CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,924 COMMITMENTS 4,062 3,310 831 7,964 8,774 12,856 12,914 68 10 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -546) -15 60 -81 -443 -525 -539 -546 -7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 25.6 6.4 61.6 67.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 10 12 9 14 10 30 25 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,512,546 COMMITMENTS 904,454 217,763 1769440 2817918 3519083 5491812 5506286 20,734 6,260 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -184,829) -38,514 35,065 -25,138 -125,503 -196,096 -189,155 -186,169 4,326 1,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 4.0 32.1 51.1 63.8 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 42 31 63 140 133 209 201 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,038,779 COMMITMENTS 132,883 41,813 1318928 1585841 1676466 3037653 3037207 1,126 1,572 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -341,077) -26,409 -36,620 -187,929 -127,203 -117,622 -341,542 -342,172 465 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.4 43.4 52.2 55.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 28 16 37 56 55 97 95 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,248 COMMITMENTS 13,113 215 9,523 207,383 229,928 230,019 239,666 15,229 5,582 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 7,810) -2,022 -54 1,991 8,174 5,602 8,143 7,539 -333 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.1 3.9 84.6 93.8 93.8 97.7 6.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 7 2 6 37 39 46 45 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 172,876 COMMITMENTS 8,930 1,053 3,865 156,923 167,024 169,718 171,942 3,158 934 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 948) 648 610 -569 732 1,140 811 1,181 137 -233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.6 2.2 90.8 96.6 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 1 3 39 39 45 42 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,202 COMMITMENTS 8,544 12,685 6,085 203,939 203,872 218,568 222,642 8,634 4,560 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,259) 1,411 205 1,192 5,070 8,902 7,673 10,299 586 -2,040 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 5.6 2.7 89.8 89.7 96.2 98.0 3.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 4 4 37 36 42 42 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 824,312 COMMITMENTS 7,062 2,098 7,661 804,660 806,488 819,383 816,247 4,929 8,065 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 17,929) 2,846 -764 1,573 14,116 11,981 18,535 12,790 -606 5,139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.3 0.9 97.6 97.8 99.4 99.0 0.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 6 5 9 54 45 66 54 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,108 COMMITMENTS 3,697 0 1,092 239,960 239,452 244,749 240,544 6,359 10,564 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,152) 929 -472 -971 -4,391 -2,815 -4,433 -4,258 1,281 1,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.4 95.6 95.4 97.5 95.8 2.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 2 26 30 29 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,392 COMMITMENTS 10,907 372 4,910 248,491 258,319 264,308 263,601 5,084 5,791 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,702) -1,205 -6 613 5,356 3,974 4,764 4,581 -62 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.1 1.8 92.2 95.9 98.1 97.9 1.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 1 4 40 43 44 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 86,475 COMMITMENTS 7,175 2,229 1,504 72,823 76,319 81,502 80,052 4,973 6,423 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -9,662) 2,309 527 -842 -11,303 -8,869 -9,836 -9,184 174 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 2.6 1.7 84.2 88.3 94.2 92.6 5.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 27 22 30 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 168,951 COMMITMENTS 15,733 17,629 9,336 134,377 132,372 159,446 159,337 9,505 9,614 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,957) 1,320 1,213 -464 1,107 -1,120 1,963 -371 -6 2,328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 10.4 5.5 79.5 78.3 94.4 94.3 5.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 5 24 26 30 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,641 COMMITMENTS 0 11,836 2,961 63,552 48,689 66,513 63,486 7,128 10,155 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,797) 0 973 -468 2,595 694 2,127 1,199 -330 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.1 4.0 86.3 66.1 90.3 86.2 9.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 22 18 24 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 157,951 COMMITMENTS 591 0 2,762 148,652 151,181 152,005 153,943 5,946 4,008 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,855) -219 0 0 3,074 2,855 2,855 2,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 1.7 94.1 95.7 96.2 97.5 3.8 2.5 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,478 COMMITMENTS 0 465 0 67,597 79,664 67,597 80,129 14,881 2,349 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,984) 0 0 0 5,048 5,476 5,048 5,476 -64 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 82.0 96.6 82.0 97.2 18.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 20 23 20 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 355,025 COMMITMENTS 206 7,274 5,154 346,793 339,040 352,153 351,468 2,872 3,557 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,576) 128 1,319 931 3,431 2,948 4,490 5,198 -914 -1,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.0 1.5 97.7 95.5 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 1 5 4 45 43 49 49 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,607 COMMITMENTS 3,389 2,106 4,138 71,067 68,093 78,594 74,337 4,013 8,270 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,485) -223 2,019 20 1,795 1,236 1,592 3,275 -107 -1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 2.5 5.0 86.0 82.4 95.1 90.0 4.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 4 23 25 27 29 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,116 COMMITMENTS 1,194 6,799 657 45,968 47,359 47,819 54,815 15,297 8,301 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,475) 0 363 60 3,210 2,392 3,270 2,815 205 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 10.8 1.0 72.8 75.0 75.8 86.8 24.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 14 18 16 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 185,898 COMMITMENTS 53,978 7,843 780 129,849 173,722 184,607 182,345 1,291 3,553 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,152) 13,998 -310 780 7,229 20,969 22,007 21,439 145 713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 4.2 0.4 69.8 93.5 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 8 4 1 28 32 36 37 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,782 COMMITMENTS 68,703 8,304 1,489 95,619 155,941 165,811 165,734 971 1,048 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 23,507) 13,523 -1,019 1,489 8,370 22,350 23,382 22,820 125 687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 5.0 0.9 57.3 93.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 5 3 41 33 51 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,694 COMMITMENTS 0 372 0 43,388 42,496 43,388 42,868 306 826 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -372) 0 0 0 -433 -496 -433 -496 61 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 99.3 97.3 99.3 98.1 0.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 14 22 14 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 144,494 COMMITMENTS 806 0 403 129,751 133,762 130,960 134,165 13,534 10,329 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,657) 585 0 -397 4,868 3,989 5,056 3,592 -399 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 89.8 92.6 90.6 92.9 9.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 31 25 32 26 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 15,779 COMMITMENTS 1,458 0 216 11,208 15,136 12,882 15,352 2,897 427 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 558) 0 0 124 771 434 895 558 -337 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 1.4 71.0 95.9 81.6 97.3 18.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 14 10 16 11 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,841 COMMITMENTS 973 2 3,298 58,148 58,086 62,419 61,386 3,422 4,455 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 437) -333 -62 290 163 31 120 259 317 178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 5.0 88.3 88.2 94.8 93.2 5.2 6.8 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,832 COMMITMENTS 257 2,183 2,488 110,240 109,373 112,985 114,044 4,847 3,788 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,572) 229 -390 297 -365 903 161 810 1,411 762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.9 2.1 93.6 92.8 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 3 27 27 30 30 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,076 COMMITMENTS 595 785 1,217 39,661 38,321 41,473 40,323 2,603 3,753 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 519) 422 -207 -331 488 1,151 579 613 -60 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.8 2.8 90.0 86.9 94.1 91.5 5.9 8.5 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,931 COMMITMENTS 3,033 0 2,509 101,195 98,342 106,737 100,851 1,194 7,080 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,766) 2,531 -732 227 4,823 3,909 7,581 3,404 -3,815 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 2.3 93.8 91.1 98.9 93.4 1.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 18 18 20 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,526 COMMITMENTS 0 2,114 0 62,202 63,192 62,202 65,306 6,324 3,220 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 21) 0 360 0 174 -401 174 -41 -153 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 90.8 92.2 90.8 95.3 9.2 4.7 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,410 COMMITMENTS 370 249 210 20,252 20,372 20,832 20,831 578 579 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 217) 0 -62 0 124 279 124 217 93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.2 1.0 94.6 95.2 97.3 97.3 2.7 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,152 COMMITMENTS 0 2,926 1,846 107,216 105,338 109,062 110,110 4,090 3,042 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -2,875) -107 2,241 -1,700 -1,135 -2,987 -2,942 -2,446 67 -429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 1.6 94.8 93.1 96.4 97.3 3.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 20 18 22 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 310,124 COMMITMENTS 19 11,795 8,741 291,787 280,922 300,547 301,458 9,577 8,666 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,918) -1,115 4,005 198 -11 -3,434 -928 769 2,846 1,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.8 2.8 94.1 90.6 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 3 3 34 30 37 34 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,336 COMMITMENTS 1,314 384 186 34,767 35,682 36,267 36,252 1,069 1,084 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 31) -7 24 -24 0 31 -31 31 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.0 0.5 93.1 95.6 97.1 97.1 2.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 16 15 20 17 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,036 COMMITMENTS 0 0 0 39,097 38,789 39,097 38,789 939 1,247 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 973) 0 0 0 973 911 973 911 0 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.7 96.9 97.7 96.9 2.3 3.1 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 47,948 COMMITMENTS 1,212 282 90 45,699 46,476 47,001 46,848 947 1,100 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 372) 248 0 0 432 217 680 217 -308 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.6 0.2 95.3 96.9 98.0 97.7 2.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 20 20 23 21 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 234,652 COMMITMENTS 6,284 30,036 5,765 216,909 193,484 228,958 229,285 5,694 5,367 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,216) 1,532 -1,446 -901 2,557 3,896 3,188 1,549 28 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 12.8 2.5 92.4 82.5 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 3 36 33 42 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 71,600 COMMITMENTS 12,883 0 2,892 50,343 66,516 66,118 69,408 5,482 2,192 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,066) 642 0 856 2,568 3,210 4,066 4,066 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.0 4.0 70.3 92.9 92.3 96.9 7.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 17 15 20 16 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 84,365 COMMITMENTS 0 0 0 81,357 82,566 81,357 82,566 3,008 1,799 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,265) 0 0 0 992 3,572 992 3,572 273 -2,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.4 97.9 96.4 97.9 3.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 22 23 22 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,375 COMMITMENTS 431 19,514 680 81,655 69,833 82,766 90,027 8,609 1,348 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -64) 0 3,860 -332 1,130 -706 798 2,822 -862 -2,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 21.4 0.7 89.4 76.4 90.6 98.5 9.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 1 25 22 27 26 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 180,209 COMMITMENTS 22,814 7,618 14,894 141,676 157,130 179,384 179,642 825 567 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,078) 401 -517 -771 2,383 3,325 2,013 2,037 65 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.2 8.3 78.6 87.2 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 15 9 17 56 56 78 75 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,461 COMMITMENTS 1,290 251 2,465 48,706 49,745 52,461 52,461 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,802) -505 -15 -538 -2,759 -3,225 -3,802 -3,778 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.5 4.7 92.8 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 4 3 27 23 31 28 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 455,014 COMMITMENTS 2,468 321 20,950 431,596 433,743 455,014 455,014 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -39,402) -5,572 321 1,574 -35,404 -41,297 -39,402 -39,402 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.1 4.6 94.9 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 22 24 23 26 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,686,042 COMMITMENTS 96,308 9,383 34,609 1555125 1642050 1686042 1686042 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,461) -16,168 -1,953 1,216 23,413 9,198 8,461 8,461 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.6 2.1 92.2 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 2 5 43 45 52 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 56,536 COMMITMENTS 522 9,053 4,742 51,271 42,740 56,536 56,536 -0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 113) 29 2,731 -1,271 1,436 -1,001 194 459 -81 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 16.0 8.4 90.7 75.6 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 4 28 27 34 34 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 341,275 COMMITMENTS 0 50,452 12,865 328,410 277,958 341,275 341,275 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 16,826) 0 22,903 -1,608 18,434 -4,469 16,826 16,826 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.8 3.8 96.2 81.4 100.0 100.0 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 590,545 COMMITMENTS 23,339 775 14,903 552,303 574,867 590,545 590,545 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 63) 1,265 -775 -57 -1,145 895 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.1 2.5 93.5 97.3 100.0 100.0 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,490 COMMITMENTS 5,708 202 1,529 43,084 48,249 50,321 49,980 169 510 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 353) -147 0 168 416 162 437 330 -84 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.4 3.0 85.3 95.6 99.7 99.0 0.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 1 23 30 27 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 1,866,785 COMMITMENTS 0 4,000 0 1866785 1862785 1866785 1866785 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 11,280) 0 0 0 11,280 11,280 11,280 11,280 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 774,850 COMMITMENTS 0 10,600 0 774,850 764,250 774,850 774,850 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 9,650) 0 0 0 9,650 9,650 9,650 9,650 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 13 18 14 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 902,640 COMMITMENTS 0 3,760 0 902,640 898,880 902,640 902,640 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,560) 0 3,760 0 22,560 18,800 22,560 22,560 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: 24) 0 1 0 14 12 14 13 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 292,784 COMMITMENTS 12,336 2,376 1,184 279,264 289,224 292,784 292,784 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,512) -376 -376 0 1,888 1,888 1,512 1,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.8 0.4 95.4 98.8 100.0 100.0 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,265 COMMITMENTS 1,405 645 230 10,481 10,939 12,116 11,814 149 451 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 70) 23 -3 0 50 27 73 24 -3 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 5.3 1.9 85.5 89.2 98.8 96.3 1.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 22 21 26 24 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,038,335 COMMITMENTS 31,460 0 0 1006875 1038335 1038335 1038335 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -2,632) 0 0 0 -2,632 -2,632 -2,632 -2,632 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: 23) 1 0 0 16 15 17 15 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 293,795 COMMITMENTS 1,150 0 0 292,645 293,795 293,795 293,795 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 7,570) 0 0 0 7,570 7,570 7,570 7,570 0 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: 26) 1 0 0 17 12 18 12 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 212,675 COMMITMENTS 4,225 0 0 208,450 212,675 212,675 212,675 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 935) 0 0 0 935 935 935 935 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,077 COMMITMENTS 787 1,020 228 20,188 20,600 21,203 21,848 1,874 1,229 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 95) -58 -17 13 307 99 262 95 -168 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.4 1.0 87.5 89.3 91.9 94.7 8.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 22 21 25 24 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,411,284 COMMITMENTS 123,285 163,485 163,263 2124736 2084536 2411284 2411284 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -18,172) 0 -3,720 0 -18,172 -14,452 -18,172 -18,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 6.8 6.8 88.1 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 1 29 27 30 30 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 784,841 COMMITMENTS 0 90,066 45,495 739,346 649,280 784,841 784,841 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,365) 0 139 575 1,790 1,651 2,365 2,365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 5.8 94.2 82.7 100.0 100.0 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,135,255 COMMITMENTS 0 0 0 1135255 1135255 1135255 1135255 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 11,280) 0 0 0 11,280 11,280 11,280 11,280 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 371,505 COMMITMENTS 4,200 0 0 367,305 371,505 371,505 371,505 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,300) 0 0 0 2,300 2,300 2,300 2,300 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 25 14 26 14 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 634,169 COMMITMENTS 118,489 0 36,989 478,691 597,180 634,169 634,169 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 6,585) 3,845 -812 -1,940 4,680 9,337 6,585 6,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.0 5.8 75.5 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 0 3 29 32 32 35 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 42,351 COMMITMENTS 8,052 2,772 1,209 32,684 38,263 41,945 42,244 406 107 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 72) 307 0 -128 -107 284 72 156 0 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 6.5 2.9 77.2 90.3 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 4 32 32 37 37 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,140 COMMITMENTS 4,344 152 769 21,027 25,219 26,140 26,140 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,626) 1,859 50 -228 -5 1,804 1,626 1,626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 0.6 2.9 80.4 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 25 16 27 18 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 272,291 COMMITMENTS 110,075 0 0 162,216 272,291 272,291 272,291 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,926) 3,215 0 0 5,711 8,926 8,926 8,926 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.0 0.0 59.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 16 10 18 10 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 629,252 COMMITMENTS 9,162 3,881 36,725 583,365 588,646 629,252 629,252 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 5,432) 0 -752 752 4,680 5,432 5,432 5,432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.6 5.8 92.7 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 26 19 28 21 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 35,063 COMMITMENTS 3,384 0 60 31,344 34,562 34,788 34,622 275 441 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,303) -80 0 20 3,386 3,283 3,326 3,303 -23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.0 0.2 89.4 98.6 99.2 98.7 0.8 1.3 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 21,826 COMMITMENTS 3,714 100 46 17,597 21,445 21,357 21,591 469 235 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 124) 45 0 0 313 124 358 124 -234 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 0.5 0.2 80.6 98.3 97.9 98.9 2.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 1 23 23 27 25 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 325,599 COMMITMENTS 60,243 0 776 264,580 324,823 325,599 325,599 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 9,704) 0 0 -408 10,112 10,112 9,704 9,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.0 0.2 81.3 99.8 100.0 100.0 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,951 COMMITMENTS 808 430 251 14,615 14,866 15,674 15,547 277 404 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 42) 0 0 0 63 42 63 42 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 2.7 1.6 91.6 93.2 98.3 97.5 1.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 22 23 25 27 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 220,423 COMMITMENTS 2,833 0 0 217,590 220,423 220,423 220,423 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -376) 0 0 0 -376 -376 -376 -376 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,824 COMMITMENTS 0 2,257 2,352 22,472 20,139 24,824 24,748 0 76 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -1,532) 0 -27 -48 -1,460 -1,533 -1,508 -1,608 -24 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.1 9.5 90.5 81.1 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 19 22 20 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 144,505 COMMITMENTS 0 0 0 144,505 144,505 144,505 144,505 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -18,692) 0 -672 0 -18,692 -18,020 -18,692 -18,692 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: 25) 0 0 0 17 17 17 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 125,255 COMMITMENTS 0 1,000 0 125,255 124,255 125,255 125,255 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,500 1,500 1,500 1,500 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 17 12 17 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 230,065 COMMITMENTS 0 0 0 230,065 230,065 230,065 230,065 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,225) 0 0 0 2,225 2,225 2,225 2,225 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 11 18 11 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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: 24) 0 0 0 16 14 16 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/01/13 | --------------------------------------------------------------| 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 09/24/13 (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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,060,560 COMMITMENTS 0 0 0 1060560 1060560 1060560 1060560 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 15,333) 0 0 0 15,333 15,333 15,333 15,333 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 9 17 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 281,030 COMMITMENTS 0 0 0 281,030 281,030 281,030 281,030 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 4,895) 0 0 0 4,895 4,895 4,895 4,895 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 6,835,200 COMMITMENTS 197,532 0 800 6636868 6834400 6835200 6835200 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 49,043) 0 0 0 49,043 49,043 49,043 49,043 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 36 41 37 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,276,515 COMMITMENTS 47,385 13,600 400 2228730 2262515 2276515 2276515 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 34,625) 345 4,600 0 34,280 30,025 34,625 34,625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.6 0.0 97.9 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 1 1 40 37 44 39 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,881,339 COMMITMENTS 573,490 343,552 101,969 2205879 2435818 2881339 2881339 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 26,621) -7,095 -11,678 1,483 32,233 36,816 26,621 26,621 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 11.9 3.5 76.6 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 8 6 44 42 53 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,296,518 COMMITMENTS 153,451 140,615 147,061 5996006 6008842 6296518 6296518 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 88,968) -802 23,400 0 89,770 65,568 88,968 88,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 2.2 2.3 95.2 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 35 29 39 34 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 608,435 COMMITMENTS 0 840 0 608,435 607,595 608,435 608,435 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 22,925) 0 0 0 22,925 22,925 22,925 22,925 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 10/01/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,203,587 COMMITMENTS 0 5,210 0 2203587 2198377 2203587 2203587 0 0 CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 60,450) 0 0 0 60,450 60,450 60,450 60,450 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 October 25, 2013