.0 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 605,275 COMMITMENTS 135,638 1,140 22,888 446,749 581,247 605,275 605,275 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -5,935) 737 0 79 -6,751 -6,014 -5,935 -5,935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 0.2 3.8 73.8 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 30 30 33 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,726 COMMITMENTS 8,547 2,731 1,087 31,620 37,757 41,254 41,575 472 151 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 270) -175 -81 257 188 94 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 6.5 2.6 75.8 90.5 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 3 29 32 34 36 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,332 COMMITMENTS 4,747 125 692 19,893 24,515 25,332 25,332 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 25) 178 -79 -76 -77 180 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 0.5 2.7 78.5 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 23 12 25 14 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 261,140 COMMITMENTS 108,109 1,330 665 152,366 259,145 261,140 261,140 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 13,407) 5,541 -963 0 7,866 14,370 13,407 13,407 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.4 0.5 0.3 58.3 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 9 16 11 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 621,425 COMMITMENTS 11,562 1,995 33,125 576,738 586,305 621,425 621,425 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,294) 0 816 0 8,294 7,478 8,294 8,294 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.3 5.3 92.8 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 27 20 29 22 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 36,618 COMMITMENTS 5,254 0 20 30,514 35,921 35,788 35,941 830 677 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,587) 1,658 0 0 184 1,566 1,842 1,566 -255 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 0.1 83.3 98.1 97.7 98.2 2.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 24 19 27 20 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,941 COMMITMENTS 0 576 21 5,690 5,877 5,711 6,474 1,230 467 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 299) 0 0 0 256 299 256 299 43 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.3 0.3 82.0 84.7 82.3 93.3 17.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 12 15 13 17 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,272 COMMITMENTS 4,225 0 46 16,871 20,991 21,142 21,037 130 235 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -3) 161 0 0 -164 -87 -3 -87 0 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 0.0 0.2 79.3 98.7 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 0 1 25 23 31 24 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 312,530 COMMITMENTS 58,646 0 376 253,508 312,154 312,530 312,530 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 6,291) 1,203 0 0 5,088 6,291 6,291 6,291 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 19 26 20 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,920 COMMITMENTS 808 128 233 14,646 15,451 15,687 15,812 233 108 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 704) 0 0 0 514 727 514 727 190 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.8 1.5 92.0 97.1 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 22 23 25 26 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 195,440 COMMITMENTS 2,033 0 0 193,407 195,440 195,440 195,440 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,159) 0 0 0 -1,159 -1,159 -1,159 -1,159 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 18 14 20 14 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,415 COMMITMENTS 0 1,206 2,763 22,652 21,446 25,415 25,415 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 51) 0 0 0 51 51 51 51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 10.9 89.1 84.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 21 18 22 19 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| 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 10/15/13 (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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 701,198 COMMITMENTS 0 62,240 0 701,198 638,958 701,198 701,198 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -802) 0 0 0 -802 -802 -802 -802 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 0.0 100.0 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 11 18 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 213,215 COMMITMENTS 0 5,350 0 213,215 207,865 213,215 213,215 0 0 CHANGES FROM 10/15/13 (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 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 12 21 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 225,115 COMMITMENTS 0 0 0 225,115 225,115 225,115 225,115 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,150) 0 0 0 3,150 3,150 3,150 3,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 12 19 12 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| 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 10/15/13 (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: 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 10/22/13 | --------------------------------------------------------------| 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 10/15/13 (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: 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 10/22/13 | --------------------------------------------------------------| 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 10/15/13 (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 15 12 15 12 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 193,175 COMMITMENTS 3,400 0 0 189,775 193,175 193,175 193,175 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,200) 0 0 0 4,200 4,200 4,200 4,200 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 20 15 21 15 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 627,223 COMMITMENTS 0 0 0 627,223 627,223 627,223 627,223 0 0 CHANGES FROM 10/15/13 (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: 21) 0 0 0 18 11 18 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,014,920 COMMITMENTS 0 0 0 1014920 1014920 1014920 1014920 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 64,248) 0 0 0 64,248 64,248 64,248 64,248 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 9 18 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 260,855 COMMITMENTS 0 0 0 260,855 260,855 260,855 260,855 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 17,025) 0 0 0 17,025 17,025 17,025 17,025 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 7,026,712 COMMITMENTS 189,532 0 0 6837180 7026712 7026712 7026712 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 349,679) 0 0 0 349,679 349,679 349,679 349,679 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 0 39 32 42 32 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,261,650 COMMITMENTS 44,085 4,600 0 2217565 2257050 2261650 2261650 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 78,710) 0 0 0 78,710 78,710 78,710 78,710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.2 0.0 98.1 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 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 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,938,232 COMMITMENTS 569,295 353,438 100,860 2268077 2483934 2938232 2938232 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 64,725) -815 7,077 500 65,040 57,148 64,725 64,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 12.0 3.4 77.2 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 6 8 6 43 41 52 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,410,394 COMMITMENTS 174,139 134,615 147,756 6088499 6128023 6410394 6410394 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 31,952) 0 0 0 31,952 31,952 31,952 31,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.1 2.3 95.0 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 36 31 40 36 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 603,695 COMMITMENTS 0 640 0 603,695 603,055 603,695 603,695 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 9,410) 0 0 0 9,410 9,410 9,410 9,410 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: 33) 0 1 0 30 13 30 14 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/22/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,142,732 COMMITMENTS 0 4,410 0 2142732 2138322 2142732 2142732 0 0 CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 19,270) 0 0 0 19,270 19,270 19,270 19,270 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: 33) 0 1 0 30 15 30 16
Updated November 1, 2013