CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 18,110 COMMITMENTS 8,160 3,984 350 9,600 13,776 18,110 18,110 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 35) 0 0 0 35 35 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.1 22.0 1.9 53.0 76.1 100.0 100.0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,947,436 COMMITMENTS 1016056 136,467 1132382 2767570 3661626 4916008 4930475 31,428 16,961 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 36,908) -15,177 1,005 -9,805 61,620 46,391 36,638 37,591 270 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 2.8 22.9 55.9 74.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 41 24 59 134 117 199 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 613,891 COMMITMENTS 43,539 94,934 164,073 405,841 354,269 613,453 613,276 438 615 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 3,750) 555 -5,813 5,835 -2,870 3,152 3,520 3,174 230 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 15.5 26.7 66.1 57.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 12 19 23 35 35 61 63 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,548 COMMITMENTS 25,329 3,471 8,549 186,797 213,934 220,675 225,954 14,873 9,594 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -17,285) -7,218 1,353 -1,168 -7,128 -17,663 -15,514 -17,478 -1,771 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 1.5 3.6 79.3 90.8 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 5 29 31 36 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,660 COMMITMENTS 2,233 2,139 1,532 117,218 123,297 120,983 126,968 8,677 2,692 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -9,273) -1,890 -465 -5 -7,338 -8,385 -9,233 -8,855 -40 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.6 1.2 90.4 95.1 93.3 97.9 6.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 1 31 26 33 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,549 COMMITMENTS 23,560 4,558 2,589 160,585 179,095 186,734 186,242 9,815 10,307 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,245) -4,496 1,779 -1,613 -7,522 -14,461 -13,631 -14,295 386 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 2.3 1.3 81.7 91.1 95.0 94.8 5.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 20 23 25 26 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 759,970 COMMITMENTS 68,959 3,260 11,375 675,155 737,025 755,489 751,660 4,481 8,310 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -40,559) -2,020 397 -1,251 -38,138 -40,164 -41,409 -41,018 850 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.4 1.5 88.8 97.0 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 4 4 49 39 55 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,362 COMMITMENTS 22,672 15,142 1,361 181,482 198,442 205,515 214,945 14,847 5,417 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,431) 560 0 -91 -12,189 -9,660 -11,720 -9,751 1,289 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 6.9 0.6 82.4 90.1 93.3 97.5 6.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 1 23 24 28 26 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,912 COMMITMENTS 878 0 3,281 202,211 199,478 206,370 202,759 4,542 8,153 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,420) 176 0 -1 -13,145 -14,629 -12,970 -14,630 -450 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 1.6 95.9 94.6 97.8 96.1 2.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 0 2 31 34 33 36 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,286 COMMITMENTS 9,717 1,836 563 82,843 82,470 93,123 84,869 4,163 12,417 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,457) 886 304 -2,451 -4,744 -4,396 -6,309 -6,543 -148 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 1.9 0.6 85.2 84.8 95.7 87.2 4.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 18 17 21 19 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,160 COMMITMENTS 6,372 10,841 7,893 91,775 90,842 106,040 109,576 10,120 6,584 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,665) -1,360 3,298 -4,584 -7,275 -10,608 -13,219 -11,894 1,554 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 9.3 6.8 79.0 78.2 91.3 94.3 8.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 4 19 23 24 27 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,989 COMMITMENTS 0 5,266 2,235 58,523 53,789 60,758 61,290 9,231 8,699 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,248) 0 -251 -280 -5,527 -5,032 -5,807 -5,563 -441 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 3.2 83.6 76.9 86.8 87.6 13.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 14 16 16 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 171,304 COMMITMENTS 1,184 0 360 160,433 166,233 161,977 166,593 9,327 4,711 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,262) -152 0 0 -11,320 -10,751 -11,472 -10,751 210 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.2 93.7 97.0 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 26 23 28 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,347 COMMITMENTS 0 0 0 73,981 78,888 73,981 78,888 9,366 4,459 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -7,244) 0 0 0 -6,266 -7,111 -6,266 -7,111 -978 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.8 94.7 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 19 20 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 292,109 COMMITMENTS 4,779 3,185 0 280,101 281,905 284,880 285,090 7,229 7,019 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -14,659) -496 -775 0 -13,406 -13,009 -13,902 -13,784 -757 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.1 0.0 95.9 96.5 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 0 43 36 44 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,255 COMMITMENTS 2,418 12,305 1,551 65,972 51,814 69,941 65,670 4,314 8,585 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,525) -395 -4,798 149 -6,005 -3,295 -6,251 -7,944 -2,274 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 16.6 2.1 88.8 69.8 94.2 88.4 5.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 4 16 17 21 22 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,160 COMMITMENTS 1,465 0 2,318 59,947 63,815 63,730 66,133 8,430 6,027 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,869) -564 0 15 -4,653 -5,110 -5,202 -5,095 -667 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 3.2 83.1 88.4 88.3 91.6 11.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 14 15 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,654 COMMITMENTS 15,221 5,012 1,410 38,465 43,834 55,096 50,256 558 5,398 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -31,574) -7,841 -9,673 -2,931 -20,542 -21,615 -31,314 -34,219 -260 2,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 9.0 2.5 69.1 78.8 99.0 90.3 1.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 2 18 19 27 24 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,323 COMMITMENTS 0 0 0 30,753 31,993 30,753 31,993 2,570 1,330 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,730) 0 -210 0 -11,671 -10,860 -11,671 -11,070 -59 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 96.0 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 10 15 10 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,461 COMMITMENTS 0 1,683 0 101,644 105,795 101,644 107,478 14,817 8,983 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,963) 0 -155 0 -3,448 -969 -3,448 -1,124 1,485 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 87.3 90.8 87.3 92.3 12.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 27 22 27 23 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,313 COMMITMENTS 0 1,887 1,654 85,415 80,957 87,069 84,498 7,244 9,815 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,995) 0 -3,065 0 -7,855 -5,165 -7,855 -8,230 -1,140 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 1.8 90.6 85.8 92.3 89.6 7.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 20 19 22 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,457 COMMITMENTS 448 7,079 1,621 71,197 65,456 73,266 74,156 5,191 4,301 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,408) -619 674 -61 -1,998 -3,972 -2,678 -3,359 -730 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 9.0 2.1 90.7 83.4 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 16 12 18 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,432 COMMITMENTS 592 9,984 875 105,930 99,706 107,397 110,565 6,035 2,867 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,407) 592 -471 -182 -5,417 -3,654 -5,007 -4,307 600 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 8.8 0.8 93.4 87.9 94.7 97.5 5.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 14 17 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,915 COMMITMENTS 2,609 46,127 4,264 239,517 202,222 246,390 252,613 17,525 11,302 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -15,445) 680 -7,693 -1,694 -12,800 -6,277 -13,814 -15,664 -1,631 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 17.5 1.6 90.8 76.6 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 3 31 22 34 26 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,389 COMMITMENTS 4,295 620 0 20,542 24,335 24,837 24,955 552 434 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,044) -4,472 0 0 -6,154 -10,750 -10,626 -10,750 -418 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 2.4 0.0 80.9 95.8 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 12 12 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,284 COMMITMENTS 4,238 0 0 30,587 36,545 34,825 36,545 2,459 739 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,354) -1,680 0 0 -4,051 -6,054 -5,731 -6,054 -623 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 0.0 82.0 98.0 93.4 98.0 6.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 9 13 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 261,818 COMMITMENTS 3,400 39,647 5,763 239,497 210,276 248,660 255,686 13,158 6,132 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -12,272) -1,359 407 -48 -12,890 -13,662 -14,297 -13,303 2,025 1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 15.1 2.2 91.5 80.3 95.0 97.7 5.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 5 38 30 45 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 77,657 COMMITMENTS 9,072 0 0 64,191 74,719 73,263 74,719 4,394 2,938 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,101) 588 0 0 -4,073 -3,849 -3,485 -3,849 -616 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.0 0.0 82.7 96.2 94.3 96.2 5.7 3.8 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,675 COMMITMENTS 0 1,224 0 78,609 79,974 78,609 81,198 5,066 2,477 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,487) 0 -248 0 -4,898 -4,960 -4,898 -5,208 -589 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 93.9 95.6 93.9 97.0 6.1 3.0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,699 COMMITMENTS 0 5,374 1,242 60,904 62,333 62,146 68,949 8,553 1,750 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,271) 0 135 -12 -3,208 -4,432 -3,220 -4,309 -1,051 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 1.8 86.1 88.2 87.9 97.5 12.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 17 22 19 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 145,826 COMMITMENTS 14,621 8,266 16,517 113,735 120,535 144,873 145,318 953 508 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,426) 723 -133 -782 -3,238 -2,170 -3,297 -3,085 -129 -341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 5.7 11.3 78.0 82.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 7 12 50 55 64 71 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,622 COMMITMENTS 6,511 424 1,410 43,701 49,788 51,622 51,622 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,858) 178 6 -131 -1,905 -1,733 -1,858 -1,858 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 0.8 2.7 84.7 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 24 20 28 23 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 423,362 COMMITMENTS 38,341 984 21,439 363,582 400,939 423,362 423,362 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -32,626) 10,105 -304 -3,360 -39,371 -28,962 -32,626 -32,626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.2 5.1 85.9 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 2 22 21 26 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,494,662 COMMITMENTS 51,418 16,564 67,120 1376124 1392322 1494662 1476006 0 18,656 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -48,688) 3,616 3,089 -1,472 -49,656 -49,129 -47,512 -47,512 -1,176 -1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.1 4.5 92.1 93.2 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 3 5 43 43 49 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,472 COMMITMENTS 804 7,090 4,101 43,567 37,281 48,472 48,472 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 63) 217 105 -307 153 265 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.6 8.5 89.9 76.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 5 4 24 21 28 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,009 COMMITMENTS 1,600 14,151 33,612 273,797 261,246 309,009 309,009 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -590) 512 -4,945 1,441 -2,543 2,914 -590 -590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.6 10.9 88.6 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 17 16 20 20 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 643,498 COMMITMENTS 34,525 0 10,489 598,484 633,009 643,498 643,498 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -28,208) 736 0 -1,512 -27,432 -26,696 -28,208 -28,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 0.0 1.6 93.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 27 26 30 27 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 53,370 COMMITMENTS 9,107 0 1,463 42,355 50,359 52,925 51,822 445 1,548 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,618) 373 0 -841 -5,980 -5,667 -6,448 -6,508 -170 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 0.0 2.7 79.4 94.4 99.2 97.1 0.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 0 4 27 27 33 31 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,430 COMMITMENTS 150 0 0 35,100 35,430 35,250 35,430 180 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,200) 50 0 0 -3,250 -3,200 -3,200 -3,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 99.1 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 16 20 16 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 3,550 COMMITMENTS 0 450 0 3,500 2,750 3,500 3,200 50 350 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,850) 0 400 -250 -1,500 -2,150 -1,750 -2,000 -100 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.7 0.0 98.6 77.5 98.6 90.1 1.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 8 12 10 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,110 COMMITMENTS 0 300 200 53,910 53,610 54,110 54,110 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,850) -700 300 100 -4,250 -5,250 -4,850 -4,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.4 99.6 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 27 14 28 15 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,225 COMMITMENTS 50 700 0 11,175 10,525 11,225 11,225 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.2 0.0 99.6 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 17 18 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 265,384 COMMITMENTS 13,672 768 3,104 248,608 261,512 265,384 265,384 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,560) -816 -384 -384 -2,360 -2,792 -3,560 -3,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.3 1.2 93.7 98.5 100.0 100.0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,803 COMMITMENTS 2,920 659 172 8,345 10,609 11,437 11,440 366 363 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 169) 21 211 0 207 0 228 211 -59 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 5.6 1.5 70.7 89.9 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 3 14 14 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| 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 04/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,585 COMMITMENTS 750 1,600 0 14,825 13,985 15,575 15,585 10 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 350) 0 100 0 350 250 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 10.3 0.0 95.1 89.7 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,491 COMMITMENTS 365 0 60 9,346 10,131 9,771 10,191 720 300 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 655) 300 0 0 215 675 515 675 140 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.6 89.1 96.6 93.1 97.1 6.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 21 17 22 18 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,610 COMMITMENTS 1,509 86 578 20,225 20,452 22,312 21,116 298 1,494 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -257) 64 -63 0 -321 -215 -257 -278 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.4 2.6 89.5 90.5 98.7 93.4 1.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 26 23 28 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,620 COMMITMENTS 0 3,170 3,105 32,375 29,225 35,480 35,500 140 120 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,980) 0 -365 -450 -1,565 -1,285 -2,015 -2,100 35 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 8.7 90.9 82.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 31 24 33 28 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,059 COMMITMENTS 900 1,859 4,114 35,806 35,086 40,820 41,059 239 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,119) -75 -867 17 -2,091 -1,269 -2,149 -2,119 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.5 10.0 87.2 85.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 4 34 29 41 34 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,825 COMMITMENTS 550 50 0 30,275 30,465 30,825 30,515 0 310 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,050) 400 50 0 -2,450 -2,100 -2,050 -2,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.2 0.0 98.2 98.8 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 9 20 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,845 COMMITMENTS 500 50 0 34,345 34,795 34,845 34,845 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -955) 450 0 0 -1,405 -955 -955 -955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 0.0 98.6 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 24 14 25 15 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 475,623 COMMITMENTS 58,832 5,768 34,689 382,102 435,166 475,623 475,623 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -18,528) -4,593 1,528 -5,215 -8,720 -14,841 -18,528 -18,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 1.2 7.3 80.3 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 28 27 31 30 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,124 COMMITMENTS 5,445 1,678 1,557 25,188 29,551 32,190 32,786 934 338 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,828) 972 -48 -665 -2,092 -1,390 -1,785 -2,103 -43 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 5.1 4.7 76.0 89.2 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 4 28 27 33 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,036 COMMITMENTS 4,563 216 1,228 14,245 18,592 20,036 20,036 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 293) 77 216 0 216 77 293 293 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 1.1 6.1 71.1 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 13 21 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| 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 04/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 468,365 COMMITMENTS 3,161 11,240 15,945 449,259 441,180 468,365 468,365 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,313) -368 736 -1,104 -3,841 -4,945 -5,313 -5,313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.4 3.4 95.9 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 27,623 COMMITMENTS 5,085 0 257 21,365 26,814 26,707 27,071 916 552 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 1,173) 1 0 -171 960 1,346 790 1,175 383 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 0.9 77.3 97.1 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 21 19 24 20 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,843 COMMITMENTS 2,082 1,574 0 15,313 15,716 17,395 17,290 448 553 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -289) -23 531 -43 -201 -777 -267 -289 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 8.8 0.0 85.8 88.1 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 20 19 24 20 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 230,592 COMMITMENTS 38,150 2,424 384 192,058 227,784 230,592 230,592 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,832) -1,472 2,032 0 -9,360 -12,864 -10,832 -10,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 1.1 0.2 83.3 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 16 20 19 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,343 COMMITMENTS 1,510 0 742 9,918 11,346 12,170 12,088 173 255 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -693) -477 0 318 -447 -967 -606 -649 -87 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 6.0 80.4 91.9 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 19 21 24 23 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 146,177 COMMITMENTS 9,998 0 0 136,179 146,177 146,177 146,177 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,832) -3,280 0 0 -5,552 -8,832 -8,832 -8,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.0 93.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 16 17 19 17 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,694 COMMITMENTS 0 2,386 2,359 18,335 15,949 20,694 20,694 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -691) 0 -256 126 -817 -561 -691 -691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.5 11.4 88.6 77.1 100.0 100.0 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 146,121 COMMITMENTS 7,712 0 0 138,409 146,121 146,121 146,121 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,855) -608 0 0 -1,247 -1,855 -1,855 -1,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.0 94.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 11 13 11 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,310 COMMITMENTS 200 100 0 8,510 9,200 8,710 9,300 600 10 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 195) 0 -100 0 250 305 250 205 -55 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.1 0.0 91.4 98.8 93.6 99.9 6.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 14 15 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,250 COMMITMENTS 100 0 0 9,460 10,200 9,560 10,200 690 50 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 280) 0 -75 0 340 365 340 290 -60 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 92.3 99.5 93.3 99.5 6.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 13 13 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,140 COMMITMENTS 0 1,000 0 24,920 24,140 24,920 25,140 220 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 480) 0 -50 0 510 530 510 480 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.0 99.1 96.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 12 18 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,160 COMMITMENTS 0 900 0 20,810 20,260 20,810 21,160 350 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 345) 0 0 0 385 345 385 345 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 98.3 95.7 98.3 100.0 1.7 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 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,430 COMMITMENTS 0 0 0 9,115 9,350 9,115 9,350 315 80 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -640) 0 0 0 -625 -630 -625 -630 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 99.2 96.7 99.2 3.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 16 20 16 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,365 COMMITMENTS 0 200 0 24,085 24,165 24,085 24,365 280 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -280) 0 0 0 -335 -280 -335 -280 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 98.9 99.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 21 12 21 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,330 COMMITMENTS 0 0 0 20,620 21,315 20,620 21,315 710 15 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -440) 0 0 0 -435 -425 -435 -425 -5 -15 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: 21) 0 0 0 18 12 18 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,240 COMMITMENTS 0 0 0 21,650 22,235 21,650 22,235 590 5 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,200) 0 0 0 -1,215 -955 -1,215 -955 15 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 100.0 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 9 19 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,035 COMMITMENTS 0 0 0 22,265 23,030 22,265 23,030 770 5 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -940) 0 0 0 -1,070 -695 -1,070 -695 130 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 100.0 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 11 20 11 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,495 COMMITMENTS 2,030 200 0 122,315 124,195 124,345 124,395 150 100 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,670) -435 0 0 -4,210 -4,670 -4,645 -4,670 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.2 0.0 98.2 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 0 39 32 42 33 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 161,521 COMMITMENTS 3,055 0 100 158,231 161,421 161,386 161,521 135 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,415) 805 -460 -715 -5,480 -4,240 -5,390 -5,415 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 98.0 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 0 1 39 34 43 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 145,717 COMMITMENTS 21,647 4,612 9,134 114,717 131,646 145,498 145,392 219 325 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,494) -1,017 -1,678 883 -6,278 -5,654 -6,412 -6,449 -82 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 3.2 6.3 78.7 90.3 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 7 10 42 39 55 50 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 95,520 COMMITMENTS 2,730 2,170 1,910 90,785 91,440 95,425 95,520 95 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,555) -545 -350 255 -3,265 -3,460 -3,555 -3,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.3 2.0 95.0 95.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 4 35 32 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,655 COMMITMENTS 0 825 0 26,125 25,830 26,125 26,655 530 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,265) 0 -50 0 -1,250 -1,215 -1,250 -1,265 -15 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 25 15 25 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,985 COMMITMENTS 0 350 0 23,765 23,345 23,765 23,695 220 290 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,815) 0 -50 0 -1,795 -1,765 -1,795 -1,815 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.0 99.1 97.3 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 28 12 28 13 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,595 COMMITMENTS 1,258 400 65 8,061 9,130 9,384 9,595 211 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -506) -70 -50 -35 -396 -421 -501 -506 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 4.2 0.7 84.0 95.2 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 22 21 25 23 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,336 COMMITMENTS 25 1,740 50 11,032 9,491 11,107 11,281 229 55 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -395) -124 120 -75 -242 -450 -441 -405 46 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 15.3 0.4 97.3 83.7 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 1 21 19 23 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,890 COMMITMENTS 0 0 0 8,770 8,890 8,770 8,890 120 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -140) 0 0 0 220 -10 220 -10 -360 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 16 18 16
Updated May 9, 2014