CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 18,075 COMMITMENTS 8,160 3,984 350 9,565 13,741 18,075 18,075 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 485) 110 635 -645 1,020 495 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 22.0 1.9 52.9 76.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 1 8 7 16 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,910,528 COMMITMENTS 1031233 135,462 1142187 2705950 3615235 4879370 4892884 31,158 17,644 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -125,885) -25,082 6,331 -28,453 -71,966 -102,887 -125,501 -125,009 -384 -876 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 2.8 23.3 55.1 73.6 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 40 24 59 132 118 198 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 610,141 COMMITMENTS 42,984 100,747 158,238 408,711 351,117 609,933 610,102 208 39 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -44,629) -18,708 -17,375 -14,347 -11,308 -12,324 -44,363 -44,046 -266 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 16.5 25.9 67.0 57.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 12 17 21 35 35 60 60 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,833 COMMITMENTS 32,547 2,118 9,717 193,925 231,597 236,189 243,432 16,644 9,401 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -867) -230 -1,299 -392 -2,957 -1,655 -3,579 -3,346 2,712 2,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.8 3.8 76.7 91.6 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 6 28 30 36 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 138,933 COMMITMENTS 4,123 2,604 1,537 124,556 131,682 130,216 135,823 8,717 3,110 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,564) 74 651 -1,014 5,425 3,961 4,485 3,598 -921 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.9 1.1 89.7 94.8 93.7 97.8 6.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 2 2 33 28 36 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,794 COMMITMENTS 28,056 2,779 4,202 168,107 193,556 200,365 200,537 9,429 9,257 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,767) 890 -2,143 -626 942 2,862 1,206 93 561 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 1.3 2.0 80.1 92.3 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 23 25 28 28 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 800,529 COMMITMENTS 70,979 2,863 12,626 713,293 777,189 796,898 792,678 3,631 7,851 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 6,207) -286 -162 729 6,056 5,756 6,499 6,323 -292 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.4 1.6 89.1 97.1 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 4 5 53 42 59 48 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,793 COMMITMENTS 22,112 15,142 1,452 193,671 208,102 217,235 224,696 13,558 6,097 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,312) -2,291 0 952 5,016 1,329 3,677 2,281 -1,365 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 6.6 0.6 83.9 90.2 94.1 97.4 5.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 25 24 28 27 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,332 COMMITMENTS 702 0 3,282 215,356 214,107 219,340 217,389 4,992 6,943 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,621) 98 0 506 4,441 4,933 5,045 5,439 -424 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 1.5 96.0 95.4 97.8 96.9 2.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 0 2 36 36 38 38 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,743 COMMITMENTS 8,831 1,532 3,014 87,587 86,866 99,432 91,412 4,311 12,331 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,747) -2,488 0 2,043 3,982 2,353 3,537 4,396 210 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 1.5 2.9 84.4 83.7 95.8 88.1 4.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 21 18 24 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,825 COMMITMENTS 7,732 7,543 12,477 99,050 101,450 119,259 121,470 8,566 6,355 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 80) -212 -541 -213 113 1,318 -312 564 392 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 5.9 9.8 77.5 79.4 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 4 21 24 26 28 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,237 COMMITMENTS 0 5,517 2,515 64,050 58,821 66,565 66,853 9,672 9,384 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 6,849) 0 788 -327 6,464 6,326 6,137 6,787 712 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 3.3 84.0 77.2 87.3 87.7 12.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 15 17 17 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 182,566 COMMITMENTS 1,336 0 360 171,753 176,984 173,449 177,344 9,117 5,222 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,580) -32 0 -28 4,601 4,447 4,541 4,419 39 161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.2 94.1 96.9 95.0 97.1 5.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 28 24 30 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,591 COMMITMENTS 0 0 0 80,247 85,999 80,247 85,999 10,344 4,592 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 279) 0 0 0 -62 93 -62 93 341 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.6 94.9 88.6 94.9 11.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 19 21 19 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,928 COMMITMENTS 1,128 880 186 13,224 12,712 14,538 13,778 390 1,150 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,331) 248 310 186 1,047 556 1,481 1,052 -150 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 5.9 1.2 88.6 85.2 97.4 92.3 2.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 12 12 14 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 306,768 COMMITMENTS 5,275 3,960 0 293,507 294,914 298,782 298,874 7,986 7,894 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 8,294) -33 248 0 7,561 8,136 7,528 8,384 766 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.3 0.0 95.7 96.1 97.4 97.4 2.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 3 0 43 38 44 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,780 COMMITMENTS 2,813 17,103 1,402 71,977 55,109 76,192 73,614 6,588 9,166 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 213) 31 -118 126 -655 329 -498 337 711 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 20.7 1.7 86.9 66.6 92.0 88.9 8.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 16 16 20 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,029 COMMITMENTS 2,029 0 2,303 64,600 68,925 68,932 71,228 9,097 6,801 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,703) -103 0 84 1,436 1,506 1,417 1,590 286 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 3.0 82.8 88.3 88.3 91.3 11.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 15 15 17 16 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,078 COMMITMENTS 15,221 5,318 918 106,099 113,382 122,238 119,618 1,840 4,460 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 23,561) 11,253 1,550 -806 13,784 22,823 24,231 23,567 -670 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 4.3 0.7 85.5 91.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 7 5 1 21 24 29 29 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,228 COMMITMENTS 23,062 14,685 4,341 59,007 65,449 86,410 84,475 818 2,753 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 22,435) 9,810 147 907 11,916 20,914 22,633 21,968 -198 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 16.8 5.0 67.6 75.0 99.1 96.8 0.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 5 34 32 46 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,053 COMMITMENTS 0 210 0 42,424 42,853 42,424 43,063 2,629 1,990 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 4,704) 0 0 0 4,425 5,541 4,425 5,541 279 -837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 94.2 95.1 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 15 22 15 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,424 COMMITMENTS 0 1,838 0 105,092 106,764 105,092 108,602 13,332 9,822 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 9,383) 0 -186 0 10,317 9,631 10,317 9,445 -934 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 88.7 90.2 88.7 91.7 11.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 28 22 28 23 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,923 COMMITMENTS 7,086 510 0 9,250 16,499 16,336 17,009 1,587 914 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 2.8 0.0 51.6 92.1 91.1 94.9 8.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 7 11 9 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,012 COMMITMENTS 1,967 0 1,926 53,549 56,612 57,442 58,538 7,570 6,474 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 3.0 82.4 87.1 88.4 90.0 11.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 14 16 16 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,308 COMMITMENTS 0 4,952 1,654 93,270 86,122 94,924 92,728 8,384 10,580 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,346) 0 1,821 7 2,246 766 2,253 2,594 93 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 1.6 90.3 83.4 91.9 89.8 8.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 19 19 20 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,865 COMMITMENTS 1,067 6,405 1,682 73,195 69,428 75,944 77,515 5,921 4,350 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 7.8 2.1 89.4 84.8 92.8 94.7 7.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 3 16 13 19 16 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,907 COMMITMENTS 3,920 240 0 18,198 21,447 22,118 21,687 789 1,220 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,147) 372 0 0 558 1,116 930 1,116 217 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 1.0 0.0 79.4 93.6 96.6 94.7 3.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 0 9 14 13 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,839 COMMITMENTS 0 10,455 1,057 111,347 103,360 112,404 114,872 5,435 2,967 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 117) 0 1,004 107 2,051 -1,908 2,158 -797 -2,041 914 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 0.9 94.5 87.7 95.4 97.5 4.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 1 16 14 17 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 279,360 COMMITMENTS 1,929 53,820 5,958 252,317 208,499 260,204 268,277 19,156 11,083 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,716) 1,929 2,080 -1,558 64 1,405 435 1,927 1,281 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 19.3 2.1 90.3 74.6 93.1 96.0 6.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 3 33 24 37 27 PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,235 COMMITMENTS 2,525 4,353 0 24,424 24,392 26,949 28,745 2,286 490 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 14.9 0.0 83.5 83.4 92.2 98.3 7.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 12 13 13 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,433 COMMITMENTS 8,767 620 0 26,696 35,085 35,463 35,705 970 728 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,275) 1,137 0 -62 2,499 3,823 3,574 3,761 -299 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 1.7 0.0 73.3 96.3 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 0 13 13 18 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,638 COMMITMENTS 5,918 0 0 34,638 42,599 40,556 42,599 3,082 1,039 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,612) 1,147 0 0 93 1,457 1,240 1,457 372 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 79.4 97.6 92.9 97.6 7.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 14 14 16 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 274,090 COMMITMENTS 4,759 39,240 5,811 252,387 223,938 262,957 268,989 11,133 5,101 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,371) 699 -2,413 2,353 6,250 7,992 9,302 7,932 -1,931 -561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.3 2.1 92.1 81.7 95.9 98.1 4.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 5 7 40 35 49 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 81,758 COMMITMENTS 8,484 0 0 68,264 78,568 76,748 78,568 5,010 3,190 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,602) 151 0 0 3,004 2,629 3,155 2,629 -553 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 0.0 0.0 83.5 96.1 93.9 96.1 6.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 18 18 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 89,162 COMMITMENTS 0 1,472 0 83,507 84,934 83,507 86,406 5,655 2,756 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,594) 0 0 0 1,166 1,594 1,166 1,594 428 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 93.7 95.3 93.7 96.9 6.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 18 21 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,970 COMMITMENTS 0 5,239 1,254 64,112 66,765 65,366 73,258 9,604 1,712 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 3,190) 0 2,729 -186 3,655 3,107 3,469 5,650 -279 -2,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 1.7 85.5 89.1 87.2 97.7 12.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 19 18 21 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 149,252 COMMITMENTS 13,898 8,399 17,299 116,973 122,705 148,170 148,403 1,082 849 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,481) -609 598 996 1,117 -301 1,504 1,293 -23 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.6 11.6 78.4 82.2 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 10 8 13 50 55 64 72 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 53,480 COMMITMENTS 6,333 418 1,541 45,606 51,521 53,480 53,480 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 836) 124 -54 104 608 786 836 836 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 0.8 2.9 85.3 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 3 26 20 31 23 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 455,988 COMMITMENTS 28,236 1,288 24,799 402,953 429,901 455,988 455,988 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 9,040) 336 0 0 8,704 9,040 9,040 9,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.3 5.4 88.4 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 2 22 23 26 26 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,543,350 COMMITMENTS 47,802 13,475 68,592 1425780 1441451 1542174 1523518 1,176 19,832 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 43,832) 3,888 1,184 0 39,904 42,608 43,792 43,792 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 4.4 92.4 93.4 99.9 98.7 0.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 4 5 43 43 50 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,409 COMMITMENTS 587 6,985 4,408 43,414 37,016 48,409 48,409 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,677) 105 642 -511 2,083 1,546 1,677 1,677 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 14.4 9.1 89.7 76.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 6 4 24 20 28 28 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,599 COMMITMENTS 1,088 19,096 32,171 276,340 258,332 309,599 309,599 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,312) -328 1,303 -647 2,287 656 1,312 1,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 10.4 89.3 83.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 17 16 20 20 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 671,706 COMMITMENTS 33,789 0 12,001 625,916 659,705 671,706 671,706 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 25,825) 0 0 0 25,825 25,825 25,825 25,825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 1.8 93.2 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 27 27 30 28 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 59,988 COMMITMENTS 8,734 0 2,304 48,335 56,026 59,373 58,330 615 1,658 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 939) -210 0 -194 1,087 962 683 768 256 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 0.0 3.8 80.6 93.4 99.0 97.2 1.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 0 3 27 28 34 31 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,630 COMMITMENTS 100 0 0 38,350 38,630 38,450 38,630 180 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,721,082) -7,820 0 0 -2713442 -2721082 -2721262 -2721082 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.3 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 23 16 24 16 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 5,400 COMMITMENTS 0 50 250 5,000 4,900 5,250 5,200 150 200 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,850) -150 -250 250 -1,950 -1,700 -1,850 -1,700 0 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 4.6 92.6 90.7 97.2 96.3 2.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 9 14 10 15 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,960 COMMITMENTS 700 0 100 58,160 58,860 58,960 58,960 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,088,120) 700 -100 -2,000 -1086820 -1086020 -1088120 -1088120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.2 98.6 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 1 29 15 30 16 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,625 COMMITMENTS 50 700 0 10,575 9,925 10,625 10,625 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -780,855) 50 -50,340 0 -780,905 -730,515 -780,855 -780,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.6 0.0 99.5 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 16 18 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 268,944 COMMITMENTS 14,488 1,152 3,488 250,968 264,304 268,944 268,944 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,472) 1,600 384 0 -5,072 -3,856 -3,472 -3,472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.4 1.3 93.3 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 21 18 24 21 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,634 COMMITMENTS 2,899 448 172 8,138 10,609 11,209 11,229 425 405 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 211) 147 63 0 45 126 192 189 19 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 3.9 1.5 70.0 91.2 96.3 96.5 3.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 3 3 13 13 18 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,750 COMMITMENTS 2,750 300 550 12,450 14,900 15,750 15,750 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,201,240) -182,040 -13,540 -45,780 -973,420 -1141920 -1201240 -1201240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.9 3.5 79.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 11 12 13 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,235 COMMITMENTS 750 1,500 0 14,475 13,735 15,225 15,235 10 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -291,975) -12,050 -30,400 0 -279,935 -261,575 -291,985 -291,975 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 9.8 0.0 95.0 90.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 0 21 18 24 19 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,836 COMMITMENTS 65 0 60 9,131 9,456 9,256 9,516 580 320 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -193,444) -1,290 0 -1,210 -191,524 -192,554 -194,024 -193,764 580 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.6 92.8 96.1 94.1 96.7 5.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 22 16 23 17 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,867 COMMITMENTS 1,445 149 578 20,546 20,667 22,569 21,394 298 1,473 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 170) 190 -44 1 -21 86 170 43 0 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.7 2.5 89.9 90.4 98.7 93.6 1.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 25 23 27 26 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,600 COMMITMENTS 0 3,535 3,555 33,940 30,510 37,495 37,600 105 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,835,269) -5,600 -238,295 -279,483 -2550291 -2317491 -2835374 -2835269 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 9.5 90.3 81.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 2 32 28 34 32 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,178 COMMITMENTS 975 2,726 4,097 37,897 36,355 42,969 43,178 209 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -852,423) -16,785 -54,903 -82,056 -753,749 -715,422 -852,590 -852,381 167 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 6.3 9.5 87.8 84.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 4 35 32 42 37 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,875 COMMITMENTS 150 0 0 32,725 32,565 32,875 32,565 0 310 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,399,974) 150 0 0 -2400124 -2400284 -2399974 -2400284 0 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.5 99.1 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 9 20 9 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,800 COMMITMENTS 50 50 0 35,750 35,750 35,800 35,800 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -674,930) 50 -1,050 0 -674,980 -673,880 -674,930 -674,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.0 99.9 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 24 15 25 16 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 494,151 COMMITMENTS 63,425 4,240 39,904 390,822 450,007 494,151 494,151 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,667) -7,215 816 4,870 10,012 1,981 7,667 7,667 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.9 8.1 79.1 91.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 2 4 28 27 32 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,952 COMMITMENTS 4,473 1,726 2,222 27,280 30,941 33,975 34,889 977 63 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 911) 150 -55 133 586 833 869 911 42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 4.9 6.4 78.0 88.5 97.2 99.8 2.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 5 30 29 36 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,743 COMMITMENTS 4,486 0 1,228 14,029 18,515 19,743 19,743 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3) -183 0 0 180 -3 -3 -3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 0.0 6.2 71.1 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 19 13 21 14 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 207,280 COMMITMENTS 88,702 0 2,736 115,842 204,544 207,280 207,280 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -328) 2,929 0 0 -3,257 -328 -328 -328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 0.0 1.3 55.9 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 15 10 18 12 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 473,678 COMMITMENTS 3,529 10,504 17,049 453,100 446,125 473,678 473,678 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 7,396) 0 -1,600 0 7,396 8,996 7,396 7,396 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.2 3.6 95.7 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 23 19 25 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 26,450 COMMITMENTS 5,084 0 428 20,405 25,468 25,917 25,896 533 554 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 58) -361 0 0 440 79 79 79 -21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 1.6 77.1 96.3 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 23 20 26 21 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,132 COMMITMENTS 2,105 1,043 43 15,514 16,493 17,662 17,579 470 553 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 571) 170 252 -43 423 383 550 592 21 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 5.8 0.2 85.6 91.0 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 20 18 24 20 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 241,424 COMMITMENTS 39,622 392 384 201,418 240,648 241,424 241,424 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 768) -408 0 0 1,176 768 768 768 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 0.2 0.2 83.4 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 17 20 20 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,036 COMMITMENTS 1,987 0 424 10,365 12,313 12,776 12,737 260 299 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 37) 129 -39 -27 -88 103 14 37 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 3.3 79.5 94.5 98.0 97.7 2.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 2 18 23 23 25 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 155,009 COMMITMENTS 13,278 0 0 141,731 155,009 155,009 155,009 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -417) 0 0 0 -417 -417 -417 -417 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.0 91.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 0 21 20 24 20 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,385 COMMITMENTS 0 2,642 2,233 19,152 16,510 21,385 21,385 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -103) 0 0 0 -103 -103 -103 -103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 10.4 89.6 77.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 16 20 17 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 147,976 COMMITMENTS 8,320 0 0 139,656 147,976 147,976 147,976 0 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 648) 0 0 0 648 648 648 648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 0.0 94.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 10 13 10 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,115 COMMITMENTS 200 200 0 8,260 8,895 8,460 9,095 655 20 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -684,187) 200 -15,320 0 -685,042 -668,887 -684,842 -684,207 655 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 2.2 0.0 90.6 97.6 92.8 99.8 7.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 15 15 16 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,970 COMMITMENTS 100 75 0 9,120 9,835 9,220 9,910 750 60 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -198,965) -2,050 -1,575 0 -197,665 -197,450 -199,715 -199,025 750 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.8 0.0 91.5 98.6 92.5 99.4 7.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,660 COMMITMENTS 0 1,050 0 24,410 23,610 24,410 24,660 250 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -431,515) 0 -21,400 0 -431,765 -410,115 -431,765 -431,515 250 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 99.0 95.7 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 19 13 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,815 COMMITMENTS 0 900 0 20,425 19,915 20,425 20,815 390 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,506,239) 0 -69,180 0 -1506629 -1437059 -1506629 -1506239 390 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 98.1 95.7 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 10 16 11 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,070 COMMITMENTS 0 0 0 9,740 9,980 9,740 9,980 330 90 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -190,640) 0 0 0 -190,970 -190,730 -190,970 -190,730 330 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 99.1 96.7 99.1 3.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 14 19 14 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,645 COMMITMENTS 0 200 0 24,420 24,445 24,420 24,645 225 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -498,135) 0 -4,100 0 -498,360 -494,035 -498,360 -498,135 225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 99.1 99.2 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 21 14 21 15 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,770 COMMITMENTS 0 0 0 21,055 21,740 21,055 21,740 715 30 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,675,349) 0 0 0 -1676064 -1675379 -1676064 -1675379 715 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 99.9 96.7 99.9 3.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 12 17 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,440 COMMITMENTS 0 0 0 22,865 23,190 22,865 23,190 575 250 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,745,365) 0 0 0 -1745940 -1745615 -1745940 -1745615 575 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 98.9 97.5 98.9 2.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 8 18 8 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,975 COMMITMENTS 0 0 0 23,335 23,725 23,335 23,725 640 250 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -466,635) 0 0 0 -467,275 -466,885 -467,275 -466,885 640 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 99.0 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 10 19 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 129,165 COMMITMENTS 2,465 200 0 126,525 128,865 128,990 129,065 175 100 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -9,683,069) -177,358 200 0 -9505886 -9683369 -9683244 -9683169 175 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.2 0.0 98.0 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 1 0 40 33 43 34 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 166,936 COMMITMENTS 2,250 460 815 163,711 165,661 166,776 166,936 160 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,311,288) -48,670 460 -11,735 -3248843 -3297813 -3309248 -3309088 -2,040 -2,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.3 0.5 98.1 99.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 1 2 39 34 43 36 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 152,211 COMMITMENTS 22,664 6,290 8,251 120,995 137,300 151,910 151,841 301 370 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -3,042,725) -473,016 -135,346 -157,740 -2412165 -2749904 -3042921 -3042990 196 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 4.1 5.4 79.5 90.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 10 41 40 54 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,075 COMMITMENTS 3,275 2,520 1,655 94,050 94,900 98,980 99,075 95 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,430,794) -253,313 -194,388 -127,970 -7049606 -7108436 -7430889 -7430794 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 2.5 1.7 94.9 95.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 3 34 32 39 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,920 COMMITMENTS 0 875 0 27,375 27,045 27,375 27,920 545 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -558,525) 0 -17,775 0 -559,070 -540,750 -559,070 -558,525 545 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 98.0 96.9 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 26 15 26 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,800 COMMITMENTS 0 400 0 25,560 25,110 25,560 25,510 240 290 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,960,564) 0 -30,720 0 -1960804 -1930134 -1960804 -1960854 240 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.6 0.0 99.1 97.3 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 28 13 28 14 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,101 COMMITMENTS 1,328 450 100 8,457 9,551 9,885 10,101 216 0 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -210,107) -27,012 -9,150 -2,035 -180,751 -198,922 -209,798 -210,107 -309 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 4.5 1.0 83.7 94.6 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 22 21 25 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,731 COMMITMENTS 149 1,620 125 11,274 9,941 11,548 11,686 183 45 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -213,978) -4,754 -33,955 125 -209,532 -180,193 -214,161 -214,023 183 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.8 1.1 96.1 84.7 98.4 99.6 1.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 23 19 26 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,030 COMMITMENTS 0 0 0 8,550 8,900 8,550 8,900 480 130 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -673,221) -736 0 0 -672,965 -673,351 -673,701 -673,351 480 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 98.6 94.7 98.6 5.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 18 18 18 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 04/29/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,764 COMMITMENTS 0 400 0 6,349 6,319 6,349 6,719 415 45 CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -119,608) -2,880 -8,200 0 -117,143 -111,453 -120,023 -119,653 415 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.0 93.9 93.4 93.9 99.3 6.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 11 13 13
Updated May 2, 2014