NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,919,800 COMMITMENTS 1156157 112,579 1651842 3073782 4142065 5881781 5906486 38,019 13,314 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 109,106) 34,384 -341 25,671 50,337 81,504 110,392 106,834 -1,286 2,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 1.9 27.9 51.9 70.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 57 16 61 136 120 208 182 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 722,391 COMMITMENTS 84,426 157,062 190,824 446,579 373,827 721,829 721,713 562 678 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 9,401) 6,594 -4,472 2,794 13 11,079 9,401 9,401 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 21.7 26.4 61.8 51.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 15 21 27 41 40 72 72 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,022 COMMITMENTS 28,178 7,804 5,464 188,067 219,152 221,709 232,420 17,313 6,602 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,021) 8,555 -1,454 -1,946 -1,727 8,180 4,882 4,780 -861 -759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 3.3 2.3 78.7 91.7 92.8 97.2 7.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 1 6 26 27 35 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 181,640 COMMITMENTS 13,340 1,074 2,067 161,628 172,872 177,035 176,013 4,605 5,627 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,335) -1,986 -432 -653 9,827 10,504 7,188 9,419 -853 -3,084 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.6 1.1 89.0 95.2 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 4 30 29 34 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,875 COMMITMENTS 23,785 4,869 6,387 179,375 202,600 209,547 213,856 10,328 6,019 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,746) -807 2,888 -554 7,284 2,432 5,923 4,766 823 1,980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 2.2 2.9 81.6 92.1 95.3 97.3 4.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 23 27 29 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 764,211 COMMITMENTS 30,809 2,033 4,186 721,530 751,804 756,525 758,023 7,686 6,188 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 13,628) 1,237 -645 2,268 8,653 12,409 12,158 14,032 1,470 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.3 0.5 94.4 98.4 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 2 5 48 37 54 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,384 COMMITMENTS 16,538 14,758 886 214,459 216,942 231,883 232,586 6,501 5,798 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,220) 250 0 36 5,511 3,847 5,797 3,883 -1,577 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.2 0.4 90.0 91.0 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 1 1 31 30 35 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,036 COMMITMENTS 1,605 0 2,824 217,887 219,535 222,316 222,359 4,720 4,677 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,084) -797 0 -6 3,831 4,425 3,028 4,419 1,056 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 1.2 96.0 96.7 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 0 3 33 33 37 36 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 74,292 COMMITMENTS 5,492 496 1,440 62,040 63,896 68,972 65,832 5,320 8,460 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -304) -2,188 31 -40 1,863 -286 -365 -295 61 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.7 1.9 83.5 86.0 92.8 88.6 7.2 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 17 17 20 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 149,702 COMMITMENTS 19,589 16,082 8,423 111,587 121,766 139,599 146,271 10,103 3,431 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,147) 455 604 272 1,812 1,153 2,539 2,029 -392 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 10.7 5.6 74.5 81.3 93.3 97.7 6.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 4 4 25 29 31 34 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,448 COMMITMENTS 2,528 1,685 0 18,821 20,180 21,349 21,865 1,099 583 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 644) 0 0 0 476 992 476 992 168 -348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 7.5 0.0 83.8 89.9 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 11 12 12 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,239 COMMITMENTS 0 7,964 4,604 67,892 60,826 72,496 73,394 9,743 8,845 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -134) 0 -604 -119 420 499 301 -224 -435 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 5.6 82.6 74.0 88.2 89.2 11.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 19 17 21 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 164,528 COMMITMENTS 698 0 1,058 156,529 156,652 158,285 157,710 6,243 6,818 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,832) 256 0 -97 2,643 4,602 2,802 4,505 1,030 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 95.1 95.2 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 26 23 27 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,370 COMMITMENTS 0 0 0 70,982 82,663 70,982 82,663 13,388 1,707 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 326) 0 0 0 1,583 1,570 1,583 1,570 -1,257 -1,244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.1 98.0 84.1 98.0 15.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 18 22 18 22 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 285,653 COMMITMENTS 2,077 2,298 1,599 277,306 273,574 280,982 277,471 4,671 8,182 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,331) 0 406 -319 3,780 2,615 3,461 2,702 870 1,629 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.8 0.6 97.1 95.8 98.4 97.1 1.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 3 41 37 44 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,543 COMMITMENTS 3,009 11,351 2,353 76,681 59,797 82,043 73,501 3,500 12,042 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -360) -241 -365 -329 -404 213 -974 -481 614 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 13.3 2.8 89.6 69.9 95.9 85.9 4.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 2 21 20 24 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,887 COMMITMENTS 0 3,228 825 52,502 53,317 53,327 57,370 12,560 8,517 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,796) 0 -124 488 1,722 4,292 2,210 4,656 1,586 -860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 1.3 79.7 80.9 80.9 87.1 19.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 16 18 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,715 COMMITMENTS 26,844 2,824 3,696 92,004 110,246 122,544 116,766 1,171 6,949 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,115) 1,369 -1,456 2,576 -93 3,423 3,852 4,543 263 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 2.3 3.0 74.4 89.1 99.1 94.4 0.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 1 2 10 17 16 19 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,187 COMMITMENTS 38,961 6,358 7,664 57,112 89,193 103,737 103,215 1,450 1,972 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,528) 1,369 -1,456 2,576 -560 2,470 3,385 3,590 143 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 6.0 7.3 54.3 84.8 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 10 3 2 20 27 31 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,192 COMMITMENTS 0 0 0 20,510 20,882 20,510 20,882 682 310 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 672) -634 0 0 1,120 672 486 672 186 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.8 98.5 96.8 98.5 3.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 13 20 13 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,698 COMMITMENTS 0 10,058 0 101,889 92,948 101,889 103,006 12,809 11,692 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,201) 0 428 0 3,621 1,176 3,621 1,604 -420 1,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.0 88.8 81.0 88.8 89.8 11.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 29 28 29 30 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,721 COMMITMENTS 1,941 0 2,139 56,817 58,112 60,897 60,251 5,824 6,470 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 6,392) -1,905 0 693 5,609 4,057 4,397 4,750 1,995 1,642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 3.2 85.2 87.1 91.3 90.3 8.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 11 16 12 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,048 COMMITMENTS 0 176 1,823 100,547 95,197 102,370 97,196 7,678 12,852 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,673) -1,366 176 38 -286 -1,719 -1,614 -1,505 -59 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 1.7 91.4 86.5 93.0 88.3 7.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 22 24 23 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,525 COMMITMENTS 139 0 1,023 76,471 73,859 77,633 74,882 3,892 6,643 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,039) 139 0 1,023 1,257 1,012 2,419 2,035 -1,380 -996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.3 93.8 90.6 95.2 91.9 4.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 18 17 19 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,802 COMMITMENTS 4,902 1,406 0 21,361 24,528 26,263 25,934 1,539 1,868 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,416) 1,960 896 0 1,344 2,600 3,304 3,496 112 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 5.1 0.0 76.8 88.2 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 0 10 15 13 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,095 COMMITMENTS 799 2,354 475 114,577 118,220 115,851 121,049 7,244 2,046 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,777) 69 0 -95 2,675 3,096 2,649 3,001 128 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.9 0.4 93.1 96.0 94.1 98.3 5.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 18 16 20 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 279,502 COMMITMENTS 7,708 29,861 2,872 252,049 239,360 262,629 272,093 16,873 7,409 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,413) 3,914 -908 -657 2,683 8,822 5,940 7,257 -527 -1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 10.7 1.0 90.2 85.6 94.0 97.3 6.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 2 32 27 35 30 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,592 COMMITMENTS 3,711 0 0 25,795 29,505 29,506 29,505 1,086 1,087 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,422) 672 0 0 1,666 2,142 2,338 2,142 84 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 0.0 0.0 84.3 96.4 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 13 12 16 12 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,274 COMMITMENTS 0 0 0 32,941 35,243 32,941 35,243 2,333 31 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 448) 0 0 0 448 448 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 99.9 93.4 99.9 6.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 19 13 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,628 COMMITMENTS 1,991 0 0 38,813 41,573 40,804 41,573 1,824 1,055 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 820) 1,712 0 0 -1,004 652 708 652 112 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 91.1 97.5 95.7 97.5 4.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 15 13 17 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 237,079 COMMITMENTS 4,280 36,132 4,273 218,874 194,133 227,427 234,538 9,652 2,541 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,514) -462 221 -369 -1,760 59 -2,591 -89 1,077 -1,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 15.2 1.8 92.3 81.9 95.9 98.9 4.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 5 4 36 31 41 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 89,406 COMMITMENTS 9,094 0 422 76,063 85,895 85,579 86,317 3,827 3,089 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,764) 631 -222 -712 2,120 3,542 2,039 2,608 725 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.5 85.1 96.1 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 22 21 25 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,324 COMMITMENTS 0 0 0 73,087 76,524 73,087 76,524 6,237 2,800 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 176) 0 0 0 176 176 176 176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.1 96.5 92.1 96.5 7.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 15 19 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 90,225 COMMITMENTS 0 6,383 1,107 76,982 76,318 78,089 83,808 12,136 6,417 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,952) 0 611 -655 -1,513 -2,218 -2,168 -2,262 216 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 1.2 85.3 84.6 86.5 92.9 13.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 21 17 22 20 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 13,078 COMMITMENTS 869 1,613 0 12,091 9,883 12,960 11,496 118 1,582 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 840) 56 0 0 728 840 784 840 56 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 12.3 0.0 92.5 75.6 99.1 87.9 0.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 0 8 12 10 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 159,693 COMMITMENTS 19,475 5,900 10,143 128,967 142,802 158,585 158,845 1,108 848 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,538) 651 -1,293 1,151 -391 1,574 1,411 1,432 127 106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.7 6.4 80.8 89.4 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 8 8 12 57 54 69 70 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 55,666 COMMITMENTS 2,555 26 3,859 49,204 51,781 55,618 55,666 48 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,280) 189 0 222 2,845 3,058 3,256 3,280 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 6.9 88.4 93.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 3 21 21 24 25 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 493,863 COMMITMENTS 2,008 19,898 17,400 474,455 456,565 493,863 493,863 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,084) -8 -3,970 1,371 3,721 7,683 5,084 5,084 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.0 3.5 96.1 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 20 21 22 24 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,496,851 COMMITMENTS 31,337 1,802 29,070 1436444 1465979 1496851 1496851 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -1,650) -744 768 -768 -138 -1,650 -1,650 -1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.1 1.9 96.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 2 4 39 42 46 47 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,172 COMMITMENTS 975 7,392 4,610 40,587 34,170 46,172 46,172 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,380) 96 -1,008 462 822 1,926 1,380 1,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 16.0 10.0 87.9 74.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 4 21 22 25 28 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 347,800 COMMITMENTS 3,648 39,539 25,030 319,122 283,231 347,800 347,800 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,352) 0 0 640 6,712 6,712 7,352 7,352 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 11.4 7.2 91.8 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 14 14 17 16 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 489,315 COMMITMENTS 35,800 744 1,584 451,931 486,987 489,315 489,315 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -9,339) 3,495 0 -768 -12,066 -8,571 -9,339 -9,339 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.2 0.3 92.4 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 1 24 27 29 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,588 COMMITMENTS 3,892 2 1,752 46,581 49,413 52,225 51,167 363 1,421 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -3,481) -419 2 206 -3,226 -3,708 -3,439 -3,500 -42 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 3.3 88.6 94.0 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 3 26 30 31 33 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 3,028,790 COMMITMENTS 0 0 0 3028790 3028790 3028790 3028790 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 796,366) 0 0 0 796,366 796,366 796,366 796,366 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 17 11 17 11 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 12,150 COMMITMENTS 1,000 0 0 10,900 11,400 11,900 11,400 250 750 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 0.0 89.7 93.8 97.9 93.8 2.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 14 13 16 13 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,236,450 COMMITMENTS 0 0 0 1236450 1236450 1236450 1236450 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 234,370) 0 0 0 234,370 234,370 234,370 234,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 12 19 12 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 729,640 COMMITMENTS 3,920 0 0 725,720 729,640 729,640 729,640 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,040) 0 0 0 7,040 7,040 7,040 7,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 10 17 10 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 285,216 COMMITMENTS 9,040 0 1,568 274,608 283,648 285,216 285,216 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,544) -832 0 416 3,960 3,128 3,544 3,544 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.5 96.3 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 22 17 24 18 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 12,202 COMMITMENTS 1,637 736 212 9,801 10,958 11,650 11,906 552 296 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 657) 276 -322 63 277 896 616 637 41 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 6.0 1.7 80.3 89.8 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 15 17 20 21 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 335,125 COMMITMENTS 10,600 0 0 324,525 335,125 335,125 335,125 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 16 12 17 12 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 191,550 COMMITMENTS 2,625 0 0 188,925 191,550 191,550 191,550 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,825) 0 0 0 3,825 3,825 3,825 3,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 19 14 20 14 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,535 COMMITMENTS 827 352 384 19,090 20,480 20,301 21,216 2,234 1,319 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 403) -148 0 43 465 148 360 191 43 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.6 1.7 84.7 90.9 90.1 94.1 9.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 23 24 24 27 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,948,626 COMMITMENTS 512 386,858 203,466 2744648 2358302 2948626 2948626 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 65,503) 0 3,233 -834 66,337 63,104 65,503 65,503 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.1 6.9 93.1 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 2 32 27 34 31 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 895,932 COMMITMENTS 8,507 122,668 40,395 847,009 732,804 895,911 895,867 21 65 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 16,399) -1,553 6,205 107 17,845 10,066 16,399 16,378 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 13.7 4.5 94.5 81.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 8 5 37 33 42 42 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,176,293 COMMITMENTS 0 0 0 2176293 2176293 2176293 2176293 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 15,744) 0 0 0 15,744 15,744 15,744 15,744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 10 19 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 648,275 COMMITMENTS 0 0 0 648,275 648,275 648,275 648,275 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 7,235) 0 0 0 7,235 7,235 7,235 7,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 23 14 23 14 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 506,959 COMMITMENTS 115,412 6,766 19,523 372,024 480,670 506,959 506,959 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,636) -817 814 417 3,036 1,405 2,636 2,636 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 1.3 3.9 73.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 2 31 26 34 29 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 38,058 COMMITMENTS 6,494 2,540 714 29,791 34,614 36,999 37,868 1,059 190 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 447) -146 -2 -41 891 469 704 426 -257 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 6.7 1.9 78.3 91.0 97.2 99.5 2.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 1 28 26 31 29 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 28,365 COMMITMENTS 7,990 728 1,228 19,147 26,409 28,365 28,365 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 867) 834 128 0 33 739 867 867 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 2.6 4.3 67.5 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 19 7 21 10 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 239,985 COMMITMENTS 116,298 3,070 0 123,687 236,915 239,985 239,985 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,368) 0 0 0 4,368 4,368 4,368 4,368 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 1.3 0.0 51.5 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 16 7 18 9 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 508,565 COMMITMENTS 4,680 16,964 17,489 486,396 474,112 508,565 508,565 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 5,952) 0 2,752 0 5,952 3,200 5,952 5,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 3.4 95.6 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 22 18 24 21 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,945 COMMITMENTS 6,139 0 224 24,242 30,320 30,605 30,544 340 401 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 397) -1 0 0 418 377 417 377 -20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.0 0.7 78.3 98.0 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 23 20 26 22 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 7,111 COMMITMENTS 44 1,020 0 6,282 5,815 6,326 6,835 785 276 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -20) -40 40 0 20 -60 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 14.3 0.0 88.3 81.8 89.0 96.1 11.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 13 16 15 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,078 COMMITMENTS 1,467 727 104 16,147 17,100 17,718 17,931 360 147 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -88) 0 -22 0 -88 -45 -88 -67 0 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 4.0 0.6 89.3 94.6 98.0 99.2 2.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 19 20 24 23 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 264,274 COMMITMENTS 41,920 392 0 222,354 263,882 264,274 264,274 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 8,216) -704 0 0 8,920 8,216 8,216 8,216 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 0.1 0.0 84.1 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 0 16 19 18 20 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,186 COMMITMENTS 2,007 504 360 13,286 15,068 15,653 15,932 533 254 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 41) 122 0 0 -39 41 83 41 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 3.1 2.2 82.1 93.1 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 1 4 19 23 26 28 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 178,308 COMMITMENTS 1,096 8,928 744 176,468 168,636 178,308 178,308 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.0 0.4 99.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 17 21 19 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,340 COMMITMENTS 0 3,858 1,766 19,574 15,716 21,340 21,340 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 180) 0 231 -154 334 103 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 8.3 91.7 73.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 16 16 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 664,378 COMMITMENTS 0 38,540 0 664,378 625,838 664,378 664,378 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 100.0 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 12 17 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 191,090 COMMITMENTS 0 3,225 0 191,090 187,865 191,090 191,090 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 12 20 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 300,900 COMMITMENTS 0 0 0 300,900 300,900 300,900 300,900 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -500) 0 0 0 -500 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 10 19 10 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 1,060,865 COMMITMENTS 0 0 0 1060865 1060865 1060865 1060865 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 6 18 6 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 152,010 COMMITMENTS 0 0 0 152,010 152,010 152,010 152,010 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,200) 0 0 0 3,200 3,200 3,200 3,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 654,380 COMMITMENTS 0 0 0 654,380 654,380 654,380 654,380 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 13 15 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 327,355 COMMITMENTS 0 0 0 327,355 327,355 327,355 327,355 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 38,960) 0 0 0 38,960 38,960 38,960 38,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 14 23 14 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,162,036 COMMITMENTS 0 0 0 1162036 1162036 1162036 1162036 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 168,520) 0 0 0 168,520 168,520 168,520 168,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 14 20 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,699,138 COMMITMENTS 0 0 0 1699138 1699138 1699138 1699138 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 9 20 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 448,515 COMMITMENTS 0 0 0 448,515 448,515 448,515 448,515 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 4,350) 0 0 0 4,350 4,350 4,350 4,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 10 21 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,401,931 COMMITMENTS 136,490 0 0 9265441 9401931 9401931 9401931 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 274,531) 0 0 0 283,923 274,531 283,923 274,531 -9,392 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 0 0 39 29 42 29 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,015,390 COMMITMENTS 38,500 5,000 0 2976890 3010390 3015390 3015390 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 56,635) -950 1,000 0 60,125 55,635 59,175 56,635 -2,540 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.2 0.0 98.7 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 1 0 44 32 46 33 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,177,074 COMMITMENTS 513,051 219,031 101,545 2560698 2854698 3175294 3175274 1,780 1,800 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 30,342) 3,093 -48,195 6,265 20,984 72,272 30,342 30,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 6.9 3.2 80.6 89.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 9 5 42 41 52 50 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,803,994 COMMITMENTS 135,876 186,880 169,361 6498757 6447753 6803994 6803994 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 54,850) 2,040 0 -3,800 56,610 58,650 54,850 54,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.7 2.5 95.5 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 2 2 35 30 39 34 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 626,230 COMMITMENTS 8,200 3,150 0 618,030 623,080 626,230 626,230 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,650) 1,000 1,050 0 10,650 10,600 11,650 11,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.5 0.0 98.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 28 14 30 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,186,220 COMMITMENTS 14,880 0 0 2171340 2186220 2186220 2186220 0 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 106,110) 0 0 0 106,110 106,110 106,110 106,110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 27 15 28 15 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 109,945 COMMITMENTS 11,475 12,330 2,745 93,553 92,980 107,773 108,055 2,172 1,890 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 9,505) -1,260 0 735 10,030 8,770 9,505 9,505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 11.2 2.5 85.1 84.6 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 19 15 22 17 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 01/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 116,915 COMMITMENTS 2,160 13,960 1,575 112,818 101,380 116,553 116,915 362 0 CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,680) 100 600 0 2,580 2,080 2,680 2,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 11.9 1.3 96.5 86.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 20 14 23 18
Updated January 24, 2014