CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 12,078 COMMITMENTS 3,419 3,289 436 8,123 8,333 11,978 12,058 100 20 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,869) -144 33 -910 -3,891 -4,012 -4,944 -4,889 75 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 27.2 3.6 67.3 69.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 11 10 2 11 11 23 22 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,679,620 COMMITMENTS 1213427 101,520 1547085 2883645 4019607 5644157 5668212 35,463 11,408 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 219,263) 161,568 8,407 -3,708 60,248 214,293 218,108 218,992 1,155 271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 1.8 27.2 50.8 70.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 58 17 62 134 123 206 188 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,214,368 COMMITMENTS 116,365 32,991 1482113 1615219 1698291 3213697 3213395 672 973 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 167,823) 18,119 -655 86,826 68,955 87,544 173,899 173,715 -6,076 -5,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.0 46.1 50.2 52.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 21 25 43 58 61 102 106 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,923 COMMITMENTS 12,975 9,459 7,459 191,362 209,355 211,796 226,273 21,127 6,650 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,828) -1,684 741 -136 7,638 3,245 5,818 3,850 -2,990 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 4.1 3.2 82.2 89.9 90.9 97.1 9.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 6 26 24 33 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 171,318 COMMITMENTS 13,175 0 3,012 151,010 163,067 167,197 166,079 4,121 5,239 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 8,860) 793 -1,085 316 7,023 8,770 8,132 8,001 728 859 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 1.8 88.1 95.2 97.6 96.9 2.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 3 32 31 35 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,826 COMMITMENTS 16,691 2,969 5,593 184,588 199,961 206,872 208,523 7,954 6,303 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,166) -3,983 -4,942 981 -629 100 -3,631 -3,861 -535 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.4 2.6 85.9 93.1 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 5 28 28 34 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 735,137 COMMITMENTS 13,110 992 4,016 709,582 724,195 726,708 729,203 8,429 5,934 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 6,098) -3,277 57 1,053 6,529 5,436 4,305 6,546 1,793 -448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.1 0.5 96.5 98.5 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 2 5 48 37 54 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,506 COMMITMENTS 7,142 15,359 1,871 217,850 211,745 226,863 228,975 6,643 4,531 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 6,837) 1,482 2,493 -488 6,902 6,634 7,896 8,639 -1,059 -1,802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 6.6 0.8 93.3 90.7 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 3 30 28 34 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,141 COMMITMENTS 992 1,600 4,606 215,406 212,882 221,004 219,088 5,137 7,053 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -8,361) -5,521 1,244 -1,373 -2,868 -8,870 -9,762 -8,999 1,401 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.7 2.0 95.3 94.1 97.7 96.9 2.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 2 4 32 33 36 37 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,035 COMMITMENTS 2,983 1,055 2,450 71,825 72,016 77,258 75,521 5,777 7,514 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,400) -1,578 1,055 124 8,587 7,948 7,133 9,127 -1,733 -3,727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 1.3 3.0 86.5 86.7 93.0 91.0 7.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 23 21 26 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 151,913 COMMITMENTS 18,808 18,115 8,294 115,706 121,094 142,808 147,503 9,105 4,410 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,158) -481 1,301 594 -1,538 -3,051 -1,425 -1,156 267 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 11.9 5.5 76.2 79.7 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 4 5 26 26 32 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,528 COMMITMENTS 309 6,007 5,348 67,179 61,525 72,836 72,880 11,692 11,648 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,020) -306 -3,096 20 -1,559 2,270 -1,845 -806 825 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 7.1 6.3 79.5 72.8 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 14 16 17 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 164,351 COMMITMENTS 0 255 1,285 157,322 154,394 158,607 155,934 5,744 8,417 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 6,010) -195 255 -309 5,919 5,606 5,415 5,552 595 458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.8 95.7 93.9 96.5 94.9 3.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 1 24 23 25 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,900 COMMITMENTS 0 0 0 73,348 85,897 73,348 85,897 15,552 3,003 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -2,789) 0 0 0 -1,084 -2,545 -1,084 -2,545 -1,705 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 82.5 96.6 82.5 96.6 17.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 16 19 16 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 296,560 COMMITMENTS 73 2,270 2,908 289,402 286,439 292,383 291,617 4,177 4,943 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 4,482) -1,001 2,140 738 8,006 960 7,743 3,838 -3,261 644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 1.0 97.6 96.6 98.6 98.3 1.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 2 2 41 35 43 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,477 COMMITMENTS 5,327 10,117 3,185 76,181 61,360 84,693 74,662 2,784 12,815 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 3,242) 2,802 -338 -298 797 3,664 3,301 3,028 -59 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 11.6 3.6 87.1 70.1 96.8 85.4 3.2 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 4 4 17 19 22 26 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,873 COMMITMENTS 0 4,422 1,457 48,067 48,455 49,524 54,334 13,349 8,539 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 3,656) 0 676 90 2,596 3,402 2,686 4,168 970 -512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 2.3 76.5 77.1 78.8 86.4 21.2 13.6 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,213 COMMITMENTS 37,655 2,480 0 99,343 130,795 136,998 133,275 1,215 4,938 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 14,169) 3,100 0 0 11,429 12,215 14,529 12,215 -360 1,954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 1.8 0.0 71.9 94.6 99.1 96.4 0.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 0 8 19 12 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 136,205 COMMITMENTS 74,388 7,936 0 60,515 127,531 134,903 135,467 1,302 738 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 3,968) 3,100 0 0 868 3,968 3,968 3,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 5.8 0.0 44.4 93.6 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 11 2 0 24 26 35 28 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,047 COMMITMENTS 248 0 0 22,819 23,396 23,067 23,396 980 651 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,464) 0 0 0 1,278 1,526 1,278 1,526 186 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 94.9 97.3 95.9 97.3 4.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 10 19 11 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,612 COMMITMENTS 0 11,710 450 101,274 96,364 101,724 108,524 15,888 9,088 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,930) 0 -732 120 -644 3,518 -524 2,906 2,454 -976 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.0 0.4 86.1 81.9 86.5 92.3 13.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 24 21 25 24 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,026 COMMITMENTS 2,560 0 2,085 55,352 58,359 59,997 60,444 4,029 3,582 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 3.3 86.5 91.1 93.7 94.4 6.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 10 14 12 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,470 COMMITMENTS 462 1,855 2,419 103,031 101,335 105,912 105,609 8,558 8,861 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,031) -604 -1,257 -170 1,626 2,886 852 1,459 179 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.6 2.1 90.0 88.5 92.5 92.3 7.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 22 27 24 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,307 COMMITMENTS 1,203 75 1,521 78,727 77,656 81,451 79,252 4,856 7,055 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 345) -388 75 70 -1,489 262 -1,807 407 2,152 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 1.8 91.2 90.0 94.4 91.8 5.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 17 16 19 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,470 COMMITMENTS 2,108 1,147 0 19,742 20,802 21,850 21,949 620 521 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,798) 0 124 0 1,674 1,612 1,674 1,736 124 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 5.1 0.0 87.9 92.6 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 9 16 11 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 286,734 COMMITMENTS 3,047 23,654 3,906 264,650 252,914 271,603 280,474 15,131 6,260 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,397) -1,797 -610 10 -2,761 -4,038 -4,548 -4,638 151 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 8.2 1.4 92.3 88.2 94.7 97.8 5.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 3 4 31 26 35 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,067 COMMITMENTS 3,596 0 0 22,646 26,726 26,242 26,726 825 341 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,685) 2,015 0 0 3,701 5,685 5,716 5,685 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 0.0 0.0 83.7 98.7 97.0 98.7 3.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 13 14 15 14 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,858 COMMITMENTS 0 0 0 38,485 40,827 38,485 40,827 2,373 31 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 341) 0 0 0 341 341 341 341 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 99.9 94.2 99.9 5.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 11 19 11 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,509 COMMITMENTS 837 1,364 0 38,692 38,370 39,529 39,734 980 775 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -198) 0 0 0 267 -198 267 -198 -465 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.4 0.0 95.5 94.7 97.6 98.1 2.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 18 15 19 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 244,898 COMMITMENTS 7,242 37,657 4,860 223,904 197,928 236,006 240,445 8,892 4,453 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,529) 236 1,210 808 4,045 1,560 5,089 3,578 -2,560 -1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 15.4 2.0 91.4 80.8 96.4 98.2 3.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 5 6 34 30 41 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 88,006 COMMITMENTS 9,486 0 0 74,367 82,581 83,853 82,581 4,153 5,425 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,013) -432 0 -732 -172 -1,528 -1,336 -2,260 323 1,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 0.0 0.0 84.5 93.8 95.3 93.8 4.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 0 21 19 23 19 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,675 COMMITMENTS 0 0 0 76,299 79,345 76,299 79,345 6,376 3,330 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,854) 0 0 0 3,068 2,854 3,068 2,854 -214 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 96.0 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 15 20 15 TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,428 COMMITMENTS 3,412 992 0 22,470 24,574 25,882 25,566 546 862 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,155) -480 -374 0 -3,166 -3,973 -3,646 -4,347 -509 192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 3.8 0.0 85.0 93.0 97.9 96.7 2.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 9 10 10 12 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,205 COMMITMENTS 0 6,802 1,667 80,472 82,404 82,139 90,873 12,066 3,332 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -841) 0 84 -561 -745 -401 -1,306 -878 465 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 1.8 85.4 87.5 87.2 96.5 12.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 20 19 21 22 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 14,398 COMMITMENTS 248 806 0 13,964 11,886 14,212 12,692 186 1,706 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,759) 248 589 0 -1,583 -2,022 -1,335 -1,433 -424 -326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 5.6 0.0 97.0 82.6 98.7 88.2 1.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 9 14 10 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 177,880 COMMITMENTS 21,360 8,679 11,020 144,801 157,685 177,181 177,385 699 496 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 680) -925 -718 87 1,436 1,423 598 792 82 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.9 6.2 81.4 88.6 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 8 11 53 49 67 64 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,583 COMMITMENTS 970 27 3,776 46,837 47,780 51,583 51,583 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,414) 739 -132 -76 751 1,622 1,414 1,414 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.1 7.3 90.8 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 24 22 27 25 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 485,492 COMMITMENTS 1,305 15,351 23,252 460,935 446,889 485,492 485,492 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -2,526) 977 -9,869 5,167 -8,670 2,176 -2,526 -2,526 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 3.2 4.8 94.9 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 20 23 22 25 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,618,779 COMMITMENTS 52,894 3,919 34,169 1531716 1580691 1618779 1618779 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 21,056) 2,535 -744 1,545 16,976 20,255 21,056 21,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.2 2.1 94.6 97.6 100.0 100.0 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,004 COMMITMENTS 271 8,336 5,234 45,499 37,434 51,004 51,004 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,810) -43 893 397 1,456 520 1,810 1,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 16.3 10.3 89.2 73.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 4 25 21 30 27 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 330,323 COMMITMENTS 456 59,280 10,787 319,080 260,256 330,323 330,323 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,856) 456 437 153 1,247 1,266 1,856 1,856 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 17.9 3.3 96.6 78.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 17 17 20 20 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 522,446 COMMITMENTS 24,996 744 4,760 492,690 516,942 522,446 522,446 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 14,825) 2,976 744 -1,488 13,337 15,569 14,825 14,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.1 0.9 94.3 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 2 23 30 27 33 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,018 COMMITMENTS 4,664 0 1,925 49,131 53,945 55,720 55,870 298 148 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -148) 422 0 -255 -528 128 -361 -127 213 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.0 3.4 87.7 96.3 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 3 26 32 32 35 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,124,394 COMMITMENTS 0 0 0 2124394 2124394 2124394 2124394 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 93,090) 0 0 0 93,090 93,090 93,090 93,090 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 19 11 19 11 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,020,780 COMMITMENTS 0 3,150 0 1020780 1017630 1020780 1020780 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 15,800) 0 0 0 15,800 15,800 15,800 15,800 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 819,400 COMMITMENTS 8,160 0 0 811,240 819,400 819,400 819,400 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 11,160) 0 0 0 11,160 11,160 11,160 11,160 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 17 10 19 10 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 289,536 COMMITMENTS 10,704 816 384 278,448 288,336 289,536 289,536 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 6,176) -392 0 0 6,568 6,176 6,176 6,176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.3 0.1 96.2 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,785 COMMITMENTS 1,728 538 189 9,463 10,673 11,380 11,400 405 385 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 88) 46 0 0 0 22 46 22 42 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 4.6 1.6 80.3 90.6 96.6 96.7 3.4 3.3 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 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 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 ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MwH OPEN INTEREST: 98,410 COMMITMENTS 0 0 0 98,410 98,410 98,410 98,410 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . 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 14 9 14 9 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 331,450 COMMITMENTS 1,050 0 0 330,400 331,450 331,450 331,450 0 0 CHANGES FROM 12/10/13 (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 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 12 20 12 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,059 COMMITMENTS 1,318 924 126 18,511 20,030 19,955 21,080 2,104 979 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -173) 38 0 -20 -660 -175 -642 -195 469 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 4.2 0.6 83.9 90.8 90.5 95.6 9.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 3 22 21 25 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,912,953 COMMITMENTS 0 358,195 252,572 2660381 2302186 2912953 2912953 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 23,624) 0 26,432 0 23,624 -2,808 23,624 23,624 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.3 8.7 91.3 79.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 4 1 33 29 34 33 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 879,077 COMMITMENTS 5,925 113,162 53,647 819,505 712,226 879,077 879,035 0 42 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -14,431) 0 11,824 2,260 -16,691 -28,515 -14,431 -14,431 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 12.9 6.1 93.2 81.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 5 5 38 35 43 41 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,181,397 COMMITMENTS 0 0 0 2181397 2181397 2181397 2181397 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 31,352) 0 0 0 31,352 31,352 31,352 31,352 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 22 10 22 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 631,895 COMMITMENTS 0 0 0 631,895 631,895 631,895 631,895 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 18,150) 0 0 0 18,150 18,150 18,150 18,150 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 529,965 COMMITMENTS 119,544 4,192 20,754 389,667 505,019 529,965 529,965 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,110) 2,449 1,056 0 2,661 4,054 5,110 5,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 0.8 3.9 73.5 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 1 2 31 30 34 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,680 COMMITMENTS 6,842 2,948 720 31,547 35,969 39,109 39,638 571 42 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 360) 305 57 30 46 590 381 677 -21 -317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 7.4 1.8 79.5 90.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 2 30 35 34 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,654 COMMITMENTS 7,664 0 666 17,324 24,988 25,654 25,654 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,361) 2,258 -52 -231 -666 1,644 1,361 1,361 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 0.0 2.6 67.5 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 2 19 13 22 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 250,277 COMMITMENTS 109,318 1,904 344 140,615 248,029 250,277 250,277 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 16,403) 15,402 1,904 0 1,001 14,499 16,403 16,403 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.7 0.8 0.1 56.2 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 10 18 12 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 520,080 COMMITMENTS 11,560 7,255 21,921 486,599 490,904 520,080 520,080 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,568) 0 744 0 1,568 824 1,568 1,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.4 4.2 93.6 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 27 20 29 23 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 29,646 COMMITMENTS 6,485 0 84 22,461 28,988 29,030 29,072 616 574 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -376) 517 0 84 -1,019 -460 -418 -376 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 0.0 0.3 75.8 97.8 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 23 20 26 21 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 7,274 COMMITMENTS 0 468 0 6,447 6,509 6,447 6,977 827 297 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -189) 0 0 0 -105 -189 -105 -189 -84 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 0.0 88.6 89.5 88.6 95.9 11.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 15 15 16 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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 0.6 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,231 COMMITMENTS 1,727 873 168 18,273 19,084 20,168 20,125 63 106 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -676) -339 -383 42 -379 -335 -676 -676 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 4.3 0.8 90.3 94.3 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 3 3 23 24 28 29 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 284,282 COMMITMENTS 38,952 2,448 4,488 240,842 277,346 284,282 284,282 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,208) 1,488 0 0 3,720 5,208 5,208 5,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.9 1.6 84.7 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 1 23 19 26 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,037 COMMITMENTS 1,311 283 235 15,150 16,350 16,696 16,868 341 169 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -190) -6 63 24 -208 -277 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.7 1.4 88.9 96.0 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 4 21 23 27 28 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 198,756 COMMITMENTS 2,448 6,184 784 195,524 191,788 198,756 198,756 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,096) -1,568 1,448 784 -312 -3,328 -1,096 -1,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.1 0.4 98.4 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 1 22 20 26 23 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,794 COMMITMENTS 0 2,533 2,148 20,646 18,113 22,794 22,794 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,870) 0 845 0 1,870 1,025 1,870 1,870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.1 9.4 90.6 79.5 100.0 100.0 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 151,559 COMMITMENTS 0 0 0 151,559 151,559 151,559 151,559 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 1,558) 0 0 0 1,558 1,558 1,558 1,558 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 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 200,145 COMMITMENTS 0 4,275 0 200,145 195,870 200,145 200,145 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 3,150) 0 0 0 3,150 3,150 3,150 3,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.0 100.0 97.9 100.0 100.0 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 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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: 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 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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: 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 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 14 15 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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: 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 205,930 COMMITMENTS 0 0 0 205,930 205,930 205,930 205,930 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 17,995) 0 0 0 17,995 17,995 17,995 17,995 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 22 14 22 14 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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 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 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,268,745 COMMITMENTS 0 0 0 1268745 1268745 1268745 1268745 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,952) 0 0 0 5,952 5,952 5,952 5,952 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 22 9 22 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| 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 12/10/13 (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: 29) 0 0 0 25 9 25 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,334,412 COMMITMENTS 111,290 0 7,440 9215682 9326972 9334412 9334412 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 527,141) -7,440 0 7,440 527,141 519,701 527,141 527,141 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.1 98.7 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 0 1 37 31 41 32 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,014,860 COMMITMENTS 35,260 0 0 2979600 3014860 3014860 3014860 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 186,870) 8,100 0 0 178,770 186,870 186,870 186,870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 98.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 0 0 43 32 46 32 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,112,416 COMMITMENTS 530,971 240,482 95,683 2485762 2776251 3112416 3112416 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 38,666) 14,270 -45,846 6,766 17,630 77,746 38,666 38,666 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 7.7 3.1 79.9 89.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 9 5 45 41 55 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,629,587 COMMITMENTS 133,388 193,000 161,949 6334250 6274638 6629587 6629587 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 36,300) 0 0 0 36,300 36,300 36,300 36,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.9 2.4 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 32 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 631,485 COMMITMENTS 2,100 3,360 0 629,385 628,125 631,485 631,485 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -1,850) 2,100 0 0 -3,950 -1,850 -1,850 -1,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 99.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 29 14 30 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,163,905 COMMITMENTS 7,440 2,856 0 2156465 2161049 2163905 2163905 0 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 36,678) 7,440 0 0 29,238 36,678 36,678 36,678 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.1 0.0 99.7 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 27 16 28 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 93,198 COMMITMENTS 17,350 12,330 2,535 71,163 77,493 91,048 92,358 2,150 840 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 15,471) 9,795 11,805 2,535 3,141 501 15,471 14,841 0 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 13.2 2.7 76.4 83.1 97.7 99.1 2.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 20 15 24 17 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 69,085 COMMITMENTS 1,260 8,185 1,575 65,872 59,325 68,707 69,085 378 0 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 9,805) -315 1,785 1,575 22,763 6,655 24,023 10,015 -14,218 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 11.8 2.3 95.3 85.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 18 17 20 19 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/17/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 112,424 COMMITMENTS 0 5,400 2,040 109,160 102,280 111,200 109,720 1,224 2,704 CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 1.8 97.1 91.0 98.9 97.6 1.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 13 14 14 15
Updated December 20, 2013