CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 5,067 COMMITMENTS 397 1,022 150 4,467 3,845 5,014 5,017 53 50 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 20.2 3.0 88.2 75.9 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 9 4 15 8 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,780,576 COMMITMENTS 1169756 84,185 1575991 2992090 4103591 5737837 5763767 42,739 16,809 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,578) 32,782 -9,215 -53,744 17,208 58,810 -3,754 -4,149 2,176 2,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 1.5 27.3 51.8 71.0 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 56 17 57 141 121 211 183 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 866,454 COMMITMENTS 125,331 214,816 226,441 511,584 423,069 863,356 864,326 3,098 2,128 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 168,292) 87,487 85,140 20,393 58,162 61,297 166,042 166,830 2,250 1,462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 24.8 26.1 59.0 48.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 20 20 27 41 42 76 74 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,499 COMMITMENTS 34,165 7,418 6,073 197,276 236,758 237,514 250,249 18,985 6,250 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -413) -1,682 895 -142 -184 -975 -2,008 -222 1,595 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.9 2.4 76.9 92.3 92.6 97.6 7.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 7 29 28 37 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 157,193 COMMITMENTS 16,069 3,749 2,183 132,528 148,391 150,780 154,323 6,413 2,870 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -12,170) 3,290 276 -1,221 -14,423 -11,164 -12,354 -12,109 184 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 2.4 1.4 84.3 94.4 95.9 98.2 4.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 4 3 29 29 33 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 221,119 COMMITMENTS 26,364 2,980 6,048 177,868 203,134 210,280 212,162 10,839 8,957 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,641) 1,073 -3,929 1,170 637 3,744 2,880 985 -239 1,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 1.3 2.7 80.4 91.9 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 25 27 30 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 822,507 COMMITMENTS 49,107 3,768 8,143 757,461 802,789 814,711 814,700 7,796 7,807 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 12,634) 1,143 785 3,109 5,590 10,257 9,842 14,151 2,792 -1,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 0.5 1.0 92.1 97.6 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 2 4 52 38 58 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,683 COMMITMENTS 33,443 17,652 721 224,339 241,486 258,503 259,859 8,180 6,824 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 16,533) 6,859 492 104 10,306 16,330 17,269 16,926 -736 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 6.6 0.3 84.1 90.6 96.9 97.4 3.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 8 2 2 29 31 37 35 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,110 COMMITMENTS 1,764 0 2,283 231,384 231,614 235,431 233,897 3,679 5,213 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,178) 1,754 -999 657 72 2,605 2,483 2,263 -305 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 1.0 96.8 96.9 98.5 97.8 1.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 0 3 35 32 38 35 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,248 COMMITMENTS 7,878 0 1,531 72,305 74,024 81,714 75,555 5,534 11,693 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,142) 4,217 0 -1,060 -1,658 2,229 1,499 1,169 643 973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 1.8 82.9 84.8 93.7 86.6 6.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 15 20 18 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 143,976 COMMITMENTS 19,537 12,126 10,298 102,959 112,017 132,794 134,441 11,182 9,535 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,621) 1,315 -338 404 -2,294 -3,743 -575 -3,677 2,196 5,298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.4 7.2 71.5 77.8 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 3 24 27 28 30 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,555 COMMITMENTS 5,260 451 1,054 13,078 19,416 19,392 20,921 2,163 634 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,356) 1,519 -1,147 1,054 -499 2,567 2,074 2,474 282 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 2.1 4.9 60.7 90.1 90.0 97.1 10.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 1 2 12 12 19 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,940 COMMITMENTS 0 8,977 5,401 65,478 57,236 70,879 71,614 10,061 9,326 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 893) 0 1,143 -27 1,449 816 1,422 1,932 -529 -1,039 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.1 6.7 80.9 70.7 87.6 88.5 12.4 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 17 17 19 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 178,669 COMMITMENTS 0 193 996 171,989 172,684 172,985 173,873 5,684 4,796 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,004) -81 193 -27 5,349 3,329 5,241 3,495 -2,237 -491 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.6 96.3 96.7 96.8 97.3 3.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 28 24 29 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,588 COMMITMENTS 0 0 0 78,208 86,034 78,208 86,034 11,380 3,554 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,047) 0 0 0 5,016 3,915 5,016 3,915 31 1,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.3 96.0 87.3 96.0 12.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 22 21 22 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 299,771 COMMITMENTS 3,938 4,128 2,013 289,509 286,077 295,460 292,218 4,311 7,553 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,338) 1,754 1,001 -834 3,731 4,881 4,651 5,048 -313 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.4 0.7 96.6 95.4 98.6 97.5 1.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 2 1 45 42 47 45 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,829 COMMITMENTS 3,153 14,420 2,252 76,657 61,807 82,062 78,479 3,767 7,350 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 530) -2,754 977 675 2,153 -1,060 74 592 456 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 16.8 2.6 89.3 72.0 95.6 91.4 4.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 22 21 26 25 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,185 COMMITMENTS 0 1,366 2,414 64,031 66,208 66,445 69,988 9,740 6,197 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,588) 0 -530 272 3,986 6,276 4,258 6,018 -670 -2,430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 3.2 84.0 86.9 87.2 91.9 12.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 15 19 16 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,343 COMMITMENTS 15,293 8,413 4,162 107,214 109,587 126,669 122,162 2,674 7,181 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 13,084) 4,588 1,618 25 7,487 9,900 12,100 11,543 984 1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 6.5 3.2 82.9 84.7 97.9 94.4 2.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 7 3 3 19 34 28 38 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,637 COMMITMENTS 39,988 5,008 8,979 58,079 92,937 107,046 106,924 1,591 1,713 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 15,308) 2,418 -335 2,102 10,594 13,334 15,114 15,101 194 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 4.6 8.3 53.5 85.5 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 4 3 26 41 38 47 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,152 COMMITMENTS 802 0 0 26,198 26,633 27,000 26,633 2,152 2,519 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,309) 186 0 0 3,937 3,922 4,123 3,922 186 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 89.9 91.4 92.6 91.4 7.4 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 16 20 17 20 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,357 COMMITMENTS 0 5,076 0 95,685 96,292 95,685 101,368 17,672 11,989 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,991) 0 0 0 2,857 8,838 2,857 8,838 3,134 -2,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 84.4 84.9 84.4 89.4 15.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 31 27 31 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,439 COMMITMENTS 4,717 0 1,513 54,702 59,914 60,932 61,427 7,507 7,012 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,960) -1,992 0 1,068 2,646 906 1,722 1,974 238 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 2.2 79.9 87.5 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 15 15 17 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,182 COMMITMENTS 0 4,212 913 104,516 92,098 105,429 97,223 5,753 13,959 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 573) 0 -442 540 -152 1,239 388 1,337 185 -764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.8 94.0 82.8 94.8 87.4 5.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 23 27 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,257 COMMITMENTS 0 214 601 65,527 64,766 66,128 65,581 7,129 7,676 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,060) -302 214 -189 -190 604 -681 629 1,741 431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.8 89.4 88.4 90.3 89.5 9.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 16 14 17 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,203 COMMITMENTS 3,088 0 0 65,607 71,696 68,695 71,696 7,508 4,507 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,519) 888 0 0 1,278 1,637 2,166 1,637 353 882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.0 0.0 86.1 94.1 90.1 94.1 9.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 18 13 20 13 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,863 COMMITMENTS 7,867 212 124 22,322 29,369 30,313 29,705 550 1,158 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,271) 93 -837 -62 1,436 1,922 1,467 1,023 -196 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 0.7 0.4 72.3 95.2 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 1 14 18 20 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,642 COMMITMENTS 0 4,262 549 111,573 112,616 112,122 117,427 8,520 3,215 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -3,121) 0 654 -138 -3,718 -2,809 -3,856 -2,293 735 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.5 92.5 93.3 92.9 97.3 7.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 19 16 20 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 288,341 COMMITMENTS 807 43,348 6,628 263,781 227,770 271,216 277,746 17,125 10,595 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -505) -1,734 4,351 1,566 -755 -6,076 -923 -159 418 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 15.0 2.3 91.5 79.0 94.1 96.3 5.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 3 33 28 37 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,375 COMMITMENTS 7,165 310 0 24,477 31,320 31,642 31,630 733 745 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,395) -41 310 0 1,346 816 1,305 1,126 90 269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 1.0 0.0 75.6 96.7 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 1 0 15 19 22 20 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,365 COMMITMENTS 0 0 0 26,665 30,210 26,665 30,210 3,700 155 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -937) 0 0 0 -1,577 -875 -1,577 -875 640 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.8 99.5 87.8 99.5 12.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 18 13 18 TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 21,291 COMMITMENTS 0 0 0 16,644 18,319 16,644 18,319 4,647 2,972 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 60) 0 0 0 122 -124 122 -124 -62 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 78.2 86.0 78.2 86.0 21.8 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,075 COMMITMENTS 2,934 0 0 39,124 43,370 42,058 43,370 2,017 705 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,767) 310 0 0 1,886 1,752 2,196 1,752 -429 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 88.8 98.4 95.4 98.4 4.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 18 19 19 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 275,404 COMMITMENTS 2,448 34,001 4,935 258,079 233,656 265,462 272,592 9,942 2,812 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,010) -3,001 723 588 5,172 2,794 2,759 4,105 1,251 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 12.3 1.8 93.7 84.8 96.4 99.0 3.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 5 5 39 35 45 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 88,988 COMMITMENTS 8,679 0 0 75,791 83,529 84,470 83,529 4,518 5,459 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 728) -308 0 0 266 -400 -42 -400 770 1,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.0 85.2 93.9 94.9 93.9 5.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 0 22 20 24 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,986 COMMITMENTS 0 0 0 68,950 73,512 68,950 73,512 7,036 2,474 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -307) 0 0 0 -1,073 -394 -1,073 -394 766 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.7 96.7 90.7 96.7 9.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 16 18 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,271 COMMITMENTS 943 1,490 1,637 67,334 70,372 69,914 73,499 11,357 7,772 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -370) 31 -1,545 -173 -2,516 0 -2,658 -1,718 2,288 1,348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 2.0 82.9 86.6 86.0 90.4 14.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 14,232 COMMITMENTS 280 615 0 13,331 11,786 13,611 12,401 621 1,831 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 4.3 0.0 93.7 82.8 95.6 87.1 4.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 9 13 10 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 151,873 COMMITMENTS 15,595 6,160 11,267 123,758 133,153 150,620 150,580 1,253 1,293 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,472) -1,924 767 1,130 2,053 -507 1,259 1,390 213 82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 4.1 7.4 81.5 87.7 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 8 6 11 56 56 68 69 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 60,626 COMMITMENTS 6,417 228 1,562 52,647 58,812 60,626 60,602 0 24 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,684) 699 -157 -180 4,165 5,021 4,684 4,684 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 0.4 2.6 86.8 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 27 22 31 24 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 481,901 COMMITMENTS 304 12,726 20,351 461,246 448,824 481,901 481,901 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,919) -680 912 -320 -919 -2,511 -1,919 -1,919 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.6 4.2 95.7 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 21 22 24 24 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,535,916 COMMITMENTS 21,169 352 35,027 1475472 1496289 1531668 1531668 4,248 4,248 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 25,283) 1,837 -2,475 2,866 16,332 20,644 21,035 21,035 4,248 4,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 2.3 96.1 97.4 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 1 5 44 44 50 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,242 COMMITMENTS 1,100 9,016 3,818 43,324 35,408 48,242 48,242 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 858) -234 -24 103 989 779 858 858 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 18.7 7.9 89.8 73.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 4 25 22 30 28 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 339,025 COMMITMENTS 7,504 28,276 28,878 302,643 281,871 339,025 339,025 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -671) 0 0 -648 -23 -23 -671 -671 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.3 8.5 89.3 83.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 15 14 18 16 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 530,951 COMMITMENTS 30,850 0 10,591 489,510 520,360 530,951 530,951 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 14,453) -3,928 -352 3,544 14,837 11,261 14,453 14,453 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 2.0 92.2 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 0 1 29 31 33 32 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,961 COMMITMENTS 4,988 170 1,994 45,622 49,353 52,604 51,517 357 1,444 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,680) 70 -170 150 1,441 1,637 1,661 1,617 19 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.3 3.8 86.1 93.2 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 3 31 32 36 35 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 3,558,270 COMMITMENTS 0 0 0 3558270 3558270 3558270 3558270 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 42,570) -7,750 0 0 50,320 42,570 42,570 42,570 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 13 19 13 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 5,500 COMMITMENTS 550 1,250 50 4,850 3,450 5,450 4,750 50 750 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -3,500) 550 650 -300 -3,600 -3,150 -3,350 -2,800 -150 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 22.7 0.9 88.2 62.7 99.1 86.4 0.9 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 17 8 18 11 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,350,150 COMMITMENTS 0 0 0 1350150 1350150 1350150 1350150 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,900) -2,100 0 0 34,000 31,900 31,900 31,900 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: 30) 0 0 0 23 13 23 13 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 810,920 COMMITMENTS 0 0 0 810,920 810,920 810,920 810,920 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 20,400) 0 0 0 20,400 20,400 20,400 20,400 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 13 17 13 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 284,952 COMMITMENTS 8,288 0 3,888 272,368 280,656 284,544 284,544 408 408 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 392) 0 0 0 -16 -16 -16 -16 408 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 1.4 95.6 98.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 1 24 18 25 19 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,974 COMMITMENTS 1,996 318 106 9,641 11,489 11,743 11,913 231 61 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 401) 105 -21 0 382 657 487 636 -86 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 2.7 0.9 80.5 95.9 98.1 99.5 1.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 15 21 21 23 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,208,660 COMMITMENTS 46,500 58,770 93,280 1068880 1056610 1208660 1208660 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 4.9 7.7 88.4 87.4 100.0 100.0 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MwH OPEN INTEREST: 118,935 COMMITMENTS 0 6,925 0 118,935 112,010 118,935 118,935 0 0 CHANGES FROM 02/18/14 (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: 22) 0 1 0 14 10 14 11 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 329,710 COMMITMENTS 8,400 0 0 321,310 329,710 329,710 329,710 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 6,510) 0 0 0 6,510 6,510 6,510 6,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 20 14 21 14 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 199,351 COMMITMENTS 2,625 0 0 196,726 199,351 199,351 199,351 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 6,400) 0 0 0 6,400 6,400 6,400 6,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 25 18 26 18 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,596 COMMITMENTS 782 308 601 21,830 21,262 23,213 22,171 383 1,425 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 345) 0 0 0 406 365 406 365 -61 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.3 2.5 92.5 90.1 98.4 94.0 1.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 28 25 29 27 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,984,103 COMMITMENTS 0 321,297 287,965 2696138 2374841 2984103 2984103 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,487) 0 19,416 0 31,487 12,071 31,487 31,487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 9.6 90.4 79.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 4 1 32 31 33 35 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 897,647 COMMITMENTS 17,985 76,308 69,103 810,539 752,236 897,627 897,647 20 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,837) 525 5,361 615 10,697 5,903 11,837 11,879 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 8.5 7.7 90.3 83.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 7 5 39 30 45 38 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,153,228 COMMITMENTS 0 0 0 2153228 2153228 2153228 2153228 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 48,677) 0 0 0 48,677 48,677 48,677 48,677 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 NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 635,195 COMMITMENTS 0 0 0 635,195 635,195 635,195 635,195 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 10,180) 0 0 0 10,180 10,180 10,180 10,180 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: 32) 0 0 0 27 15 27 15 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 513,430 COMMITMENTS 107,893 0 24,672 380,865 488,758 513,430 513,430 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 8,457) -2,368 0 3,624 7,201 4,833 8,457 8,457 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 0.0 4.8 74.2 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 3 33 29 36 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,438 COMMITMENTS 6,522 1,923 754 27,998 33,656 35,274 36,333 1,164 105 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 106) -64 3 105 64 18 105 126 1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.3 2.1 76.8 92.4 96.8 99.7 3.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 3 31 33 36 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,637 COMMITMENTS 7,351 153 1,281 18,005 25,203 26,637 26,637 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -324) -391 -235 53 14 -142 -324 -324 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 0.6 4.8 67.6 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 20 13 24 16 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 219,538 COMMITMENTS 102,579 2,216 1,308 115,651 216,014 219,538 219,538 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,908) 252 952 1,004 1,652 952 2,908 2,908 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 1.0 0.6 52.7 98.4 100.0 100.0 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 492,836 COMMITMENTS 4,288 21,668 16,705 471,843 454,463 492,836 492,836 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,931) 0 0 0 5,931 5,931 5,931 5,931 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.4 3.4 95.7 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 23 18 25 21 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,571 COMMITMENTS 6,262 0 252 23,485 29,898 29,999 30,150 572 421 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2) 42 0 -21 -317 -18 -296 -39 298 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 0.8 76.8 97.8 98.1 98.6 1.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 23 19 26 20 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,772 COMMITMENTS 0 1,017 0 6,395 5,501 6,395 6,518 377 254 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 42) 0 -21 0 21 63 21 42 21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.0 0.0 94.4 81.2 94.4 96.2 5.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 16 12 16 15 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,509 COMMITMENTS 1,062 366 230 15,941 16,724 17,233 17,320 276 189 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 474) 256 -169 148 70 474 474 453 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.1 1.3 91.0 95.5 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 20 20 24 22 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 250,461 COMMITMENTS 9,775 0 0 240,686 250,461 250,461 250,461 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,143) 407 0 0 736 1,143 1,143 1,143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 96.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 0 17 19 20 19 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,494 COMMITMENTS 2,119 0 230 12,874 14,967 15,223 15,197 271 297 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -104) -86 0 65 -20 -127 -41 -62 -63 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.0 1.5 83.1 96.6 98.3 98.1 1.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 0 3 19 23 26 26 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 170,616 COMMITMENTS 6,874 407 352 163,390 169,857 170,616 170,616 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 446) -814 407 0 1,260 39 446 446 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.2 0.2 95.8 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 1 22 19 23 21 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,164 COMMITMENTS 0 3,555 1,766 20,398 16,843 22,164 22,164 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 284) 0 52 0 284 232 284 284 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.0 8.0 92.0 76.0 100.0 100.0 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 158,665 COMMITMENTS 7,058 0 654 150,953 158,011 158,665 158,665 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 2,931) 0 0 0 2,931 2,931 2,931 2,931 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.4 95.1 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 13 14 14 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| 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 02/18/14 (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 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 230,540 COMMITMENTS 2,150 3,225 0 228,390 227,315 230,540 230,540 0 0 CHANGES FROM 02/18/14 (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 0.9 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 303,130 COMMITMENTS 1,050 10,675 0 302,080 292,455 303,130 303,130 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 5,350) 1,050 2,150 0 4,300 3,200 5,350 5,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.5 0.0 99.7 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 22 13 23 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| 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 02/18/14 (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 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 169,805 COMMITMENTS 0 0 0 169,805 169,805 169,805 169,805 0 0 CHANGES FROM 02/18/14 (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: 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 638,175 COMMITMENTS 0 0 0 638,175 638,175 638,175 638,175 0 0 CHANGES FROM 02/18/14 (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 16 13 16 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 369,825 COMMITMENTS 0 1,100 1,050 368,775 367,675 369,825 369,825 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,250) 0 0 0 4,250 4,250 4,250 4,250 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 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,219,700 COMMITMENTS 0 0 0 1219700 1219700 1219700 1219700 0 0 CHANGES FROM 02/18/14 (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 21 14 21 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,022,370 COMMITMENTS 0 0 0 2022370 2022370 2022370 2022370 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 101,462) 0 0 0 101,462 101,462 101,462 101,462 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 22 8 22 8 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 546,635 COMMITMENTS 0 0 0 546,635 546,635 546,635 546,635 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 26,065) 0 0 0 26,065 26,065 26,065 26,065 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 23 9 23 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,347,781 COMMITMENTS 149,969 0 0 9197812 9347781 9347781 9347781 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 104,167) 4,070 0 0 100,097 104,167 104,167 104,167 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 0 0 41 34 43 34 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,330,075 COMMITMENTS 44,975 100 5,150 3279950 3324825 3330075 3330075 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 51,130) 3,350 100 2,000 45,780 49,030 51,130 51,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 0.2 98.5 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 1 1 42 35 46 36 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,228,223 COMMITMENTS 496,971 187,406 133,035 2598217 2907782 3228223 3228223 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 34,984) -2,490 2,732 18,445 19,029 13,807 34,984 34,984 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.8 4.1 80.5 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 4 9 8 43 42 54 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,944,150 COMMITMENTS 145,122 205,880 136,776 6662252 6601494 6944150 6944150 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -48,439) 0 0 0 -48,032 -48,439 -48,032 -48,439 -407 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.0 2.0 95.9 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 2 35 30 38 34 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 647,745 COMMITMENTS 4,255 7,975 1,000 642,490 638,770 647,745 647,745 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,095) 1,575 3,725 0 2,520 370 4,095 4,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.2 0.2 99.2 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 1 34 17 36 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,380,868 COMMITMENTS 7,040 11,830 0 2373828 2369038 2380868 2380868 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 4,070) 0 0 0 4,070 4,070 4,070 4,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.5 0.0 99.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 31 15 32 16 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 167,315 COMMITMENTS 20,210 11,450 1,590 143,365 153,275 165,165 166,315 2,150 1,000 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,410) 0 0 0 11,410 11,410 11,410 11,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 6.8 1.0 85.7 91.6 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 22 21 24 23 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 337,567 COMMITMENTS 48,400 0 0 289,167 337,567 337,567 337,567 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 83,718) 23,320 0 0 60,398 83,718 83,718 83,718 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 0.0 85.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 13 21 13 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 163,037 COMMITMENTS 1,100 21,822 3,520 158,417 137,695 163,037 163,037 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 27,820) 0 6,610 0 27,820 21,210 27,820 27,820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.4 2.2 97.2 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 5 2 27 23 31 28 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 341,404 COMMITMENTS 0 11,341 4,070 337,334 325,641 341,404 341,052 0 352 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 66,379) 0 -2,035 2,035 64,344 66,379 66,379 66,379 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 1.2 98.8 95.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 17 20 19 22 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 120,233 COMMITMENTS 5,455 7,500 0 114,778 112,733 120,233 120,233 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 9,235) 735 0 0 8,500 9,235 9,235 9,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.2 0.0 95.5 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 0 18 13 20 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 02/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 144,199 COMMITMENTS 23,320 0 0 120,879 144,199 144,199 144,199 0 0 CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 8,369) 0 0 0 8,369 8,369 8,369 8,369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 0.0 0.0 83.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 13 14 13
Updated February 28, 2014