NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,720,368 COMMITMENTS 1062980 77,157 1636386 2983128 3991766 5682494 5705309 37,874 15,059 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 7,926) 59,544 -3,063 11,160 -56,059 4,407 14,645 12,504 -6,719 -4,578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 1.3 28.6 52.1 69.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 55 16 57 136 118 204 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 666,280 COMMITMENTS 62,738 113,189 195,148 407,362 356,893 665,248 665,230 1,032 1,050 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 4,682) 2,574 11,861 -3,535 5,413 -4,220 4,452 4,106 230 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 17.0 29.3 61.1 53.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 16 21 26 41 37 74 67 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,497 COMMITMENTS 33,293 6,838 6,316 192,719 225,925 232,328 239,079 19,169 12,418 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,181) -1,950 3,590 -1,696 -5,158 -17,818 -8,804 -15,924 -1,377 5,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.7 2.5 76.6 89.8 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 7 27 25 37 32 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 168,439 COMMITMENTS 13,347 3,744 2,994 147,029 157,820 163,370 164,558 5,069 3,881 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -18,254) 259 -825 480 -18,751 -18,206 -18,012 -18,551 -242 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 2.2 1.8 87.3 93.7 97.0 97.7 3.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 4 4 29 27 33 33 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,162 COMMITMENTS 22,881 6,792 4,735 178,457 197,864 206,073 209,391 12,089 8,771 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,899) -3,838 1,670 -1,849 -6,929 -14,697 -12,616 -14,876 1,717 3,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 3.1 2.2 81.8 90.7 94.5 96.0 5.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 23 24 27 27 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 798,145 COMMITMENTS 48,605 3,142 3,219 741,246 782,182 793,070 788,543 5,075 9,602 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 19,375) 3,744 -326 -526 16,069 18,761 19,287 17,909 88 1,466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 0.4 0.4 92.9 98.0 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 2 3 51 37 56 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,375 COMMITMENTS 22,531 15,142 1,395 214,811 221,295 238,737 237,832 8,638 9,543 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -16,061) -1,659 -1,313 -7 -16,407 -15,332 -18,073 -16,652 2,012 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 6.1 0.6 86.8 89.5 96.5 96.1 3.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 1 2 27 30 33 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,089 COMMITMENTS 130 23 2,497 224,326 222,790 226,953 225,310 3,136 4,779 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -19,596) -1,205 1 199 -18,163 -19,181 -19,169 -18,981 -427 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 1.1 97.5 96.8 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 2 3 33 31 36 34 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 81,686 COMMITMENTS 3,696 0 2,403 69,845 67,044 75,944 69,447 5,742 12,239 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,344) -3,949 0 -637 2,643 -2,813 -1,943 -3,450 599 2,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 2.9 85.5 82.1 93.0 85.0 7.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 15 17 17 19 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 141,968 COMMITMENTS 17,282 12,676 10,129 104,234 113,129 131,645 135,934 10,323 6,034 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -6,016) -183 -2,647 629 -6,583 -3,728 -6,137 -5,746 121 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 8.9 7.1 73.4 79.7 92.7 95.7 7.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 3 25 27 29 30 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,556 COMMITMENTS 2,690 1,474 0 13,636 15,516 16,326 16,990 1,230 566 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -7,440) -1,054 -155 0 -6,579 -6,969 -7,633 -7,124 193 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 8.4 0.0 77.7 88.4 93.0 96.8 7.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 13 10 15 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,942 COMMITMENTS 758 7,238 4,774 62,610 55,472 68,142 67,484 9,800 10,458 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -6,812) 738 341 -1,007 -6,642 -6,778 -6,911 -7,444 99 632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 9.3 6.1 80.3 71.2 87.4 86.6 12.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 16 16 18 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 171,478 COMMITMENTS 48 0 1,095 163,634 164,795 164,777 165,890 6,701 5,588 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -4,227) -1,593 0 -156 -3,908 -4,479 -5,657 -4,635 1,430 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 95.4 96.1 96.1 96.7 3.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 26 24 27 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,359 COMMITMENTS 0 0 0 69,402 79,337 69,402 79,337 11,957 2,022 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -4,158) 0 0 0 -4,190 -4,399 -4,190 -4,399 32 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.3 97.5 85.3 97.5 14.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 21 21 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 294,318 COMMITMENTS 2,184 3,795 2,819 283,728 279,915 288,731 286,529 5,587 7,789 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -18,513) -163 1,227 78 -18,094 -17,817 -18,179 -16,512 -334 -2,001 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.3 1.0 96.4 95.1 98.1 97.4 1.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 2 1 45 41 47 43 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,931 COMMITMENTS 6,562 14,395 1,112 73,662 61,194 81,336 76,701 3,595 8,230 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,585) -2,514 -2,648 -754 -7,671 -6,856 -10,939 -10,258 354 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 16.9 1.3 86.7 72.1 95.8 90.3 4.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 20 19 24 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,835 COMMITMENTS 0 3,027 1,743 56,597 55,732 58,340 60,502 10,495 8,333 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -672) 0 299 -62 237 -18 175 219 -847 -891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 2.5 82.2 81.0 84.8 87.9 15.2 12.1 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 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,861 COMMITMENTS 15,390 6,020 1,860 92,376 96,639 109,626 104,519 2,235 7,342 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -40,266) -26,606 1,824 488 -13,762 -43,282 -39,880 -40,970 -386 704 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 5.4 1.7 82.6 86.4 98.0 93.4 2.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 1 13 18 18 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,988 COMMITMENTS 41,790 4,196 4,972 41,860 79,062 88,622 88,230 1,366 1,758 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -42,311) -10,567 -868 -3,034 -26,339 -38,100 -39,940 -42,002 -2,371 -309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 4.7 5.5 46.5 87.9 98.5 98.0 1.5 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 12 3 2 17 33 30 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,665 COMMITMENTS 616 0 0 21,393 21,617 22,009 21,617 1,656 2,048 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -9,331) 0 0 0 -8,649 -9,177 -8,649 -9,177 -682 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 90.4 91.3 93.0 91.3 7.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 13 20 14 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,399 COMMITMENTS 0 5,076 0 91,259 85,023 91,259 90,099 14,140 15,300 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -13,659) 0 -3,210 0 -11,852 -11,497 -11,852 -14,707 -1,807 1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.0 86.6 80.7 86.6 85.5 13.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 28 24 28 25 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,484 COMMITMENTS 5,517 0 504 53,509 60,141 59,530 60,645 5,954 4,839 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -3,407) 1,098 0 -1,123 -2,427 -3,409 -2,452 -4,532 -955 1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 0.8 81.7 91.8 90.9 92.6 9.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 14 16 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,360 COMMITMENTS 0 446 1,600 100,192 91,267 101,792 93,313 5,568 14,047 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -4,919) -404 446 -107 -2,689 -6,842 -3,200 -6,503 -1,719 1,584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 1.5 93.3 85.0 94.8 86.9 5.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 25 24 26 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,290 COMMITMENTS 573 0 764 67,055 65,312 68,392 66,076 4,898 7,214 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,254) -596 0 124 -10,268 -9,135 -10,740 -9,011 486 -1,243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 1.0 91.5 89.1 93.3 90.2 6.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 15 17 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,137 COMMITMENTS 2,169 0 0 63,709 69,125 65,878 69,125 6,259 3,012 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,189) -100 0 -31 -1,521 -252 -1,652 -283 463 -906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 88.3 95.8 91.3 95.8 8.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 19 14 20 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,732 COMMITMENTS 7,216 708 0 19,770 26,486 26,986 27,194 746 538 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -4,526) -2,108 372 0 -2,263 -4,278 -4,371 -3,906 -155 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 2.6 0.0 71.3 95.5 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 0 13 15 16 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,083 COMMITMENTS 86 3,213 921 114,656 116,579 115,663 120,713 8,420 3,370 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,190) -250 -194 83 -9,036 -10,478 -9,203 -10,589 -987 399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.6 0.7 92.4 94.0 93.2 97.3 6.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 13 17 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 283,496 COMMITMENTS 1,957 38,354 4,717 256,893 230,775 263,567 273,846 19,929 9,650 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -7,747) -3,523 2,625 575 -5,643 -13,036 -8,591 -9,836 844 2,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.5 1.7 90.6 81.4 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 4 31 24 35 28 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,586 COMMITMENTS 3,611 0 0 21,661 25,998 25,272 25,998 1,314 588 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -9,351) -2,542 0 0 -6,819 -9,305 -9,361 -9,305 10 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 81.5 97.8 95.1 97.8 4.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 0 11 14 16 14 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,874 COMMITMENTS 0 0 0 27,814 30,657 27,814 30,657 3,060 217 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -5,462) 0 0 0 -5,302 -5,648 -5,302 -5,648 -160 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 99.3 90.1 99.3 9.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 17 13 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,688 COMMITMENTS 2,624 0 0 36,773 41,184 39,397 41,184 2,291 504 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -3,180) 577 0 0 -4,000 -2,669 -3,423 -2,669 243 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 0.0 88.2 98.8 94.5 98.8 5.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 15 15 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 269,548 COMMITMENTS 7,119 34,095 3,569 248,165 228,641 258,853 266,305 10,695 3,243 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 284) -467 1,182 -784 -392 619 -1,643 1,017 1,927 -733 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 12.6 1.3 92.1 84.8 96.0 98.8 4.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 3 38 33 43 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 87,950 COMMITMENTS 8,987 0 0 75,339 83,739 84,326 83,739 3,624 4,211 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -3,576) -485 0 0 -2,692 -2,770 -3,177 -2,770 -399 -806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 85.7 95.2 95.9 95.2 4.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 22 20 24 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,717 COMMITMENTS 0 0 0 68,385 72,057 68,385 72,057 6,332 2,660 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -5,739) 0 0 0 -8,255 -5,528 -8,255 -5,528 2,516 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 96.4 91.5 96.4 8.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 14 19 14 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,239 COMMITMENTS 912 3,616 2,163 69,422 70,036 72,497 75,815 9,742 6,424 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -6,721) 912 -1,735 907 -4,251 -5,228 -2,432 -6,056 -4,289 -665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.4 2.6 84.4 85.2 88.2 92.2 11.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 20 15 22 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 150,641 COMMITMENTS 19,465 5,340 9,557 120,726 134,833 149,748 149,730 893 911 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -8,378) 18 -44 -1,279 -6,991 -6,990 -8,252 -8,313 -126 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 3.5 6.3 80.1 89.5 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 5 11 55 56 69 69 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 55,587 COMMITMENTS 4,185 719 2,866 48,536 51,978 55,587 55,563 0 24 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 1,031) 174 336 -174 1,031 869 1,031 1,031 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 1.3 5.2 87.3 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 26 22 29 25 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 491,794 COMMITMENTS 0 20,718 19,375 472,419 451,701 491,794 491,794 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 338) -448 1,761 -536 1,322 -887 338 338 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 3.9 96.1 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 4 2 21 20 23 24 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,461,996 COMMITMENTS 25,672 2,108 31,399 1404925 1428489 1461996 1461996 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -57,970) -6,985 -416 2,697 -45,122 -52,083 -49,410 -49,802 -8,560 -8,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.1 2.1 96.1 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 3 5 41 43 48 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,176 COMMITMENTS 1,388 8,194 3,715 41,073 34,267 46,176 46,176 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,988) 78 -556 -130 -1,936 -1,302 -1,988 -1,988 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 17.7 8.0 88.9 74.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 4 3 24 23 28 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 348,264 COMMITMENTS 6,552 27,324 29,830 311,882 291,110 348,264 348,264 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -14,464) 2,512 -4,920 0 -16,976 -9,544 -14,464 -14,464 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 7.8 8.6 89.6 83.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 15 14 19 16 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 468,817 COMMITMENTS 38,081 352 2,359 428,377 466,106 468,817 468,817 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -23,530) 2,704 -392 0 -26,234 -23,138 -23,530 -23,530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.1 0.5 91.4 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 1 23 29 28 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,854 COMMITMENTS 4,866 340 1,780 42,848 46,266 49,494 48,386 360 1,468 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,515) 353 41 -159 -2,794 -2,399 -2,600 -2,517 85 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.7 3.6 85.9 92.8 99.3 97.1 0.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 3 29 30 34 34 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 3,213,050 COMMITMENTS 7,750 0 0 3205300 3213050 3213050 3213050 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -180,740) 7,750 0 0 -188,490 -180,740 -180,740 -180,740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 12 19 12 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 4,150 COMMITMENTS 350 0 250 3,150 3,600 3,750 3,850 400 300 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -3,800) 350 -550 150 -3,600 -2,350 -3,100 -2,750 -700 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.0 6.0 75.9 86.7 90.4 92.8 9.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 1 12 11 16 12 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,227,010 COMMITMENTS 2,100 0 0 1224910 1227010 1227010 1227010 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -101,590) 0 0 0 -101,590 -101,590 -101,590 -101,590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 13 22 13 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 768,080 COMMITMENTS 0 0 0 768,080 768,080 768,080 768,080 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 10,840) -3,920 0 0 14,760 10,840 10,840 10,840 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 16 13 16 13 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 282,584 COMMITMENTS 9,792 0 2,752 270,040 279,832 282,584 282,584 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -9,416) -1,168 0 776 -9,024 -10,192 -9,416 -9,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 1.0 95.6 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 23 16 24 17 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,552 COMMITMENTS 1,870 339 106 9,259 10,811 11,235 11,256 317 296 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -777) 253 -334 -190 -858 -233 -795 -757 18 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 2.9 0.9 80.2 93.6 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 13 19 19 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,185,020 COMMITMENTS 31,000 46,560 93,280 1060740 1045180 1185020 1185020 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -8,020) 15,500 -7,840 0 -23,520 -180 -8,020 -8,020 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.9 7.9 89.5 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 11 10 13 12 ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MwH OPEN INTEREST: 114,190 COMMITMENTS 0 6,925 0 114,190 107,265 114,190 114,190 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -8,120) 0 -1,760 0 -8,120 -6,360 -8,120 -8,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 10 14 11 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 316,275 COMMITMENTS 8,400 0 0 307,875 316,275 316,275 316,275 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -24,600) -2,200 0 0 -22,400 -24,600 -24,600 -24,600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 13 20 13 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 191,876 COMMITMENTS 2,625 0 0 189,251 191,876 191,876 191,876 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,479) 0 0 0 -1,479 -1,479 -1,479 -1,479 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: 29) 1 0 0 24 18 25 18 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,063 COMMITMENTS 784 369 601 21,298 20,669 22,683 21,639 380 1,424 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,086) -86 -23 44 -1,042 -1,083 -1,084 -1,062 -2 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.6 2.6 92.3 89.6 98.4 93.8 1.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 27 25 28 28 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,930,406 COMMITMENTS 0 302,651 286,010 2644396 2341745 2930406 2930406 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -148,341) 0 -55,056 25,920 -174,261 -119,205 -148,341 -148,341 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 9.8 90.2 79.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 30 29 31 33 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 877,955 COMMITMENTS 17,460 71,512 67,873 792,602 738,528 877,935 877,913 20 42 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -50,343) 7,428 -36,313 9,535 -67,326 -23,521 -50,363 -50,299 20 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.1 7.7 90.3 84.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 6 5 39 30 45 37 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,084,201 COMMITMENTS 0 0 0 2084201 2084201 2084201 2084201 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -151,712) 0 0 0 -151,712 -151,712 -151,712 -151,712 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 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 614,515 COMMITMENTS 0 0 0 614,515 614,515 614,515 614,515 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -66,260) 0 0 0 -66,260 -66,260 -66,260 -66,260 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: 31) 0 0 0 26 14 26 14 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 498,418 COMMITMENTS 109,808 0 20,719 367,891 477,699 498,418 498,418 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -12,549) -3,210 0 -2,310 -7,029 -10,239 -12,549 -12,549 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 0.0 4.2 73.8 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 2 32 27 35 29 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,436 COMMITMENTS 6,542 1,748 626 28,063 33,937 35,231 36,311 1,205 125 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,977) 448 -348 -173 -2,418 -1,392 -2,143 -1,913 166 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.8 1.7 77.0 93.1 96.7 99.7 3.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 2 31 28 36 31 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,935 COMMITMENTS 7,742 492 1,228 17,965 25,215 26,935 26,935 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,107) -859 208 0 -1,248 -2,315 -2,107 -2,107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 1.8 4.6 66.7 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 19 9 21 12 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 216,676 COMMITMENTS 102,327 1,964 304 114,045 214,408 216,676 216,676 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -20,956) -11,432 700 304 -9,828 -21,960 -20,956 -20,956 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 0.9 0.1 52.6 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 14 8 16 11 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 482,241 COMMITMENTS 4,288 21,668 16,705 461,248 443,868 482,241 482,241 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -26,223) -392 5,056 -784 -25,047 -30,495 -26,223 -26,223 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.5 3.5 95.6 92.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 1 23 18 25 21 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,187 COMMITMENTS 6,178 0 315 23,420 29,492 29,913 29,807 274 380 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,618) 21 0 0 -1,128 -1,596 -1,107 -1,596 -511 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 1.0 77.6 97.7 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 24 22 27 23 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,454 COMMITMENTS 0 1,038 0 6,057 5,141 6,057 6,179 397 275 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,101) 0 22 -44 -945 -1,057 -989 -1,079 -112 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.1 0.0 93.8 79.7 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 0 15 11 15 14 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,378 COMMITMENTS 1,189 600 124 15,789 16,486 17,102 17,210 276 168 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -581) -22 0 20 -514 -601 -516 -581 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 3.5 0.7 90.9 94.9 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 19 21 24 23 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 249,318 COMMITMENTS 43,568 0 704 205,046 248,614 249,318 249,318 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -9,795) -1,568 0 -392 -7,835 -9,403 -9,795 -9,795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.0 0.3 82.2 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 16 17 19 18 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,301 COMMITMENTS 2,228 0 207 12,572 15,011 15,007 15,218 294 83 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,325) -242 0 -24 -1,035 -1,256 -1,301 -1,280 -24 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 1.4 82.2 98.1 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 0 3 18 24 25 27 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 166,958 COMMITMENTS 6,545 0 352 160,061 166,606 166,958 166,958 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -16,763) -24 0 -392 -16,347 -16,371 -16,763 -16,763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.2 95.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 22 20 23 21 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,338 COMMITMENTS 0 3,503 1,766 19,572 16,069 21,338 21,338 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 127) 0 25 0 127 102 127 127 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.4 8.3 91.7 75.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 16 18 17 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 154,757 COMMITMENTS 7,058 0 654 147,045 154,103 154,757 154,757 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 2,881) 0 0 0 2,881 2,881 2,881 2,881 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 0.4 95.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 12 14 13 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 802,818 COMMITMENTS 0 34,220 0 802,818 768,598 802,818 802,818 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -10,699) 0 -7,840 0 -10,699 -2,859 -10,699 -10,699 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 14 18 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 227,340 COMMITMENTS 2,150 3,225 0 225,190 224,115 227,340 227,340 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -5,500) 2,150 0 0 -7,650 -5,500 -5,500 -5,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.4 0.0 99.1 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 21 14 22 15 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 289,830 COMMITMENTS 0 6,425 0 289,830 283,405 289,830 289,830 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -13,645) 0 6,425 0 -13,645 -20,070 -13,645 -13,645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 100.0 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 11 22 12 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 1,019,775 COMMITMENTS 0 23,360 0 1019775 996,415 1019775 1019775 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -41,090) 0 23,360 0 -41,090 -64,450 -41,090 -41,090 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 6 18 7 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 170,855 COMMITMENTS 0 0 0 170,855 170,855 170,855 170,855 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,730) 0 0 0 -1,730 -1,730 -1,730 -1,730 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: 22) 0 0 0 15 14 15 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 640,210 COMMITMENTS 0 0 0 640,210 640,210 640,210 640,210 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -17,690) 0 0 0 -17,690 -17,690 -17,690 -17,690 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 16 13 16 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 364,630 COMMITMENTS 0 1,100 1,050 363,580 362,480 364,630 364,630 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -25,205) 0 1,100 1,050 -26,255 -27,355 -25,205 -25,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.3 99.7 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 15 23 16 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,207,850 COMMITMENTS 0 0 0 1207850 1207850 1207850 1207850 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -87,336) 0 0 0 -87,336 -87,336 -87,336 -87,336 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 21 14 21 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,876,338 COMMITMENTS 0 0 0 1876338 1876338 1876338 1876338 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -112,022) 0 0 0 -112,022 -112,022 -112,022 -112,022 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 9 21 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 509,070 COMMITMENTS 0 0 0 509,070 509,070 509,070 509,070 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -25,660) 0 0 0 -25,660 -25,660 -25,660 -25,660 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 21 10 21 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,159,114 COMMITMENTS 132,034 0 0 9027080 9159114 9159114 9159114 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -380,268) -14,664 0 0 -365,604 -380,268 -380,268 -380,268 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: 47) 2 0 0 40 31 42 31 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,181,320 COMMITMENTS 39,525 0 3,150 3138645 3178170 3181320 3181320 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 10,495) -5,295 0 1,050 14,740 9,445 10,495 10,495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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: 55) 4 0 1 42 34 46 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,159,701 COMMITMENTS 501,983 200,722 106,590 2551128 2852389 3159701 3159701 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -130,861) -8,851 4,501 -8,671 -109,909 -124,911 -127,431 -129,081 -3,430 -1,780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 6.4 3.4 80.7 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 6 10 7 42 41 55 51 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,835,882 COMMITMENTS 123,668 205,880 177,910 6533897 6452092 6835475 6835882 407 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -115,222) 4,373 15,480 -6,272 -113,323 -124,430 -115,222 -115,222 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.0 2.6 95.6 94.4 100.0 100.0 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 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 631,790 COMMITMENTS 3,630 3,100 2,150 626,010 626,540 631,790 631,790 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,310) -2,200 -1,100 0 890 -210 -1,310 -1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.5 0.3 99.1 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 34 16 36 18 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,322,088 COMMITMENTS 7,040 0 0 2315048 2322088 2322088 2322088 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 207) -7,840 0 0 8,047 207 207 207 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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: 32) 1 0 0 30 15 31 15 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 127,700 COMMITMENTS 20,420 11,450 3,125 102,005 112,125 125,550 126,700 2,150 1,000 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 8,825) 9,575 -880 -1,210 482 11,905 8,847 9,815 -22 -990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 9.0 2.4 79.9 87.8 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 19 18 22 21 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 253,849 COMMITMENTS 45,784 0 2,816 205,249 251,033 253,849 253,849 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 54,318) 20,704 -2,816 2,816 30,798 54,318 54,318 54,318 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.0 1.1 80.9 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 17 11 19 12 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 133,092 COMMITMENTS 1,100 15,737 3,520 128,472 113,835 133,092 133,092 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 152) -1,792 1,340 1,107 837 -2,295 152 152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 11.8 2.6 96.5 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 5 2 26 18 30 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 260,523 COMMITMENTS 0 11,341 2,035 258,488 246,795 260,523 260,171 0 352 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -13,073) 0 -7,915 2,035 -15,108 -7,193 -13,073 -13,073 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.8 99.2 94.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 13 17 14 19 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 02/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 103,523 COMMITMENTS 4,720 1,100 0 98,803 102,423 103,523 103,523 0 0 CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 1,993) -330 0 0 2,389 1,993 2,059 1,993 -66 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.1 0.0 95.4 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 16 13 18 15
Updated February 14, 2014