CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 16,947 COMMITMENTS 3,563 3,256 1,346 12,014 12,345 16,922 16,947 25 -0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 166) -96 -126 130 122 162 156 166 10 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 19.2 7.9 70.9 72.8 99.9 100.0 0.1 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 10 13 8 14 11 31 25 RGGI GREENHOUSE GAS VINT 2013 - ICE FUTURES ENERGY DIV Code-00639I OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 25,277 COMMITMENTS 4,912 1,500 2,385 17,980 21,392 25,277 25,277 -0 -0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 2,609) -121 1,064 226 2,503 1,319 2,609 2,609 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 5.9 9.4 71.1 84.6 100.0 100.0 -0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 3 5 9 9 18 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,460,357 COMMITMENTS 1051859 93,113 1550793 2823397 3805314 5426049 5449220 34,308 11,137 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 271,016) 242,750 -142,255 28,239 -6,117 384,326 264,872 270,310 6,144 706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 1.7 28.4 51.7 69.7 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 59 17 62 135 122 209 186 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,046,545 COMMITMENTS 98,246 33,646 1395287 1546264 1610747 3039797 3039680 6,748 6,865 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 228,700) 3,985 -12,577 156,007 66,137 82,389 226,129 225,819 2,570 2,881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.1 45.8 50.8 52.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 19 26 40 56 59 98 102 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,095 COMMITMENTS 14,659 8,718 7,595 183,724 206,110 205,978 222,423 24,117 7,672 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -8,594) 4,219 5,017 -938 -16,542 -13,171 -13,261 -9,092 4,667 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.8 3.3 79.8 89.6 89.5 96.7 10.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 4 26 25 32 29 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 162,458 COMMITMENTS 12,382 1,085 2,696 143,987 154,297 159,065 158,078 3,393 4,380 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -4,600) 4,656 -924 -536 -7,910 -2,105 -3,790 -3,565 -810 -1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.7 1.7 88.6 95.0 97.9 97.3 2.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 2 3 32 31 36 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,992 COMMITMENTS 20,674 7,911 4,612 185,217 199,861 210,503 212,384 8,489 6,608 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3,866) 4,250 -3,089 -135 -7,414 514 -3,299 -2,710 -567 -1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 3.6 2.1 84.6 91.3 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 4 29 28 34 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 729,039 COMMITMENTS 16,387 935 2,963 703,053 718,759 722,403 722,657 6,636 6,382 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 20,112) 1,919 -83 -482 17,633 19,956 19,070 19,391 1,042 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.1 0.4 96.4 98.6 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 2 5 48 38 56 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,669 COMMITMENTS 5,660 12,866 2,359 210,948 205,111 218,967 220,336 7,702 6,333 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -8,955) 1,383 -1,255 -359 -13,203 -10,703 -12,179 -12,317 3,224 3,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.7 1.0 93.1 90.5 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 29 28 33 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,502 COMMITMENTS 6,513 356 5,979 218,274 221,752 230,766 228,087 3,736 6,415 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -25,370) -3,911 356 -1,667 -18,893 -23,768 -24,471 -25,079 -899 -291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.2 2.5 93.1 94.6 98.4 97.3 1.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 1 5 33 32 38 37 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 77,635 COMMITMENTS 4,561 0 2,326 63,238 64,068 70,125 66,394 7,510 11,241 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -6,080) 1,237 -527 -1,617 -5,302 -6,685 -5,682 -8,829 -398 2,749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.0 3.0 81.5 82.5 90.3 85.5 9.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 21 18 24 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,071 COMMITMENTS 19,289 16,814 7,700 117,244 124,145 144,233 148,659 8,838 4,412 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -10,040) 340 -1,166 -1,165 -7,213 -8,799 -8,038 -11,130 -2,002 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.0 5.0 76.6 81.1 94.2 97.1 5.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 4 26 26 32 31 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,548 COMMITMENTS 615 9,103 5,328 68,738 59,255 74,681 73,686 10,867 11,862 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,221) 552 -3,129 144 -7,820 -3,726 -7,124 -6,711 1,903 1,490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 10.6 6.2 80.4 69.3 87.3 86.1 12.7 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 14 15 17 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 158,341 COMMITMENTS 195 0 1,594 151,403 148,788 153,192 150,382 5,149 7,959 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -9,523) -81 0 -12 -8,873 -9,100 -8,966 -9,112 -557 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 1.0 95.6 94.0 96.7 95.0 3.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 23 23 24 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,689 COMMITMENTS 0 0 0 74,432 88,442 74,432 88,442 17,257 3,247 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -8,801) 0 0 0 -10,033 -9,233 -10,033 -9,233 1,232 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 81.2 96.5 81.2 96.5 18.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 15 20 15 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 292,078 COMMITMENTS 1,074 130 2,170 281,396 285,479 284,640 287,779 7,438 4,299 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -16,917) 302 -510 -106 -19,492 -15,909 -19,296 -16,525 2,379 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.7 96.3 97.7 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 1 2 41 36 43 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,235 COMMITMENTS 2,525 10,455 3,483 75,384 57,696 81,392 71,634 2,843 12,601 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,076) 884 -786 -558 -5,764 -4,728 -5,438 -6,072 362 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 12.4 4.1 89.5 68.5 96.6 85.0 3.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 18 18 22 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,217 COMMITMENTS 0 3,746 1,367 45,471 45,053 46,838 50,166 12,379 9,051 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,410) -756 -829 274 -4,390 -5,131 -4,872 -5,686 -538 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 2.3 76.8 76.1 79.1 84.7 20.9 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 14 15 16 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,044 COMMITMENTS 34,555 2,480 0 87,914 118,580 122,469 121,060 1,575 2,984 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -54,757) -31,897 -2,976 0 -23,235 -51,918 -55,132 -54,894 375 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 2.0 0.0 70.9 95.6 98.7 97.6 1.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 7 16 10 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 132,237 COMMITMENTS 71,288 7,936 0 59,647 123,563 130,935 131,499 1,302 738 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -71,130) -32,904 -5,800 -1,140 -36,858 -64,474 -70,902 -71,414 -228 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.9 6.0 0.0 45.1 93.4 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 2 0 24 24 35 26 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,583 COMMITMENTS 248 0 0 21,541 21,870 21,789 21,870 794 713 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -9,868) -120 0 0 -9,868 -9,694 -9,988 -9,694 120 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 95.4 96.8 96.5 96.8 3.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 12 18 13 18 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,682 COMMITMENTS 0 12,442 330 101,918 92,846 102,248 105,618 13,434 10,064 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,543) 0 1,759 -401 -6,530 -7,406 -6,931 -6,048 1,388 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.8 0.3 88.1 80.3 88.4 91.3 11.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 23 22 24 25 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,439 COMMITMENTS 1,066 3,112 2,589 101,405 98,449 105,060 104,150 8,379 9,289 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,120) 1,048 2,121 217 -2,490 -118 -1,225 2,220 105 -3,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.7 2.3 89.4 86.8 92.6 91.8 7.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 2 24 27 26 30 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,962 COMMITMENTS 1,591 0 1,451 80,216 77,394 83,258 78,845 2,704 7,117 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -8,542) 181 -155 -73 -8,296 -8,902 -8,188 -9,130 -354 588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 1.7 93.3 90.0 96.9 91.7 3.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 18 15 20 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,672 COMMITMENTS 2,108 1,023 0 18,068 19,190 20,176 20,213 496 459 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,724) -978 744 0 -4,748 -6,350 -5,726 -5,606 2 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 4.9 0.0 87.4 92.8 97.6 97.8 2.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 8 16 10 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 291,131 COMMITMENTS 4,844 24,264 3,896 267,411 256,952 276,151 285,112 14,980 6,019 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -4,594) -188 4,144 -792 -4,460 -7,535 -5,440 -4,183 846 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 8.3 1.3 91.9 88.3 94.9 97.9 5.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 4 30 25 34 30 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,382 COMMITMENTS 1,581 0 0 18,945 21,041 20,526 21,041 856 341 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -8,612) 981 -3,039 -1,581 -7,893 -3,602 -8,493 -8,222 -119 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.0 0.0 88.6 98.4 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 12 11 12 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,517 COMMITMENTS 0 0 0 38,144 40,486 38,144 40,486 2,373 31 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3,534) 0 0 0 -4,715 -3,317 -4,715 -3,317 1,181 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.1 99.9 94.1 99.9 5.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 10 19 10 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,707 COMMITMENTS 837 1,364 0 38,425 38,568 39,262 39,932 1,445 775 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -6,259) -479 -420 -31 -5,610 -5,660 -6,120 -6,111 -139 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.4 0.0 94.4 94.7 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 16 15 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 242,369 COMMITMENTS 7,006 36,447 4,052 219,859 196,368 230,917 236,867 11,452 5,502 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -13,803) 854 1,209 -1,772 -12,664 -8,669 -13,582 -9,232 -221 -4,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 15.0 1.7 90.7 81.0 95.3 97.7 4.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 5 7 33 29 40 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 89,019 COMMITMENTS 9,918 0 732 74,539 84,109 85,189 84,841 3,830 4,178 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -2,625) -1,160 0 -856 -2,146 -1,887 -4,162 -2,743 1,537 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 0.0 0.8 83.7 94.5 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 1 21 18 24 19 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,821 COMMITMENTS 0 0 0 73,231 76,491 73,231 76,491 6,590 3,330 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -2,668) 0 0 0 -2,482 -3,320 -2,482 -3,320 -186 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.7 95.8 91.7 95.8 8.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 16 20 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 95,046 COMMITMENTS 0 6,718 2,228 81,217 82,805 83,445 91,751 11,601 3,295 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -5,086) 0 -1,437 434 -7,054 -3,600 -6,620 -4,603 1,534 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 2.3 85.5 87.1 87.8 96.5 12.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 21 18 22 21 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 177,200 COMMITMENTS 22,285 9,397 10,933 143,365 156,262 176,584 176,592 617 608 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3,791) 873 -578 -750 -3,844 -2,588 -3,721 -3,915 -70 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 5.3 6.2 80.9 88.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 6 12 55 49 70 63 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 50,169 COMMITMENTS 231 159 3,852 46,086 46,158 50,169 50,169 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 1,771) -622 159 453 1,940 1,159 1,771 1,771 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.3 7.7 91.9 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 25 22 28 24 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 488,018 COMMITMENTS 328 25,220 18,085 469,605 444,713 488,018 488,018 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 28,911) 0 6,008 328 28,583 22,575 28,911 28,911 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.2 3.7 96.2 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 19 23 21 25 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,597,724 COMMITMENTS 50,359 4,663 32,624 1514741 1560437 1597724 1597724 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -43,013) -7,659 -800 -20 -35,334 -42,193 -43,013 -43,013 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.3 2.0 94.8 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 2 5 43 46 49 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,193 COMMITMENTS 314 7,444 4,836 44,043 36,913 49,193 49,193 -0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -2,125) -64 -1,559 161 -2,199 -728 -2,101 -2,125 -24 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 15.1 9.8 89.5 75.0 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 5 25 22 31 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 328,467 COMMITMENTS 0 58,843 10,634 317,833 258,990 328,467 328,467 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -13,166) 0 -6,748 7 -13,173 -6,425 -13,166 -13,166 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.9 3.2 96.8 78.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 17 17 20 20 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 507,621 COMMITMENTS 22,020 0 6,248 479,353 501,373 507,621 507,621 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -30,523) 1,947 0 -3,551 -28,919 -26,972 -30,523 -30,523 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 1.2 94.4 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 23 30 26 32 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,166 COMMITMENTS 4,242 0 2,180 49,659 53,817 56,081 55,997 85 169 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,358) -513 -233 -78 -300 -883 -891 -1,194 -467 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.0 3.9 88.4 95.8 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 2 27 32 32 34 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,031,304 COMMITMENTS 0 0 0 2031304 2031304 2031304 2031304 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -270,675) 0 0 0 -270,675 -270,675 -270,675 -270,675 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 AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,004,980 COMMITMENTS 0 3,150 0 1004980 1001830 1004980 1004980 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -39,000) 0 -3,000 0 -39,000 -36,000 -39,000 -39,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 100.0 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 21 14 21 15 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 808,240 COMMITMENTS 8,160 0 0 800,080 808,240 808,240 808,240 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -154,560) 0 -4,000 0 -154,560 -150,560 -154,560 -154,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 0 16 11 18 11 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 283,360 COMMITMENTS 11,096 816 384 271,880 282,160 283,360 283,360 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -20,800) 784 0 -400 -21,184 -20,400 -20,800 -20,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.3 0.1 95.9 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 21 20 23 23 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,697 COMMITMENTS 1,682 538 189 9,463 10,651 11,334 11,378 363 319 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,354) 55 -55 -145 -1,417 -1,051 -1,507 -1,251 153 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.6 1.6 80.9 91.1 96.9 97.3 3.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 1 15 16 20 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,036,900 COMMITMENTS 8,160 105,016 46,640 982,100 885,244 1036900 1036900 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -69,373) -8,020 1,203 -1,203 -60,150 -69,373 -69,373 -69,373 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 10.1 4.5 94.7 85.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 14 15 16 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 306,850 COMMITMENTS 1,050 0 0 305,800 306,850 306,850 306,850 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -29,900) -1,000 0 0 -28,900 -29,900 -29,900 -29,900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 12 19 12 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 197,020 COMMITMENTS 3,150 0 0 193,870 197,020 197,020 197,020 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -13,300) -500 0 0 -12,800 -13,300 -13,300 -13,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 26 23 27 23 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,232 COMMITMENTS 1,280 924 146 19,171 20,205 20,597 21,275 1,635 957 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,019) 212 -80 -104 -1,107 -755 -999 -939 -20 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 4.2 0.7 86.2 90.9 92.6 95.7 7.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 3 23 21 26 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,889,329 COMMITMENTS 0 331,763 252,572 2636757 2304994 2889329 2889329 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 35,529) 0 722 -4,749 40,278 39,556 35,529 35,529 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 8.7 91.3 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 32 29 33 33 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 893,508 COMMITMENTS 5,925 101,338 51,387 836,196 740,741 893,508 893,466 0 42 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 2,443) 1,970 -572 4,203 -3,730 -1,188 2,443 2,443 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 11.3 5.8 93.6 82.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 5 4 37 34 41 40 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,150,045 COMMITMENTS 0 0 0 2150045 2150045 2150045 2150045 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -128,260) 0 0 0 -128,260 -128,260 -128,260 -128,260 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: 27) 0 0 0 21 10 21 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 613,745 COMMITMENTS 0 0 0 613,745 613,745 613,745 613,745 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -40,350) 0 0 0 -40,350 -40,350 -40,350 -40,350 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: 29) 0 0 0 26 13 26 13 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 524,855 COMMITMENTS 117,095 3,136 20,754 387,006 500,965 524,855 524,855 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -47,202) -1,972 -60 -1,954 -43,276 -45,188 -47,202 -47,202 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 0.6 4.0 73.7 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 2 30 29 33 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,319 COMMITMENTS 6,537 2,891 689 31,501 35,380 38,727 38,960 592 359 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -2,487) -321 -235 1 -2,147 -2,528 -2,468 -2,763 -19 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 7.4 1.8 80.1 90.0 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 5 2 27 33 31 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 24,293 COMMITMENTS 5,406 52 897 17,990 23,344 24,293 24,293 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,912) -41 0 0 -1,871 -1,912 -1,912 -1,912 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 0.2 3.7 74.1 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 19 12 22 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 233,874 COMMITMENTS 93,916 0 344 139,614 233,530 233,874 233,874 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -20,591) -6,788 0 -321 -13,482 -20,270 -20,591 -20,591 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 0.0 0.1 59.7 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 16 10 18 11 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 518,512 COMMITMENTS 11,560 6,511 21,921 485,031 490,080 518,512 518,512 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -32,477) 2,406 2,406 -4,812 -30,071 -30,071 -32,477 -32,477 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.3 4.2 93.5 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 20 29 22 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,022 COMMITMENTS 5,968 0 0 23,480 29,448 29,448 29,448 574 574 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,404) -240 0 -20 -1,167 -1,111 -1,427 -1,131 23 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 0.0 0.0 78.2 98.1 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 23 19 26 19 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 7,463 COMMITMENTS 0 468 0 6,552 6,698 6,552 7,166 911 297 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -688) 0 -39 -21 -480 -588 -501 -648 -187 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 87.8 89.7 87.8 96.0 12.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 14 15 15 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 72,574 COMMITMENTS 0 408 0 72,574 72,166 72,574 72,574 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -6,416) 0 -401 0 -6,416 -6,015 -6,416 -6,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 11 14 12 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,907 COMMITMENTS 2,066 1,256 126 18,652 19,419 20,844 20,801 63 106 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -563) -199 498 -200 -146 -801 -545 -503 -18 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 6.0 0.6 89.2 92.9 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 2 23 24 28 28 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 279,074 COMMITMENTS 37,464 2,448 4,488 237,122 272,138 279,074 279,074 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -25,721) -4,010 0 0 -21,711 -25,721 -25,721 -25,721 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 0.9 1.6 85.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 1 23 18 26 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,227 COMMITMENTS 1,317 220 211 15,358 16,627 16,886 17,058 341 169 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -866) 150 154 -251 -1,065 -835 -1,166 -932 300 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.3 1.2 89.2 96.5 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 1 4 21 23 27 28 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 199,852 COMMITMENTS 4,016 4,736 0 195,836 195,116 199,852 199,852 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -17,707) 775 2,744 0 -18,482 -20,451 -17,707 -17,707 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.4 0.0 98.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 0 22 19 26 21 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,924 COMMITMENTS 0 1,688 2,148 18,776 17,088 20,924 20,924 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 614) 0 -1 0 614 615 614 614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.1 10.3 89.7 81.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 19 20 20 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 150,001 COMMITMENTS 0 0 0 150,001 150,001 150,001 150,001 0 0 CHANGES FROM 12/03/13 (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 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 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 686,177 COMMITMENTS 0 46,700 0 686,177 639,477 686,177 686,177 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -42,907) 0 -8,020 0 -42,907 -34,887 -42,907 -42,907 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 18 12 18 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 196,995 COMMITMENTS 0 4,275 0 196,995 192,720 196,995 196,995 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -16,500) 0 -1,000 0 -16,500 -15,500 -16,500 -16,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 12 21 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 260,290 COMMITMENTS 0 0 0 260,290 260,290 260,290 260,290 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -6,570) 0 0 0 -6,570 -6,570 -6,570 -6,570 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 20 10 20 10 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 900,505 COMMITMENTS 0 0 0 900,505 900,505 900,505 900,505 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -24,138) 0 0 0 -24,138 -24,138 -24,138 -24,138 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 17 6 17 6 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 150,580 COMMITMENTS 0 0 0 150,580 150,580 150,580 150,580 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -14,430) 0 0 0 -14,430 -14,430 -14,430 -14,430 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 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mwh OPEN INTEREST: 668,047 COMMITMENTS 0 0 0 668,047 668,047 668,047 668,047 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -51,651) 0 0 0 -51,651 -51,651 -51,651 -51,651 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 16 14 16 14 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 187,935 COMMITMENTS 0 0 0 187,935 187,935 187,935 187,935 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -10,900) 0 0 0 -10,900 -10,900 -10,900 -10,900 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: 27) 0 0 0 21 14 21 14 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 616,711 COMMITMENTS 0 0 0 616,711 616,711 616,711 616,711 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -38,897) 0 0 0 -38,897 -38,897 -38,897 -38,897 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 19 13 19 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,262,793 COMMITMENTS 0 0 0 1262793 1262793 1262793 1262793 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -60,311) 0 0 0 -60,311 -60,311 -60,311 -60,311 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 21 9 21 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 328,045 COMMITMENTS 0 0 0 328,045 328,045 328,045 328,045 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -24,600) 0 0 0 -24,600 -24,600 -24,600 -24,600 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: 29) 0 0 0 24 9 24 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 8,807,271 COMMITMENTS 118,730 0 0 8688541 8807271 8807271 8807271 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 112,134) -8,822 0 0 120,956 112,134 112,134 112,134 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: 48) 4 0 0 36 30 40 30 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,827,990 COMMITMENTS 27,160 0 0 2800830 2827990 2827990 2827990 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 24,785) -11,200 0 0 35,985 24,785 24,785 24,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 0 0 41 32 44 32 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,073,749 COMMITMENTS 516,701 286,329 88,916 2468132 2698504 3073749 3073749 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -10,011) -1,415 -72,421 1,208 -9,803 61,202 -10,011 -10,011 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 9.3 2.9 80.3 87.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 9 5 44 41 53 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,593,287 COMMITMENTS 133,388 193,000 161,949 6297950 6238338 6593287 6593287 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -89,151) 0 -6,015 -2,406 -86,745 -80,730 -89,151 -89,151 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.9 2.5 95.5 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 2 3 37 31 41 36 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 633,335 COMMITMENTS 0 3,360 0 633,335 629,975 633,335 633,335 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -24,790) 0 -200 0 -24,790 -24,590 -24,790 -24,790 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 29 14 29 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,127,227 COMMITMENTS 0 2,856 0 2127227 2124371 2127227 2127227 0 0 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -142,355) 0 -802 0 -142,355 -141,553 -142,355 -142,355 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: 34) 0 1 0 28 16 28 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 77,727 COMMITMENTS 7,555 525 0 68,022 76,992 75,577 77,517 2,150 210 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 16,965) 0 0 0 19,900 26,575 19,900 26,575 -2,935 -9,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.7 0.0 87.5 99.1 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 0 15 13 18 14 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 59,280 COMMITMENTS 1,575 6,400 0 43,109 52,670 44,684 59,070 14,596 210 CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 10.8 0.0 72.7 88.8 75.4 99.6 24.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 15 16 16
Updated December 19, 2013