CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 10,969 COMMITMENTS 3,578 4,208 100 7,276 6,646 10,954 10,954 15 15 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 710) -677 37 0 1,393 673 716 710 -6 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 38.4 0.9 66.3 60.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 11 12 1 11 11 23 23 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,425,444 COMMITMENTS 701,354 234,940 1668407 3028694 3513721 5398455 5417068 26,989 8,376 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 192,926) 96,294 -63,782 99,886 -5,976 155,103 190,204 191,207 2,722 1,719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.3 30.8 55.8 64.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 49 28 68 140 131 216 201 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 659,491 COMMITMENTS 54,068 103,765 182,555 422,402 372,552 659,025 658,872 466 619 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -41,018) -11,928 -22,732 8,900 -37,619 -26,994 -40,647 -40,826 -371 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 15.7 27.7 64.0 56.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 13 21 23 41 37 68 67 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,913 COMMITMENTS 13,549 3,676 7,398 198,147 218,747 219,094 229,821 18,819 8,092 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 9,952) 4,388 1,218 2,240 5,293 5,266 11,921 8,724 -1,969 1,228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 1.5 3.1 83.3 91.9 92.1 96.6 7.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 5 28 29 34 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 165,910 COMMITMENTS 6,550 666 4,126 151,031 156,273 161,707 161,065 4,203 4,845 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,407) -1,277 -2,461 1,494 3,115 4,640 3,332 3,673 1,075 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.4 2.5 91.0 94.2 97.5 97.1 2.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 4 31 34 35 38 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,401 COMMITMENTS 17,420 6,019 6,325 186,262 200,729 210,007 213,073 9,394 6,328 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,883) 556 2,663 -1,531 4,129 2,032 3,154 3,164 729 719 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 2.7 2.9 84.9 91.5 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 5 31 30 37 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 751,974 COMMITMENTS 13,563 1,122 3,871 729,461 742,151 746,895 747,144 5,079 4,830 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -11,155) 3,603 162 -711 -14,585 -10,066 -11,693 -10,615 538 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.1 0.5 97.0 98.7 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 2 5 49 38 58 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,919 COMMITMENTS 4,177 13,673 3,811 226,822 218,830 234,810 236,314 4,109 2,605 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,193) -2,316 1,086 1,362 1,881 -584 927 1,864 266 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 5.7 1.6 94.9 91.6 98.3 98.9 1.7 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 30 29 36 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,746 COMMITMENTS 10,036 0 7,267 237,632 245,512 254,935 252,779 2,811 4,967 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,244) 8,101 -14 -1,587 -6,309 -1,359 205 -2,960 -3,449 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 2.8 92.2 95.3 98.9 98.1 1.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 0 4 38 38 44 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 75,226 COMMITMENTS 2,514 217 4,270 60,325 64,322 67,109 68,809 8,117 6,417 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,775) -65 217 1,934 5,246 5,144 7,115 7,295 660 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.3 5.7 80.2 85.5 89.2 91.5 10.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 27 22 29 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,132 COMMITMENTS 18,747 17,854 9,052 125,520 132,996 153,319 159,902 9,813 3,230 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,612) -1,613 -185 389 481 -1,024 -743 -820 -869 -792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 10.9 5.5 76.9 81.5 94.0 98.0 6.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 4 27 31 33 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,739 COMMITMENTS 59 13,065 4,725 74,204 58,980 78,988 76,770 8,751 10,969 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,845) -266 772 1,024 2,985 1,254 3,743 3,050 -898 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 14.9 5.4 84.6 67.2 90.0 87.5 10.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 18 15 21 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 164,722 COMMITMENTS 636 0 1,530 157,346 155,004 159,512 156,534 5,210 8,188 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,880) -57 0 281 5,173 5,882 5,397 6,163 483 -283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.9 95.5 94.1 96.8 95.0 3.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 25 25 26 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,066 COMMITMENTS 0 0 0 81,041 95,026 81,041 95,026 16,025 2,040 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -636) 0 0 0 1,700 -481 1,700 -481 -2,336 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 83.5 97.9 83.5 97.9 16.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 20 26 20 26 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,572 COMMITMENTS 1,110 620 0 17,890 18,287 19,000 18,907 572 665 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 3.2 0.0 91.4 93.4 97.1 96.6 2.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 11 17 13 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 309,415 COMMITMENTS 1,507 581 1,908 302,424 302,446 305,839 304,935 3,576 4,480 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,206) 1,507 -900 -1,320 -1,388 1,493 -1,201 -727 -5 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.2 0.6 97.7 97.7 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 2 2 45 38 47 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,348 COMMITMENTS 2,990 11,814 3,078 81,675 64,254 87,743 79,146 2,605 11,202 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,634) -833 -887 360 -1,246 1,390 -1,719 863 85 -2,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 13.1 3.4 90.4 71.1 97.1 87.6 2.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 3 23 22 26 27 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,598 COMMITMENTS 756 4,911 1,012 51,482 50,950 53,250 56,873 11,348 7,725 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,667) -490 -376 337 3,689 2,349 3,536 2,310 -869 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 7.6 1.6 79.7 78.9 82.4 88.0 17.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 14 17 16 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 178,739 COMMITMENTS 66,452 5,456 0 111,025 170,281 177,477 175,737 1,262 3,002 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 33,487) 16,492 372 0 16,642 32,495 33,134 32,867 353 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 3.1 0.0 62.1 95.3 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 11 2 0 21 27 32 29 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 203,305 COMMITMENTS 104,192 13,946 1,140 96,958 187,820 202,290 202,906 1,015 399 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 38,750) 15,352 -768 1,140 21,543 38,279 38,035 38,651 715 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 6.9 0.6 47.7 92.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 3 2 38 35 52 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,451 COMMITMENTS 368 0 0 31,409 31,564 31,777 31,564 674 887 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,030) 368 0 0 6,439 6,983 6,807 6,983 223 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 96.8 97.3 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 14 21 15 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,309 COMMITMENTS 0 10,669 643 106,870 98,438 107,513 109,750 11,796 9,559 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 286) 0 105 -32 -352 815 -384 888 670 -602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 0.5 89.6 82.5 90.1 92.0 9.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 1 25 23 26 26 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 16,163 COMMITMENTS 4,183 865 246 8,528 13,895 12,957 15,006 3,206 1,157 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 5.4 1.5 52.8 86.0 80.2 92.8 19.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 13 11 16 14 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,570 COMMITMENTS 0 2,567 2,359 102,613 95,682 104,972 100,608 7,598 11,962 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2,948) 0 1,939 -243 -2,529 -4,266 -2,772 -2,570 -176 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 2.1 91.2 85.0 93.3 89.4 6.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 24 22 26 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,120 COMMITMENTS 1,882 267 1,218 88,511 85,774 91,611 87,259 2,509 6,861 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -99) -94 267 -270 115 -364 -249 -367 150 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.3 1.3 94.0 91.1 97.3 92.7 2.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 19 16 21 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,242 COMMITMENTS 806 0 0 55,255 60,187 56,061 60,187 7,181 3,055 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 87.4 95.2 88.6 95.2 11.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 16 11 17 11 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,396 COMMITMENTS 3,086 279 0 22,816 25,540 25,902 25,819 494 577 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,007) 744 0 0 2,170 2,912 2,914 2,912 93 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 1.1 0.0 86.4 96.8 98.1 97.8 1.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 9 16 12 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,807 COMMITMENTS 2,944 661 1,273 94,641 98,664 98,858 100,598 5,949 4,209 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.6 1.2 90.3 94.1 94.3 96.0 5.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 17 12 19 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 290,295 COMMITMENTS 4,326 16,936 5,955 268,324 260,351 278,605 283,242 11,690 7,053 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,783) -514 -1,807 1,409 1,293 1,901 2,188 1,503 595 1,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 5.8 2.1 92.4 89.7 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 3 30 29 34 34 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,554 COMMITMENTS 2,913 0 0 19,993 23,544 22,906 23,544 1,648 1,010 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 0.0 81.4 95.9 93.3 95.9 6.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 7 11 11 11 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 9,876 COMMITMENTS 0 1,800 0 9,418 7,706 9,418 9,506 458 370 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.2 0.0 95.4 78.0 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 11 11 11 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,994 COMMITMENTS 600 3,039 1,581 26,838 24,643 29,019 29,263 975 731 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 682) 0 -775 775 -62 711 713 711 -31 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 10.1 5.3 89.5 82.2 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 15 15 17 17 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,419 COMMITMENTS 0 0 0 41,269 42,171 41,269 42,171 1,150 248 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 430) 0 0 0 430 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 99.4 97.3 99.4 2.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,966 COMMITMENTS 1,316 1,784 31 44,035 44,228 45,382 46,043 1,584 923 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,402) 899 1,364 -62 3,441 2,507 4,278 3,809 124 593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.8 0.1 93.8 94.2 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 16 19 18 22 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 260,030 COMMITMENTS 6,689 35,535 6,545 235,134 208,804 248,368 250,884 11,662 9,146 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,366) 1,529 -345 1,156 2,455 2,173 5,140 2,984 -774 1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 13.7 2.5 90.4 80.3 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 5 8 35 34 43 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 87,027 COMMITMENTS 11,562 0 1,498 71,578 81,531 84,638 83,029 2,389 3,998 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,759) -1,827 0 -341 10,334 6,896 8,166 6,555 -1,407 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 1.7 82.2 93.7 97.3 95.4 2.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 23 18 26 19 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,319 COMMITMENTS 0 0 0 74,543 78,641 74,543 78,641 6,776 2,678 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,746) 0 0 0 -745 1,751 -745 1,751 2,491 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.7 96.7 91.7 96.7 8.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 20 20 20 TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,583 COMMITMENTS 3,892 1,366 0 25,636 28,547 29,528 29,913 1,055 670 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 298) -124 124 0 422 -43 298 81 0 217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 4.5 0.0 83.8 93.3 96.6 97.8 3.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 13 13 14 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 101,066 COMMITMENTS 0 11,120 1,070 89,960 85,048 91,030 97,238 10,036 3,828 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -122) -2,438 -1,758 -154 3,775 2,271 1,183 359 -1,305 -481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 1.1 89.0 84.2 90.1 96.2 9.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 25 22 26 25 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 16,157 COMMITMENTS 0 217 0 15,547 13,908 15,547 14,125 610 2,032 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 96.2 86.1 96.2 87.4 3.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 12 10 13 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 161,817 COMMITMENTS 21,568 9,281 9,759 129,924 142,293 161,251 161,333 566 484 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,404) 936 -355 -717 1,163 2,476 1,382 1,404 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 5.7 6.0 80.3 87.9 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 6 12 55 49 71 64 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,343 COMMITMENTS 800 627 3,474 48,069 48,242 52,343 52,343 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 190) -279 126 178 291 -114 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.2 6.6 91.8 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 27 23 30 25 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 477,488 COMMITMENTS 328 11,901 22,893 454,267 442,694 477,488 477,488 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 16,008) -344 655 -1,664 18,016 17,017 16,008 16,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.5 4.8 95.1 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 22 23 23 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,619,960 COMMITMENTS 54,564 7,433 31,859 1533537 1580668 1619960 1619960 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -16,757) 1,265 -5,929 -1,208 -16,814 -9,620 -16,757 -16,757 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.5 2.0 94.7 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 3 5 42 47 50 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,174 COMMITMENTS 454 8,760 3,580 42,116 33,834 46,150 46,174 24 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 892) 265 100 -341 944 1,133 868 892 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 19.0 7.8 91.2 73.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 25 21 30 27 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 324,220 COMMITMENTS 0 57,104 10,627 313,593 256,489 324,220 324,220 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 13,224) 0 1,672 -1,344 14,568 12,896 13,224 13,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.6 3.3 96.7 79.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 17 19 19 22 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 536,219 COMMITMENTS 24,753 0 7,079 504,387 529,140 536,219 536,219 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,844) -5,496 0 1,128 9,212 3,716 4,844 4,844 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 1.3 94.1 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 24 29 28 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,251 COMMITMENTS 4,755 274 2,217 48,983 53,427 55,955 55,918 296 333 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 4,810) -765 -546 672 4,733 4,621 4,640 4,747 170 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.5 3.9 87.1 95.0 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 3 25 30 30 33 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,301,979 COMMITMENTS 0 0 0 2301979 2301979 2301979 2301979 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 28,560) 0 0 0 28,560 28,560 28,560 28,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 11 18 11 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,043,980 COMMITMENTS 0 6,150 0 1043980 1037830 1043980 1043980 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 20,200) 0 0 0 20,200 20,200 20,200 20,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 14 21 15 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 938,320 COMMITMENTS 4,080 4,000 0 934,240 934,320 938,320 938,320 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 89,520) 4,080 0 0 85,440 89,520 89,520 89,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.4 0.0 99.6 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 17 13 18 14 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 297,936 COMMITMENTS 10,312 816 784 286,840 296,336 297,936 297,936 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 10,816) 784 8 -376 10,408 11,184 10,816 10,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.3 0.3 96.3 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 22 21 25 24 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 13,051 COMMITMENTS 1,648 593 334 10,859 11,702 12,841 12,629 210 422 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -42) -21 0 -42 -2 -42 -65 -84 23 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 4.5 2.6 83.2 89.7 98.4 96.8 1.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 3 17 18 22 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,106,273 COMMITMENTS 16,180 103,813 47,843 1042250 954,617 1106273 1106273 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,224) 0 12,240 -1,224 0 -12,240 -1,224 -1,224 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 9.4 4.3 94.2 86.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 15 16 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 328,350 COMMITMENTS 1,000 0 0 327,350 328,350 328,350 328,350 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,875) 0 0 0 7,875 7,875 7,875 7,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 13 19 13 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 210,320 COMMITMENTS 3,650 0 0 206,670 210,320 210,320 210,320 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 26 23 27 23 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,867 COMMITMENTS 940 1,005 229 19,787 20,618 20,956 21,852 1,911 1,015 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2) 85 -235 -105 -45 296 -65 -44 63 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 4.4 1.0 86.5 90.2 91.6 95.6 8.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 22 21 24 24 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,841,701 COMMITMENTS 0 319,518 258,137 2583564 2264046 2841701 2841701 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,827) -11,765 34,155 -3,668 19,260 -26,660 3,827 3,827 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 9.1 90.9 79.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 32 30 33 34 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 882,225 COMMITMENTS 2,905 96,984 47,016 832,304 738,183 882,225 882,183 0 42 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 39,944) -3,036 6,032 672 42,308 33,198 39,944 39,902 0 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 11.0 5.3 94.3 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 3 4 38 32 42 37 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,278,305 COMMITMENTS 0 0 0 2278305 2278305 2278305 2278305 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 28,560) 0 0 0 28,560 28,560 28,560 28,560 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 10 21 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 654,095 COMMITMENTS 0 0 0 654,095 654,095 654,095 654,095 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,560) 0 0 0 3,560 3,560 3,560 3,560 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 26 13 26 13 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 570,066 COMMITMENTS 120,233 1,236 21,894 427,939 546,936 570,066 570,066 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,567) -4,432 1,192 463 5,536 -88 1,567 1,567 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 0.2 3.8 75.1 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 32 30 35 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,661 COMMITMENTS 7,068 2,971 602 33,380 37,942 41,050 41,515 611 146 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 126) -104 190 21 315 -147 232 64 -106 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 7.1 1.4 80.1 91.1 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 2 29 35 32 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,356 COMMITMENTS 5,523 128 897 19,936 25,331 26,356 26,356 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 152) 100 -126 -25 77 303 152 152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.5 3.4 75.6 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 2 22 14 25 17 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 255,408 COMMITMENTS 100,704 1,895 665 154,039 252,848 255,408 255,408 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 9,552) -2,587 -1,032 0 12,139 10,584 9,552 9,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 0.7 0.3 60.3 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 16 10 18 13 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 550,989 COMMITMENTS 9,154 4,105 26,733 515,102 520,151 550,989 550,989 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -2,692) 0 -408 0 -2,692 -2,284 -2,692 -2,692 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.7 4.9 93.5 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 20 29 22 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 31,426 COMMITMENTS 6,208 0 20 24,647 30,559 30,875 30,579 551 847 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 193) 214 0 0 235 -63 449 -63 -256 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.0 0.1 78.4 97.2 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 24 20 27 21 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 8,151 COMMITMENTS 0 507 21 7,074 7,307 7,095 7,835 1,056 316 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 64) 0 0 0 232 64 232 64 -168 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 0.3 86.8 89.6 87.0 96.1 13.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 15 16 16 18 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 78,582 COMMITMENTS 0 809 0 78,582 77,773 78,582 78,582 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 10 15 11 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,833 COMMITMENTS 2,202 206 368 18,222 20,093 20,792 20,667 41 166 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 837) -624 206 305 1,176 242 857 753 -20 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.0 1.8 87.5 96.4 99.8 99.2 0.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 3 24 26 30 30 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 304,387 COMMITMENTS 41,474 2,448 4,488 258,425 297,451 304,387 304,387 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -7,640) -9,024 2,040 2,040 -656 -11,312 -7,640 -7,232 0 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.8 1.5 84.9 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 25 18 28 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,922 COMMITMENTS 1,103 42 420 16,378 17,397 17,901 17,859 21 63 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 40) 303 -187 187 -323 82 167 82 -127 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.2 2.3 91.4 97.1 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 1 4 25 25 31 30 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 217,983 COMMITMENTS 2,849 816 0 215,134 217,167 217,983 217,983 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,704) 816 0 0 888 1,704 1,704 1,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.4 0.0 98.7 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 0 22 19 25 20 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,790 COMMITMENTS 0 1,458 2,379 19,411 17,953 21,790 21,790 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -307) 0 306 -154 -153 -459 -307 -307 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 10.9 89.1 82.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 19 21 20 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 161,531 COMMITMENTS 0 0 0 161,531 161,531 161,531 161,531 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 976) 0 0 0 976 976 976 976 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 17 18 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 729,084 COMMITMENTS 0 54,720 0 729,084 674,364 729,084 729,084 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,915) 0 0 0 5,915 5,915 5,915 5,915 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 213,495 COMMITMENTS 0 5,275 0 213,495 208,220 213,495 213,495 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,075 1,075 1,075 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 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 266,860 COMMITMENTS 0 0 0 266,860 266,860 266,860 266,860 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 1,785) 0 0 0 1,785 1,785 1,785 1,785 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 11 19 11 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 924,643 COMMITMENTS 0 0 0 924,643 924,643 924,643 924,643 0 0 CHANGES FROM 11/19/13 (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 16 5 16 5 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 165,010 COMMITMENTS 0 0 0 165,010 165,010 165,010 165,010 0 0 CHANGES FROM 11/19/13 (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 15 15 15 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 721,970 COMMITMENTS 0 0 0 721,970 721,970 721,970 721,970 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 14 15 14 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 198,835 COMMITMENTS 0 0 0 198,835 198,835 198,835 198,835 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,325) -2,940 0 0 8,265 5,325 5,325 5,325 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 15 21 15 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 655,608 COMMITMENTS 0 0 0 655,608 655,608 655,608 655,608 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,440) 0 0 0 7,440 7,440 7,440 7,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 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 20 13 20 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,299,624 COMMITMENTS 0 0 0 1299624 1299624 1299624 1299624 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 148,680) 0 0 0 148,680 148,680 148,680 148,680 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 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 346,295 COMMITMENTS 0 0 0 346,295 346,295 346,295 346,295 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 43,350) 0 0 0 43,350 43,350 43,350 43,350 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 24 9 24 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 8,702,673 COMMITMENTS 127,552 0 0 8575121 8702673 8702673 8702673 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 128,029) -69,724 0 0 201,473 128,029 131,749 128,029 -3,720 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: 49) 4 0 0 41 34 45 34 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,780,505 COMMITMENTS 37,310 0 0 2743195 2780505 2780505 2780505 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 24,765) -17,345 0 0 43,160 24,765 25,815 24,765 -1,050 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 0 0 42 37 45 37 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,046,710 COMMITMENTS 516,826 366,116 79,090 2450794 2601504 3046710 3046710 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 11,800) -58,810 15 -44,175 114,785 55,960 11,800 11,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 12.0 2.6 80.4 85.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 9 5 44 40 52 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,569,775 COMMITMENTS 147,380 199,015 150,363 6272032 6220397 6569775 6569775 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 44,963) -63,943 0 -4,121 113,027 49,084 44,963 44,963 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.0 2.3 95.5 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 37 31 41 36 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 627,595 COMMITMENTS 0 3,560 0 627,595 624,035 627,595 627,595 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,510) 0 3,150 0 6,510 3,360 6,510 6,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 29 14 29 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/26/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,162,006 COMMITMENTS 0 3,658 0 2162006 2158348 2162006 2162006 0 0 CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 66,480) 0 0 0 66,480 66,480 66,480 66,480 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: 34) 0 1 0 28 16 28 17
Updated December 2, 2013