CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 13,470 COMMITMENTS 4,077 3,250 912 8,407 9,298 13,395 13,460 75 10 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 933) 440 -56 73 406 911 919 928 14 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 24.1 6.8 62.4 69.0 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 12 9 14 10 29 26 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,697,375 COMMITMENTS 942,968 182,698 1794578 2943421 3715179 5680967 5692455 16,408 4,920 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -67,840) -52,767 12,635 -80,194 63,787 -227 -69,174 -67,786 1,334 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 3.2 31.5 51.7 65.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 48 29 70 146 135 220 208 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,379,856 COMMITMENTS 159,292 78,433 1506858 1713045 1794088 3379194 3379379 661 477 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 62,370) 4,934 -4,928 41,235 15,854 25,973 62,023 62,280 347 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 2.3 44.6 50.7 53.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 27 20 43 62 61 107 106 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,438 COMMITMENTS 15,135 269 7,532 199,209 224,326 221,876 232,127 15,562 5,311 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 6,098) 2,768 74 -974 5,896 7,289 7,690 6,389 -1,592 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.1 3.2 83.9 94.5 93.4 97.8 6.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 8 2 5 37 38 47 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,928 COMMITMENTS 8,282 443 4,434 156,191 165,884 168,907 170,761 3,021 1,167 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,516) 2,601 -521 372 -586 5,518 2,387 5,369 129 -2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.3 2.6 90.8 96.5 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 1 4 38 38 44 42 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,943 COMMITMENTS 7,133 12,480 4,893 198,869 194,970 210,895 212,343 8,048 6,600 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 12,186) -2,080 1,347 575 13,264 10,956 11,759 12,878 427 -692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 5.7 2.2 90.8 89.1 96.3 97.0 3.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 2 34 33 37 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 806,383 COMMITMENTS 4,216 2,862 6,088 790,544 794,507 800,848 803,457 5,535 2,926 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 6,697) 2,190 822 2,182 4,779 4,966 9,151 7,970 -2,454 -1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.4 0.8 98.0 98.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 3 7 10 54 46 65 56 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,260 COMMITMENTS 2,768 472 2,063 244,351 242,267 249,182 244,802 5,078 9,458 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -1,539) -474 -337 913 -1,086 -1,936 -647 -1,360 -892 -179 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.2 0.8 96.1 95.3 98.0 96.3 2.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 2 25 31 29 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,690 COMMITMENTS 12,112 378 4,297 243,135 254,345 259,544 259,020 5,146 5,670 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,929) 1,179 6 523 5,586 7,796 7,288 8,325 641 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.1 1.6 91.9 96.1 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 2 4 38 45 42 50 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 96,137 COMMITMENTS 4,866 1,702 2,346 84,126 85,188 91,338 89,236 4,799 6,901 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 873) -1,635 0 213 1,764 115 342 328 531 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.8 2.4 87.5 88.6 95.0 92.8 5.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 27 21 30 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,994 COMMITMENTS 14,413 16,416 9,800 133,270 133,492 157,483 159,708 9,511 7,286 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -2,224) 1,668 -2,387 1,274 -5,279 -2,706 -2,337 -3,819 113 1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 9.8 5.9 79.8 79.9 94.3 95.6 5.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 5 28 27 34 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,844 COMMITMENTS 0 10,863 3,429 60,957 47,995 64,386 62,287 7,458 9,557 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,082) 0 -124 327 825 1,152 1,152 1,355 930 727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.1 4.8 84.8 66.8 89.6 86.7 10.4 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 21 18 23 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 155,096 COMMITMENTS 810 0 2,762 145,578 148,326 149,150 151,088 5,946 4,008 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,683) 577 0 -145 1,100 1,979 1,532 1,834 151 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 1.8 93.9 95.6 96.2 97.4 3.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 0 1 28 32 29 33 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,494 COMMITMENTS 0 465 0 62,549 74,188 62,549 74,653 14,945 2,841 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 336) 0 -124 0 550 707 550 583 -214 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 80.7 95.7 80.7 96.3 19.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 17 20 17 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 351,449 COMMITMENTS 78 5,955 4,223 343,362 336,092 347,663 346,270 3,786 5,179 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -327) -312 216 -161 758 590 285 645 -612 -972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 1.2 97.7 95.6 98.9 98.5 1.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 1 4 2 45 43 47 48 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,122 COMMITMENTS 3,612 87 4,118 69,272 66,857 77,002 71,062 4,120 10,060 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 721) 61 -377 -28 1,475 989 1,508 584 -787 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.1 5.1 85.4 82.4 94.9 87.6 5.1 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 3 22 23 25 26 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,641 COMMITMENTS 1,194 6,436 597 42,758 44,967 44,549 52,000 15,092 7,641 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 811) 1,194 -132 214 -1,040 1,127 368 1,209 443 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 10.8 1.0 71.7 75.4 74.7 87.2 25.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 17 16 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,746 COMMITMENTS 39,980 8,153 0 122,620 152,753 162,600 160,906 1,146 2,840 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 18,714) 3,555 -1,860 0 14,811 20,820 18,366 18,960 348 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 5.0 0.0 74.9 93.3 99.3 98.3 0.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 0 23 31 27 33 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,275 COMMITMENTS 55,180 9,323 0 87,249 133,591 142,429 142,914 846 361 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 20,165) 3,504 -1,860 0 16,537 22,234 20,041 20,374 124 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 6.5 0.0 60.9 93.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 4 0 38 31 44 35 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,066 COMMITMENTS 0 372 0 43,821 42,992 43,821 43,364 245 702 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,657) 0 372 0 7,533 7,037 7,533 7,409 124 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 99.4 97.6 99.4 98.4 0.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 16 23 16 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,837 COMMITMENTS 221 0 800 124,883 129,773 125,904 130,573 13,933 9,264 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,921) -338 0 41 5,196 3,669 4,899 3,710 -978 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.6 89.3 92.8 90.0 93.4 10.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 28 25 29 26 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 15,221 COMMITMENTS 1,458 0 92 10,437 14,702 11,987 14,794 3,234 427 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.0 0.6 68.6 96.6 78.8 97.2 21.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 12 10 14 11 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,404 COMMITMENTS 1,306 64 3,008 57,985 58,055 62,299 61,127 3,105 4,277 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 47) -778 64 498 -814 -56 -1,094 506 1,141 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.1 4.6 88.7 88.8 95.3 93.5 4.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 13 16 15 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,260 COMMITMENTS 28 2,573 2,191 110,605 108,470 112,824 113,234 3,436 3,026 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,399) -232 -800 475 2,873 2,296 3,116 1,971 -717 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 1.9 95.1 93.3 97.0 97.4 3.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 3 27 26 30 29 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,557 COMMITMENTS 173 992 1,548 39,173 37,170 40,894 39,710 2,663 3,847 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.3 3.6 89.9 85.3 93.9 91.2 6.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 14 14 16 16 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,165 COMMITMENTS 502 732 2,282 96,372 94,433 99,156 97,447 5,009 6,718 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -211) -190 732 -228 -1 -777 -419 -273 208 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 2.2 92.5 90.7 95.2 93.6 4.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 17 18 19 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,505 COMMITMENTS 0 1,754 0 62,028 63,593 62,028 65,347 6,477 3,158 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -392) 0 0 0 -797 -337 -797 -337 405 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 90.5 92.8 90.5 95.4 9.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 17 12 17 13 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,193 COMMITMENTS 370 311 210 20,128 20,093 20,708 20,614 485 579 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,658) -31 -62 0 3,658 3,381 3,627 3,319 31 339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.5 1.0 95.0 94.8 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 9 15 12 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,027 COMMITMENTS 107 685 3,546 108,351 108,325 112,004 112,556 4,023 3,471 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -1,597) 107 -1,334 1,278 -3,072 -1,417 -1,687 -1,473 90 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.6 3.1 93.4 93.4 96.5 97.0 3.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 20 19 22 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 308,206 COMMITMENTS 1,134 7,790 8,543 291,798 284,356 301,475 300,689 6,731 7,517 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,443) -3,250 1,160 4,031 172 -5,185 953 6 490 1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.5 2.8 94.7 92.3 97.8 97.6 2.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 3 34 29 37 33 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,305 COMMITMENTS 1,321 360 210 34,767 35,651 36,298 36,221 1,007 1,084 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,354) 7 -210 210 6,920 7,230 7,137 7,230 217 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.0 0.6 93.2 95.6 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 16 15 20 17 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 39,063 COMMITMENTS 0 0 0 38,124 37,878 38,124 37,878 939 1,185 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 124) 0 0 0 124 124 124 124 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.6 97.0 97.6 97.0 2.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 17 15 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,576 COMMITMENTS 964 282 90 45,267 46,259 46,321 46,631 1,255 945 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,077) 124 282 90 2,102 1,608 2,316 1,980 -239 97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.6 0.2 95.1 97.2 97.4 98.0 2.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 19 19 22 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 231,436 COMMITMENTS 4,752 31,482 6,666 214,352 189,588 225,770 227,736 5,666 3,700 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,893) -691 3,602 -119 4,808 2,118 3,998 5,601 -105 -1,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 13.6 2.9 92.6 81.9 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 4 2 36 33 40 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 67,534 COMMITMENTS 12,241 0 2,036 47,775 63,306 62,052 65,342 5,482 2,192 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 212) 365 0 151 -606 61 -90 212 302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 0.0 3.0 70.7 93.7 91.9 96.8 8.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 17 14 20 15 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,100 COMMITMENTS 0 0 0 80,365 78,994 80,365 78,994 2,735 4,106 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 128) 0 0 0 -476 732 -476 732 604 -604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 95.1 96.7 95.1 3.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 21 23 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,439 COMMITMENTS 431 15,654 1,012 80,525 70,539 81,968 87,205 9,471 4,234 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,867) 0 -240 242 1,110 1,261 1,352 1,263 515 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 17.1 1.1 88.1 77.1 89.6 95.4 10.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 23 20 25 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 178,131 COMMITMENTS 22,413 8,134 15,666 139,293 153,805 177,371 177,605 760 526 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,815) -904 23 -169 2,781 2,280 1,708 2,134 107 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 4.6 8.8 78.2 86.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 14 8 16 55 57 75 75 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 56,263 COMMITMENTS 1,795 266 3,003 51,465 52,970 56,263 56,239 0 24 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -419) 603 -47 -262 -736 -110 -395 -419 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.5 5.3 91.5 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 4 28 27 32 32 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 494,416 COMMITMENTS 8,040 0 19,376 467,000 475,040 494,416 494,416 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,337) 1,240 0 632 465 1,705 2,337 2,337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 3.9 94.5 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 23 26 25 28 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,677,581 COMMITMENTS 112,476 11,336 33,393 1531712 1632852 1677581 1677581 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -18,761) -33,353 399 -800 15,392 -17,232 -18,761 -17,633 0 -1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.7 2.0 91.3 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 3 6 43 46 52 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,422 COMMITMENTS 493 6,323 6,013 49,835 43,741 56,341 56,077 81 346 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -5,468) 366 -1,872 795 -6,709 -4,713 -5,549 -5,789 81 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 11.2 10.7 88.3 77.5 99.9 99.4 0.1 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 5 28 28 34 35 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 324,449 COMMITMENTS 0 27,549 14,473 309,976 282,427 324,449 324,449 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 13,340) -3,210 24,425 1,946 14,604 -13,031 13,340 13,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.5 4.5 95.5 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 2 20 20 22 22 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 590,482 COMMITMENTS 22,074 1,550 14,960 553,448 573,972 590,482 590,482 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,904) 1,272 0 752 880 2,152 2,904 2,904 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.3 2.5 93.7 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 2 25 28 30 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,137 COMMITMENTS 5,855 202 1,361 42,668 48,087 49,884 49,650 253 487 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -466) 389 -225 -46 -252 -134 91 -405 -557 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 0.4 2.7 85.1 95.9 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 1 22 30 26 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,855,505 COMMITMENTS 0 4,000 0 1855505 1851505 1855505 1855505 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 124,180) 0 0 0 124,180 124,180 124,180 124,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 24) 0 1 0 14 13 14 14 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 765,200 COMMITMENTS 0 10,600 0 765,200 754,600 765,200 765,200 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 112,900) 0 9,600 0 112,900 103,300 112,900 112,900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 100.0 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 12 18 13 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 880,080 COMMITMENTS 0 0 0 880,080 880,080 880,080 880,080 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 42,480) 0 0 0 42,480 42,480 42,480 42,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 13 12 13 12 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 291,272 COMMITMENTS 12,712 2,752 1,184 277,376 287,336 291,272 291,272 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 264) 376 376 0 -112 -112 264 264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.9 0.4 95.2 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 2 24 19 27 22 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,196 COMMITMENTS 1,382 648 230 10,432 10,913 12,044 11,791 152 405 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 267) -152 0 0 396 244 244 244 23 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 5.3 1.9 85.5 89.5 98.8 96.7 1.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 22 20 25 23 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,040,967 COMMITMENTS 31,460 0 0 1009507 1040967 1040967 1040967 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -50,560) 31,460 -19,100 -27,700 -54,320 -3,760 -50,560 -50,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.0 97.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 12 17 12 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 286,225 COMMITMENTS 1,150 0 0 285,075 286,225 286,225 286,225 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 9,825) 1,150 0 0 9,825 9,825 10,975 9,825 -1,150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 99.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 11 18 11 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 211,740 COMMITMENTS 4,225 0 0 207,515 211,740 211,740 211,740 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 23 25 23 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,983 COMMITMENTS 845 1,037 215 19,881 20,502 20,941 21,754 2,042 1,229 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 354) 42 0 0 271 632 313 632 41 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.5 0.9 86.5 89.2 91.1 94.7 8.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 22 20 25 23 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,429,456 COMMITMENTS 123,285 167,205 163,263 2142908 2098988 2429456 2429456 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 82,008) -28,056 59,736 16,296 93,768 5,976 82,008 82,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 6.9 6.7 88.2 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 30 27 31 30 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 782,476 COMMITMENTS 0 89,927 44,920 737,556 647,629 782,476 782,476 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 30,662) 0 -867 11,435 19,227 20,094 30,662 30,662 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 5.7 94.3 82.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 3 2 33 28 35 31 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,123,975 COMMITMENTS 0 0 0 1123975 1123975 1123975 1123975 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 17,455) 0 0 0 17,455 17,455 17,455 17,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 26) 0 0 0 21 11 21 11 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 369,205 COMMITMENTS 4,200 0 0 365,005 369,205 369,205 369,205 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -3,250) 0 0 0 -3,250 -3,250 -3,250 -3,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 24 14 25 14 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 627,584 COMMITMENTS 114,644 812 38,929 474,011 587,843 627,584 627,584 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 18,957) -2,330 -398 1,176 20,111 18,179 18,957 18,957 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.1 6.2 75.5 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 3 29 32 32 35 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,279 COMMITMENTS 7,745 2,772 1,337 32,791 37,979 41,873 42,088 406 191 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 934) -82 -20 -89 1,040 1,019 869 910 65 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 6.6 3.2 77.6 89.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 4 32 31 36 36 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,514 COMMITMENTS 2,485 102 997 21,032 23,415 24,514 24,514 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,780) -310 -46 587 1,503 1,239 1,780 1,780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 0.4 4.1 85.8 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 25 17 28 21 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 263,365 COMMITMENTS 106,860 0 0 156,505 263,365 263,365 263,365 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,555) 5,435 0 0 -1,880 3,555 3,555 3,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 0.0 0.0 59.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 15 10 18 10 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 623,820 COMMITMENTS 9,162 4,633 35,973 578,685 583,214 623,820 623,820 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 22,613) -16 873 351 22,278 21,389 22,613 22,613 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.7 5.8 92.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 26 17 28 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 31,760 COMMITMENTS 3,464 0 40 27,958 31,279 31,462 31,319 298 441 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 575) 0 0 0 616 343 616 343 -41 232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.0 0.1 88.0 98.5 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 24 19 26 20 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,702 COMMITMENTS 3,669 100 46 17,284 21,321 20,999 21,467 703 235 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,938) -23 0 0 1,684 2,170 1,661 2,170 277 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 0.5 0.2 79.6 98.2 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 23 22 27 24 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 315,895 COMMITMENTS 60,243 0 1,184 254,468 314,711 315,895 315,895 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 9,720) -50 0 0 9,770 9,720 9,720 9,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 0.0 0.4 80.6 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 1 22 20 26 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,909 COMMITMENTS 808 430 251 14,552 14,824 15,611 15,505 298 404 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 106) 0 63 -86 235 426 149 403 -43 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.7 1.6 91.5 93.2 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 22 24 25 28 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 220,799 COMMITMENTS 2,833 0 0 217,966 220,799 220,799 220,799 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,920) -376 0 0 4,296 3,920 3,920 3,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 20 15 22 15 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,356 COMMITMENTS 0 2,284 2,400 23,932 21,672 26,332 26,356 24 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -214) 0 158 -104 -110 -268 -214 -214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 9.1 90.8 82.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 19 22 20 23 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 163,197 COMMITMENTS 0 672 0 163,197 162,525 163,197 163,197 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -624) 0 0 0 -624 -624 -624 -624 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 18 18 19 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 735,512 COMMITMENTS 0 70,240 0 735,512 665,272 735,512 735,512 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.5 0.0 100.0 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 11 16 12 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 222,805 COMMITMENTS 0 6,850 0 222,805 215,955 222,805 222,805 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 100.0 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 12 21 13 PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 123,755 COMMITMENTS 0 1,000 0 123,755 122,755 123,755 123,755 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 12 16 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 227,840 COMMITMENTS 0 0 0 227,840 227,840 227,840 227,840 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,725) 0 0 0 1,725 1,725 1,725 1,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 10 18 10 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 778,363 COMMITMENTS 0 0 0 778,363 778,363 778,363 778,363 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 7 15 7 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 148,935 COMMITMENTS 0 0 0 148,935 148,935 148,935 148,935 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 1,000 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 14 15 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mwh OPEN INTEREST: 531,933 COMMITMENTS 0 0 0 531,933 531,933 531,933 531,933 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 201,345 COMMITMENTS 3,800 0 0 197,545 201,345 201,345 201,345 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 4,600) 0 0 0 4,600 4,600 4,600 4,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 13 22 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 651,687 COMMITMENTS 0 0 0 651,687 651,687 651,687 651,687 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 10 17 10 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,045,227 COMMITMENTS 0 0 0 1045227 1045227 1045227 1045227 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 8 17 8 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 276,135 COMMITMENTS 0 0 0 276,135 276,135 276,135 276,135 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 30) 0 0 0 23 10 23 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,786,157 COMMITMENTS 197,532 0 800 6587825 6785357 6786157 6786157 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,431) 0 0 0 1,431 1,431 1,431 1,431 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 0.0 97.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 0 1 38 37 41 38 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,241,890 COMMITMENTS 47,040 9,000 400 2194450 2232490 2241890 2241890 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 30,985) 0 0 0 30,985 30,985 30,985 30,985 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.4 0.0 97.9 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 1 40 37 43 39 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,854,718 COMMITMENTS 580,585 355,230 100,486 2173647 2399002 2854718 2854718 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 2,052) -10,782 433 5,967 6,867 -4,348 2,052 2,052 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 12.4 3.5 76.1 84.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 8 6 45 41 54 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,207,550 COMMITMENTS 154,253 117,215 147,061 5906236 5943274 6207550 6207550 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 48,537) 0 0 0 48,537 48,537 48,537 48,537 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.9 2.4 95.1 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 3 35 29 39 33 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 585,510 COMMITMENTS 0 840 0 585,510 584,670 585,510 585,510 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 10,775) 0 0 0 10,775 10,775 10,775 10,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 27 13 27 14 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/24/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,143,137 COMMITMENTS 0 5,210 0 2143137 2137927 2143137 2143137 0 0 CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 70,440) 0 0 0 70,440 70,440 70,440 70,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 28 15 28 16
Updated September 27, 2013