CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 5,069 COMMITMENTS 694 1,111 50 4,279 3,878 5,023 5,039 46 30 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 115) 120 60 50 -50 5 120 115 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 21.9 1.0 84.4 76.5 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 1 8 4 15 8 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 17,300 COMMITMENTS 7,760 2,699 1,220 8,320 13,381 17,300 17,300 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,475) 5 50 -150 1,620 1,575 1,475 1,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 15.6 7.1 48.1 77.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 2 5 9 6 19 12 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 7,185 COMMITMENTS 1,625 400 1,050 4,510 5,735 7,185 7,185 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 890) -100 0 100 890 795 890 895 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 5.6 14.6 62.8 79.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 3 2 11 7 15 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,389,046 COMMITMENTS 1000906 148,799 1437045 2914916 3785105 5352867 5370949 36,179 18,097 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -45,957) -49,565 15,231 -17,380 22,007 -46,441 -44,938 -48,590 -1,019 2,633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 2.8 26.7 54.1 70.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 47 22 58 137 116 203 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 703,152 COMMITMENTS 52,302 122,503 211,882 438,120 368,007 702,304 702,392 848 760 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 75,635) 7,740 32,563 37,513 30,382 5,559 75,635 75,635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 17.4 30.1 62.3 52.3 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 16 22 36 36 64 63 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 263,797 COMMITMENTS 45,215 7,080 5,546 194,340 244,809 245,101 257,435 18,696 6,362 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 835) 4,147 -1,759 343 -1,998 3,749 2,492 2,333 -1,657 -1,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 2.7 2.1 73.7 92.8 92.9 97.6 7.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 8 1 6 28 28 37 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 146,329 COMMITMENTS 13,366 3,387 2,258 122,175 137,552 137,799 143,197 8,530 3,132 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -2,862) -3,098 147 257 236 -2,289 -2,605 -1,885 -257 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 2.3 1.5 83.5 94.0 94.2 97.9 5.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 4 3 26 25 30 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 222,389 COMMITMENTS 32,470 4,844 7,070 171,704 202,858 211,244 214,772 11,145 7,617 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,296) 1,189 1,548 1,014 63 1,167 2,266 3,729 30 -1,433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 2.2 3.2 77.2 91.2 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 3 22 25 27 29 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 808,374 COMMITMENTS 51,387 5,015 12,265 737,741 780,092 801,393 797,372 6,981 11,002 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -566) 2,511 1,798 -87 -4,227 -2,541 -1,803 -830 1,237 264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.6 1.5 91.3 96.5 99.1 98.6 0.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 3 3 50 39 55 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,488 COMMITMENTS 28,063 16,369 1,572 203,448 221,253 233,083 239,194 12,405 6,294 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -6,584) -580 0 488 -6,020 -7,084 -6,112 -6,596 -472 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 6.7 0.6 82.9 90.1 94.9 97.4 5.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 26 26 30 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 219,576 COMMITMENTS 1,247 0 3,287 207,693 210,347 212,227 213,634 7,349 5,942 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4,972) -2,081 0 1,516 4,964 2,482 4,399 3,998 573 974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 1.5 94.6 95.8 96.7 97.3 3.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 3 30 28 33 31 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,021 COMMITMENTS 6,775 0 994 73,271 73,224 81,040 74,218 6,981 13,803 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,896) -1,087 0 326 3,160 4,855 2,399 5,181 497 -2,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 1.1 83.2 83.2 92.1 84.3 7.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 1 15 17 17 18 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 139,522 COMMITMENTS 11,158 8,631 14,421 104,061 110,131 129,640 133,183 9,882 6,339 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,780) -2,964 -3,805 2,364 1 964 -599 -477 -1,181 -1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 6.2 10.3 74.6 78.9 92.9 95.5 7.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 23 25 28 29 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,695 COMMITMENTS 0 7,470 5,225 60,792 53,885 66,017 66,580 9,678 9,115 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,171) 0 152 58 1,571 931 1,629 1,141 -458 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.9 6.9 80.3 71.2 87.2 88.0 12.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 16 16 18 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 173,040 COMMITMENTS 1,534 0 711 162,668 167,602 164,913 168,313 8,127 4,727 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,042) -465 0 -113 1,316 1,767 738 1,654 304 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.4 94.0 96.9 95.3 97.3 4.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 27 24 29 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,065 COMMITMENTS 0 0 0 80,218 86,307 80,218 86,307 10,847 4,758 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -155) 0 0 0 500 -179 500 -179 -655 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 94.8 88.1 94.8 11.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 20 22 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 300,591 COMMITMENTS 8,405 6,357 1,894 281,605 282,389 291,904 290,640 8,687 9,951 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 7,051) 795 88 -546 7,696 8,151 7,945 7,693 -894 -642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.1 0.6 93.7 93.9 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 1 40 36 42 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,714 COMMITMENTS 38 14,585 2,183 73,346 56,049 75,567 72,817 6,147 8,897 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -841) 0 -185 238 -396 -678 -158 -625 -683 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.8 2.7 89.8 68.6 92.5 89.1 7.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 3 19 15 22 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,066 COMMITMENTS 5,517 10,760 1,812 84,173 77,405 91,502 89,977 3,564 5,089 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 628) -542 2,280 0 -329 120 -871 2,400 1,499 -1,772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 11.3 1.9 88.5 81.4 96.3 94.6 3.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 3 1 7 10 10 14 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,288 COMMITMENTS 15,271 7,418 7,696 54,586 62,399 77,553 77,513 735 775 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,092) -1,637 1,257 903 -430 -2,396 -1,164 -236 72 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 9.5 9.8 69.7 79.7 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 12 4 5 24 34 39 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,311 COMMITMENTS 0 0 0 30,446 30,396 30,446 30,396 1,865 1,915 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,783) 0 0 0 5,843 5,669 5,843 5,669 -60 114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 94.1 94.2 94.1 5.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 14 15 14 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,877 COMMITMENTS 300 4,258 0 91,305 90,413 91,605 94,671 15,272 12,206 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,948) 0 0 0 -4,625 -3,868 -4,625 -3,868 677 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 4.0 0.0 85.4 84.6 85.7 88.6 14.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 23 28 24 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,911 COMMITMENTS 0 4,557 929 96,543 85,518 97,472 91,004 5,439 11,907 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -1,190) 0 -422 -68 -1,122 -156 -1,190 -646 0 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.9 93.8 83.1 94.7 88.4 5.3 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 18 21 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,759 COMMITMENTS 0 4,284 1,155 106,586 107,079 107,741 112,518 8,018 3,241 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 961) 0 -97 519 684 -317 1,203 105 -242 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 1.0 92.1 92.5 93.1 97.2 6.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 15 13 16 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 290,783 COMMITMENTS 2,690 56,301 5,398 262,558 217,655 270,646 279,354 20,137 11,429 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -566) -116 899 -271 2,160 -9 1,773 619 -2,339 -1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 19.4 1.9 90.3 74.9 93.1 96.1 6.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 3 3 30 21 33 25 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,076 COMMITMENTS 4,579 310 124 20,792 25,058 25,495 25,492 581 584 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 2,076) 176 0 124 1,536 1,926 1,836 2,050 240 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 1.2 0.5 79.7 96.1 97.8 97.8 2.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 1 16 15 20 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,810 COMMITMENTS 2,878 0 0 36,245 40,252 39,123 40,252 1,687 558 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 946) 0 0 0 946 946 946 946 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.0 0.0 88.8 98.6 95.9 98.6 4.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 13 15 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 270,289 COMMITMENTS 3,801 37,286 3,473 253,863 225,007 261,137 265,766 9,152 4,523 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 764) -126 1,844 -847 4,700 163 3,727 1,160 -2,963 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 13.8 1.3 93.9 83.2 96.6 98.3 3.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 4 5 39 30 45 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 87,410 COMMITMENTS 8,676 0 0 71,994 83,302 80,670 83,302 6,740 4,108 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,005) 0 0 0 1,951 2,261 1,951 2,261 -946 -1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.0 82.4 95.3 92.3 95.3 7.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 14 18 14 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 80,873 COMMITMENTS 0 0 0 74,361 77,087 74,361 77,087 6,512 3,786 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 6,940) 0 0 0 8,302 6,112 8,302 6,112 -1,362 828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.9 95.3 91.9 95.3 8.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 17 18 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 147,641 COMMITMENTS 15,583 5,675 12,439 118,450 128,271 146,472 146,385 1,169 1,256 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,650) -245 -564 1,310 2,586 2,840 3,651 3,586 -1 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 3.8 8.4 80.2 86.9 99.2 99.1 0.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 8 6 11 51 55 63 68 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 56,448 COMMITMENTS 4,456 476 2,164 49,828 53,808 56,448 56,448 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -700) -877 -156 413 -236 -957 -700 -700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.8 3.8 88.3 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 3 22 21 25 24 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 455,562 COMMITMENTS 0 16,206 19,767 435,795 419,589 455,562 455,562 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -7,928) 0 896 320 -8,248 -9,144 -7,928 -7,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 4.3 95.7 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 21 23 22 25 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,521,265 COMMITMENTS 31,091 17,469 47,516 1441522 1455144 1520129 1520129 1,136 1,136 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,173) 36 14,481 -2,737 7,874 -6,571 5,173 5,173 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.1 3.1 94.8 95.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 2 4 40 42 46 47 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,639 COMMITMENTS 568 8,294 3,975 41,096 33,370 45,639 45,639 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -710) -282 375 78 -506 -1,163 -710 -710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 18.2 8.7 90.0 73.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 3 2 25 23 31 27 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 319,111 COMMITMENTS 304 25,444 28,806 290,001 264,861 319,111 319,111 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -5,359) -4,344 2,928 -72 -943 -8,215 -5,359 -5,359 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.0 9.0 90.9 83.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 17 14 20 17 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 605,087 COMMITMENTS 43,583 0 10,466 551,038 594,621 605,087 605,087 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 66,810) 13,681 0 -2,737 55,866 69,547 66,810 66,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.0 1.7 91.1 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 0 1 29 28 33 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 57,223 COMMITMENTS 6,432 320 2,962 47,426 52,242 56,820 55,524 403 1,699 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,715) 934 87 1,109 3,629 4,585 5,672 5,781 43 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.6 5.2 82.9 91.3 99.3 97.0 0.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 1 3 28 28 33 31 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 3,364,058 COMMITMENTS 0 0 0 3364058 3364058 3364058 3364058 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 51,460) 0 0 0 51,460 51,460 51,460 51,460 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: 29) 0 0 0 21 11 21 11 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 4,050 COMMITMENTS 250 50 100 3,650 3,750 4,000 3,900 50 150 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 0) 150 0 100 -250 50 0 150 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.2 2.5 90.1 92.6 98.8 96.3 1.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 8 13 10 14 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,276,500 COMMITMENTS 0 100 2,100 1274400 1274300 1276500 1276500 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 21,150) 0 100 2,100 19,050 18,950 21,150 21,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.2 99.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 12 24 13 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 765,800 COMMITMENTS 0 18,400 0 765,800 747,400 765,800 765,800 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 39,440) 0 18,400 0 39,440 21,040 39,440 39,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 100.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 18 15 18 16 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 291,128 COMMITMENTS 9,320 0 3,536 277,864 287,184 290,720 290,720 408 408 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 432) 1,816 -408 24 -1,408 816 432 432 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.2 95.4 98.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 22 20 24 22 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,846 COMMITMENTS 1,829 320 215 9,484 11,268 11,528 11,803 318 43 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 43) -43 0 43 87 0 87 43 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.7 1.8 80.1 95.1 97.3 99.6 2.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 13 16 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,173,460 COMMITMENTS 46,500 40,620 93,280 1033680 1039560 1173460 1173460 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.5 7.9 88.1 88.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 11 10 13 12 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 302,045 COMMITMENTS 7,450 9,900 0 294,595 292,145 302,045 302,045 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 17,585) 1,050 8,800 0 16,535 8,785 17,585 17,585 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.3 0.0 97.5 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 22 14 23 15 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 198,846 COMMITMENTS 1,050 0 1,575 196,221 197,271 198,846 198,846 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,100) 0 0 0 1,100 1,100 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.8 98.7 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 23 16 24 17 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,243 COMMITMENTS 768 308 556 20,089 19,886 21,413 20,750 830 1,493 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -58) 179 0 -46 -147 -35 -14 -81 -44 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.4 2.5 90.3 89.4 96.3 93.3 3.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 27 22 30 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,944,682 COMMITMENTS 2,334 297,182 286,493 2655855 2361007 2944682 2944682 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 119,470) 1,520 53,928 -1,472 119,422 67,014 119,470 119,470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 10.1 9.7 90.2 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 1 33 28 35 31 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 897,090 COMMITMENTS 22,740 64,954 78,765 795,585 753,371 897,090 897,090 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 42,396) -1,210 4,143 7,392 36,214 30,861 42,396 42,396 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.2 8.8 88.7 84.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 4 38 28 44 33 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 1,929,836 COMMITMENTS 0 0 0 1929836 1929836 1929836 1929836 0 0 CHANGES FROM 03/11/14 (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: 24) 0 0 0 19 8 19 8 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 560,095 COMMITMENTS 0 0 0 560,095 560,095 560,095 560,095 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,300) 0 0 0 3,300 3,300 3,300 3,300 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 24 15 24 15 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 512,011 COMMITMENTS 84,802 3,384 28,948 398,261 479,679 512,011 512,011 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,140) -19,674 2,280 5,403 19,411 -2,543 5,140 5,140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.7 5.7 77.8 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 3 32 26 35 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 35,730 COMMITMENTS 4,823 1,874 1,464 28,466 32,329 34,753 35,667 977 63 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 569) -1,517 85 465 1,642 62 590 612 -21 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 5.2 4.1 79.7 90.5 97.3 99.8 2.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 4 5 28 30 34 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,249 COMMITMENTS 6,076 0 1,254 15,919 21,995 23,249 23,249 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 260) 54 -205 -1 207 466 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 0.0 5.4 68.5 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 11 23 13 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 212,705 COMMITMENTS 92,007 656 2,736 117,962 209,313 212,705 212,705 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 6,360) 2,248 -1,560 304 3,808 7,616 6,360 6,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.3 0.3 1.3 55.5 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 9 18 12 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 469,653 COMMITMENTS 3,936 18,788 17,457 448,260 433,408 469,653 469,653 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 8,344) 0 0 0 8,344 8,344 8,344 8,344 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.0 3.7 95.4 92.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 17 23 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 28,816 COMMITMENTS 6,006 0 275 21,855 28,180 28,136 28,455 680 361 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 594) -129 0 0 596 594 467 594 127 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 1.0 75.8 97.8 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 22 18 25 20 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,265 COMMITMENTS 1,513 576 107 15,281 16,029 16,901 16,712 364 553 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -409) 0 21 0 -368 -365 -368 -344 -41 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 3.3 0.6 88.5 92.8 97.9 96.8 2.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 18 20 23 22 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 244,571 COMMITMENTS 42,018 0 0 202,553 244,571 244,571 244,571 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,763) -368 0 0 6,131 5,763 5,763 5,763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 0.0 0.0 82.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 15 17 18 17 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,654 COMMITMENTS 1,679 0 107 11,719 13,312 13,505 13,419 149 235 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 43) 43 0 -43 43 86 43 43 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 0.8 85.8 97.5 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 2 18 22 23 24 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 166,580 COMMITMENTS 7,988 407 0 158,592 166,173 166,580 166,580 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,440) 0 0 0 5,440 5,440 5,440 5,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.2 0.0 95.2 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 21 20 23 21 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,872 COMMITMENTS 0 3,771 1,386 19,486 15,715 20,872 20,872 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4) 0 532 -456 460 -72 4 4 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 6.6 93.4 75.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 16 18 17 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 152,931 COMMITMENTS 7,666 0 654 144,611 152,277 152,931 152,931 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 0) 608 0 0 -608 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.4 94.6 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 13 13 14 14 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 803,074 COMMITMENTS 0 23,660 0 803,074 779,414 803,074 803,074 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 46,720) 0 0 0 46,720 46,720 46,720 46,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 13 18 14 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 238,795 COMMITMENTS 2,150 3,225 0 236,645 235,570 238,795 238,795 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 27,155) 0 0 0 27,155 27,155 27,155 27,155 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: 28) 1 1 0 20 13 21 14 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 327,405 COMMITMENTS 1,050 10,675 0 326,355 316,730 327,405 327,405 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 25,550) 0 0 0 25,550 25,550 25,550 25,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.3 0.0 99.7 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 20 11 21 12 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 1,148,295 COMMITMENTS 0 23,360 0 1148295 1124935 1148295 1148295 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 117,040) 0 0 0 117,040 117,040 117,040 117,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 100.0 98.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 9 19 10 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 171,090 COMMITMENTS 0 0 0 171,090 171,090 171,090 171,090 0 0 CHANGES FROM 03/11/14 (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: 20) 0 0 0 15 12 15 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 652,119 COMMITMENTS 0 0 0 652,119 652,119 652,119 652,119 0 0 CHANGES FROM 03/11/14 (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: 20) 0 0 0 14 13 14 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 431,915 COMMITMENTS 0 1,100 1,050 430,865 429,765 431,915 431,915 0 0 CHANGES FROM 03/11/14 (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 0.3 0.2 99.8 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 22 13 23 14 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,438,980 COMMITMENTS 0 0 0 1438980 1438980 1438980 1438980 0 0 CHANGES FROM 03/11/14 (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: 24) 0 0 0 22 12 22 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,921,578 COMMITMENTS 0 0 0 1921578 1921578 1921578 1921578 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 46,960) 0 0 0 46,960 46,960 46,960 46,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 20 8 20 8 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 523,285 COMMITMENTS 0 0 0 523,285 523,285 523,285 523,285 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 12,700) 0 0 0 12,700 12,700 12,700 12,700 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 9 22 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,570,907 COMMITMENTS 163,187 0 0 9407720 9570907 9570907 9570907 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 136,313) 23,360 0 0 112,953 136,313 136,313 136,313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 98.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 0 39 33 42 33 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,365,714 COMMITMENTS 47,975 2,575 4,670 3313069 3358469 3365714 3365714 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 68,419) 6,525 0 2,100 59,794 66,319 68,419 68,419 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 0.1 98.4 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 1 2 41 35 44 37 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,183,569 COMMITMENTS 488,371 166,355 143,321 2551877 2873893 3183569 3183569 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 39,965) 2,493 1,685 7,695 29,777 30,585 39,965 39,965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 5.2 4.5 80.2 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 6 10 9 42 42 56 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 7,165,662 COMMITMENTS 159,709 204,648 131,309 6874644 6829705 7165662 7165662 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 87,482) 0 0 0 87,482 87,482 87,482 87,482 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.9 1.8 95.9 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 2 34 31 38 35 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 575,777 COMMITMENTS 5,670 13,875 0 570,107 561,902 575,777 575,777 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -24,280) 0 6,425 0 -24,280 -30,705 -24,280 -24,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.4 0.0 99.0 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 2 0 32 17 33 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,168,613 COMMITMENTS 16,280 35,190 0 2152333 2133423 2168613 2168613 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -112,821) 0 23,360 0 -112,821 -136,181 -112,821 -112,821 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.6 0.0 99.2 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 30 15 31 16 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 188,845 COMMITMENTS 33,885 10,650 2,765 150,095 175,430 186,745 188,845 2,100 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,665) -7,465 0 0 3,800 -3,665 -3,665 -3,665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 5.6 1.5 79.5 92.9 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 22 20 25 23 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 314,645 COMMITMENTS 88,986 0 4,494 221,165 310,151 314,645 314,645 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,395) 0 0 0 5,395 5,395 5,395 5,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 0.0 1.4 70.3 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 16 12 18 13 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 223,000 COMMITMENTS 2,678 28,600 1,072 219,250 193,328 223,000 223,000 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 17,250) 0 4,945 0 17,250 12,305 17,250 17,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 12.8 0.5 98.3 86.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 2 26 19 29 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 549,968 COMMITMENTS 2,035 8,140 0 547,933 541,828 549,968 549,968 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 85,806) 0 0 0 85,806 85,806 85,806 85,806 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.5 0.0 99.6 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 19 20 20 21 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 03/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 131,628 COMMITMENTS 4,455 8,600 0 127,173 123,028 131,628 131,628 0 0 CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 6.5 0.0 96.6 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 16 12 18 14
Updated March 21, 2014