CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 19,585 COMMITMENTS 8,710 4,019 650 10,225 14,916 19,585 19,585 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 900) 550 0 0 350 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 20.5 3.3 52.2 76.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 1 8 7 16 11 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 7,278 COMMITMENTS 3,175 1,413 0 4,103 5,865 7,278 7,278 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 19.4 0.0 56.4 80.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 5 0 8 7 10 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,844,973 COMMITMENTS 929,235 203,399 1066811 2818127 3559982 4814173 4830192 30,800 14,781 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -28,911) -22,286 1,150 6,505 -9,007 -33,979 -24,788 -26,324 -4,123 -2,587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 4.2 22.0 58.2 73.5 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 34 28 57 133 117 195 176 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 641,464 COMMITMENTS 69,800 109,835 169,359 401,867 361,655 641,026 640,849 438 615 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 25,484) 28,640 14,173 4,384 -7,540 6,927 25,484 25,484 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 17.1 26.4 62.6 56.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 20 21 36 36 60 65 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,061 COMMITMENTS 27,158 10,854 10,056 193,046 218,617 230,260 239,527 15,801 6,534 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,275) 254 2,943 1,092 3,299 2,466 4,645 6,501 630 -1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 4.4 4.1 78.5 88.8 93.6 97.3 6.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 2 4 30 33 36 38 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,359 COMMITMENTS 4,326 2,139 1,354 114,482 121,961 120,162 125,454 9,197 3,905 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 580) 1,722 0 -387 -1,017 353 318 -34 262 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.7 1.0 88.5 94.3 92.9 97.0 7.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 2 1 28 26 30 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,054 COMMITMENTS 22,743 3,701 1,756 167,567 186,058 192,066 191,515 8,988 9,539 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,648) 516 214 -395 5,952 7,105 6,073 6,924 575 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 1.8 0.9 83.3 92.5 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 24 26 29 29 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 785,172 COMMITMENTS 76,410 4,097 9,369 695,616 763,364 781,395 776,830 3,777 8,342 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 19,677) 2,858 1,271 -1,076 18,628 19,819 20,410 20,014 -733 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.5 1.2 88.6 97.2 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 4 3 3 51 41 57 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,461 COMMITMENTS 28,034 15,142 213 198,747 212,264 226,994 227,619 6,467 5,842 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 10,444) 1,514 0 -78 15,604 10,520 17,040 10,442 -6,596 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 6.5 0.1 85.1 90.9 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 1 26 24 31 26 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,331 COMMITMENTS 2,129 0 3,471 205,276 204,065 210,876 207,536 4,455 7,795 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 367) -34 0 -13 -166 410 -213 397 580 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.6 95.3 94.8 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 0 3 34 38 37 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,844 COMMITMENTS 3,879 1,896 1,760 92,349 86,886 97,988 90,542 5,856 13,302 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,828) -259 60 606 2,061 2,008 2,408 2,674 420 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 1.8 1.7 88.9 83.7 94.4 87.2 5.6 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 18 18 20 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,975 COMMITMENTS 3,777 8,436 6,810 91,116 90,835 101,703 106,081 11,272 6,894 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -2,326) -2,257 -334 26 -1,394 -2,510 -3,625 -2,818 1,299 492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 7.5 6.0 80.7 80.4 90.0 93.9 10.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 18 21 23 25 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,917 COMMITMENTS 1,986 2,448 971 64,914 64,087 67,871 67,506 10,046 10,411 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,076) -309 0 199 5,689 4,196 5,579 4,395 497 1,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.1 1.2 83.3 82.3 87.1 86.6 12.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 16 16 18 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 177,227 COMMITMENTS 1,038 0 0 166,631 172,362 167,669 172,362 9,558 4,865 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,579) -78 0 -248 5,763 5,673 5,437 5,425 142 154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 94.0 97.3 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 25 23 26 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,138 COMMITMENTS 0 0 0 71,839 75,506 71,839 75,506 10,299 6,632 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,819) 0 0 0 -2,446 -2,707 -2,446 -2,707 627 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.5 91.9 87.5 91.9 12.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 301,431 COMMITMENTS 4,989 2,448 0 288,489 291,762 293,478 294,210 7,953 7,221 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -652) 210 0 0 -1,441 -338 -1,231 -338 579 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.8 0.0 95.7 96.8 97.4 97.6 2.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 1 0 43 35 44 36 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,324 COMMITMENTS 2,079 14,602 1,996 69,353 51,304 73,428 67,902 3,896 9,422 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,372) -90 905 -104 1,562 667 1,368 1,468 4 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 18.9 2.6 89.7 66.3 95.0 87.8 5.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 3 21 19 24 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,703 COMMITMENTS 164 0 2,940 68,122 67,312 71,226 70,252 5,477 6,451 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,858) -1,120 0 188 6,558 2,426 5,626 2,614 -2,768 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 3.8 88.8 87.8 92.9 91.6 7.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 15 17 16 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,000 COMMITMENTS 3,000 3,354 918 106,905 102,381 110,823 106,653 1,177 5,347 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 22,620) 3,000 -600 0 19,590 21,365 22,590 20,765 30 1,855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.0 0.8 95.5 91.4 98.9 95.2 1.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 11 14 15 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,973 COMMITMENTS 18,221 4,718 918 41,785 51,640 60,924 57,276 1,049 4,697 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,255) 3,000 -600 0 3,256 6,886 6,256 6,286 -1 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 7.6 1.5 67.4 83.3 98.3 92.4 1.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 5 1 22 21 31 26 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,717 COMMITMENTS 0 0 0 36,177 37,207 36,177 37,207 2,540 1,510 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 4,314) 0 0 0 4,344 4,254 4,344 4,254 -30 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 96.1 93.4 96.1 6.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 10 19 10 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,196 COMMITMENTS 396 1,683 0 112,300 116,076 112,696 117,759 14,500 9,437 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,776) 396 0 0 7,423 5,462 7,819 5,462 -2,043 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.3 0.0 88.3 91.3 88.6 92.6 11.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 30 22 31 23 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,000 COMMITMENTS 618 153 2,629 53,797 57,540 57,044 60,322 7,956 4,678 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,308) 0 -721 276 1,050 3,055 1,326 2,610 982 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 4.0 82.8 88.5 87.8 92.8 12.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 16 16 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,263 COMMITMENTS 0 1,490 1,896 95,576 92,502 97,472 95,888 5,791 7,375 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 7,135) 0 -351 110 7,650 9,418 7,760 9,177 -625 -2,042 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.8 92.6 89.6 94.4 92.9 5.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 22 22 23 24 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,925 COMMITMENTS 848 8,995 1,589 81,272 73,487 83,709 84,071 5,216 4,854 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 10,468) 400 1,916 -32 10,075 8,031 10,443 9,915 25 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 10.1 1.8 91.4 82.6 94.1 94.5 5.9 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 124,047 COMMITMENTS 1,374 11,328 780 115,062 108,313 117,216 120,421 6,831 3,626 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,781) -155 368 170 5,970 5,484 5,985 6,022 796 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 9.1 0.6 92.8 87.3 94.5 97.1 5.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 15 14 18 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 269,612 COMMITMENTS 917 45,844 4,161 251,264 207,094 256,342 257,099 13,270 12,513 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,375) -2,148 -1,206 1,206 4,935 1,886 3,993 1,886 -1,618 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 17.0 1.5 93.2 76.8 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 3 33 24 36 27 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,965 COMMITMENTS 6,275 3,868 0 26,838 29,759 33,113 33,627 852 338 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,970) 1,800 2,520 0 4,170 3,546 5,970 6,066 0 -96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 11.4 0.0 79.0 87.6 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 11 14 13 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 38,936 COMMITMENTS 3,518 0 120 32,966 38,047 36,604 38,167 2,332 769 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,142) -720 0 120 1,955 1,082 1,355 1,202 -213 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.3 84.7 97.7 94.0 98.0 6.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 13 13 15 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 274,140 COMMITMENTS 3,039 45,850 4,734 254,662 218,483 262,435 269,067 11,705 5,073 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -1,284) -236 5,627 -610 978 -4,824 132 193 -1,416 -1,477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 16.7 1.7 92.9 79.7 95.7 98.1 4.3 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 6 5 44 36 51 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 71,533 COMMITMENTS 9,102 0 0 57,889 67,412 66,991 67,412 4,542 4,121 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -9,366) 30 0 0 -9,396 -10,425 -9,366 -10,425 0 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 0.0 0.0 80.9 94.2 93.7 94.2 6.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 17 18 17 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,517 COMMITMENTS 0 1,224 0 82,096 83,672 82,096 84,896 4,421 1,621 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -402) 0 0 0 394 454 394 454 -796 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 94.9 96.7 94.9 98.1 5.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 17 22 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 72,315 COMMITMENTS 13 4,929 1,017 62,079 64,106 63,109 70,052 9,206 2,263 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,246) 13 -49 -12 915 794 916 733 330 513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 1.4 85.8 88.6 87.3 96.9 12.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 16 22 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 152,335 COMMITMENTS 17,528 8,320 16,116 117,927 127,600 151,571 152,036 764 299 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,969) 1,853 850 -1,470 1,628 2,590 2,011 1,970 -42 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 5.5 10.6 77.4 83.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 8 14 50 57 67 74 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,102 COMMITMENTS 6,990 221 1,388 43,724 50,493 52,102 52,102 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 302) 326 -205 -22 -2 529 302 302 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 0.4 2.7 83.9 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 3 23 22 28 26 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 428,238 COMMITMENTS 36,117 1,640 24,303 367,818 402,295 428,238 428,238 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 11,060) -1,264 656 1,904 10,420 8,500 11,060 11,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.4 5.7 85.9 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 2 22 22 26 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,574,206 COMMITMENTS 54,972 21,243 67,871 1451363 1466436 1574206 1555550 0 18,656 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 36,273) 1,970 -433 -769 35,072 37,475 36,273 36,273 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 1.3 4.3 92.2 93.2 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 5 43 45 50 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,409 COMMITMENTS 880 6,179 4,286 42,243 36,944 47,409 47,409 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,272) 71 396 135 1,066 741 1,272 1,272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 13.0 9.0 89.1 77.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 5 4 24 21 29 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 321,852 COMMITMENTS 976 42,824 17,446 303,430 261,582 321,852 321,852 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 7,449) 0 16,933 -11,716 19,165 2,232 7,449 7,449 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 13.3 5.4 94.3 81.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 16 15 19 19 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 639,839 COMMITMENTS 36,812 0 11,673 591,354 628,166 639,839 639,839 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -9,866) -2,785 0 1,184 -8,265 -11,050 -9,866 -9,866 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 1.8 92.4 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 1 27 28 31 29 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,760 COMMITMENTS 8,466 65 2,284 39,269 47,181 50,019 49,530 741 1,230 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -365) 3 65 -194 -344 148 -535 19 170 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.1 4.5 77.4 92.9 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 1 4 29 29 37 33 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,880 COMMITMENTS 200 0 0 36,500 36,880 36,700 36,880 180 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.0 100.0 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 3,450 COMMITMENTS 100 100 300 3,050 3,000 3,450 3,400 0 50 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -200) -100 50 250 -250 -350 -100 -50 -100 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.9 8.7 88.4 87.0 100.0 98.6 0.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 12 9 14 11 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,185 COMMITMENTS 200 300 200 54,785 54,685 55,185 55,185 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 975) 0 0 0 975 975 975 975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.5 0.4 99.3 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 27 14 29 15 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,210 COMMITMENTS 50 600 0 10,860 10,310 10,910 10,910 300 300 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 710) 0 0 0 410 410 410 410 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 5.4 0.0 96.9 92.0 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 18 18 19 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 252,696 COMMITMENTS 12,600 1,152 2,736 237,360 248,808 252,696 252,696 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,328) 1,184 0 -392 1,536 2,720 2,328 2,328 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.5 1.1 93.9 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 20 18 22 22 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,280 COMMITMENTS 2,717 956 170 8,073 9,792 10,960 10,918 320 362 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 19) 0 85 21 21 -43 42 63 -23 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 8.5 1.5 71.6 86.8 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 14 14 19 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,250 COMMITMENTS 3,000 700 300 11,950 14,250 15,250 15,250 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 4.6 2.0 78.4 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 11 12 12 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,365 COMMITMENTS 1,050 1,300 0 16,305 15,765 17,355 17,065 10 300 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,085) 350 0 0 1,735 1,785 2,085 1,785 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 7.5 0.0 93.9 90.8 99.9 98.3 0.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 0 22 19 25 20 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,286 COMMITMENTS 375 0 50 9,031 9,976 9,456 10,026 830 260 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 365) 0 0 0 365 385 365 385 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 0.5 87.8 97.0 91.9 97.5 8.1 2.5 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 21,298 COMMITMENTS 1,417 84 639 18,880 19,256 20,936 19,979 362 1,319 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -705) -63 42 40 -723 -807 -746 -725 41 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.4 3.0 88.6 90.4 98.3 93.8 1.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 2 26 21 29 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,230 COMMITMENTS 0 5,158 1,862 34,213 29,085 36,075 36,105 155 125 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 495) -15 -147 187 323 455 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 5.1 94.4 80.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 4 3 31 24 34 28 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,492 COMMITMENTS 1,060 3,334 3,930 38,238 36,223 43,228 43,487 264 5 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,292) 95 355 -65 1,262 1,002 1,292 1,292 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 7.7 9.0 87.9 83.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 5 35 31 43 36 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 36,570 COMMITMENTS 600 50 0 35,970 36,210 36,570 36,260 0 310 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -825) 0 0 0 -825 -825 -825 -825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.1 0.0 98.4 99.0 100.0 99.2 0.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 21 9 22 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,200 COMMITMENTS 500 50 0 39,700 40,150 40,200 40,200 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -835) 0 0 0 -835 -835 -835 -835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 98.8 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 26 15 27 16 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 490,584 COMMITMENTS 48,783 8,032 39,328 402,473 443,224 490,584 490,584 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 5,319) 2,868 1,512 -867 3,318 4,674 5,319 5,319 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 1.6 8.0 82.0 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 29 28 32 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 34,222 COMMITMENTS 5,075 1,783 1,803 26,453 30,339 33,331 33,925 891 297 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 177) 212 105 20 -55 157 177 282 0 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 5.2 5.3 77.3 88.7 97.4 99.1 2.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 30 30 35 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,523 COMMITMENTS 3,840 270 1,228 13,455 17,025 18,523 18,523 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 54) 54 54 0 0 0 54 54 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.7 1.5 6.6 72.6 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 18 10 20 12 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 188,992 COMMITMENTS 78,044 0 0 110,948 188,992 188,992 188,992 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,952) 0 0 0 1,952 1,952 1,952 1,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 0.0 0.0 58.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 15 10 17 10 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 549,076 COMMITMENTS 3,161 11,256 16,697 529,218 521,123 549,076 549,076 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 19,456) 0 768 0 19,456 18,688 19,456 19,456 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.0 3.0 96.4 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 22 19 24 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 32,420 COMMITMENTS 4,879 0 384 26,241 31,484 31,504 31,868 916 552 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,795) 46 0 0 1,749 1,795 1,795 1,795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 0.0 1.2 80.9 97.1 97.2 98.3 2.8 1.7 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,905 COMMITMENTS 2,084 1,881 0 15,309 15,493 17,393 17,374 512 531 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -217) -21 67 0 -260 -262 -281 -195 64 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 10.5 0.0 85.5 86.5 97.1 97.0 2.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 0 21 20 25 21 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 237,208 COMMITMENTS 38,150 5,144 768 198,290 231,296 237,208 237,208 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 416) 0 416 0 416 0 416 416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 2.2 0.3 83.6 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 16 20 19 23 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,994 COMMITMENTS 1,931 0 700 10,190 12,039 12,821 12,739 173 255 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 214) 191 0 -42 65 256 214 214 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.0 5.4 78.4 92.7 98.7 98.0 1.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 19 22 24 24 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 145,761 COMMITMENTS 10,766 0 768 134,227 144,993 145,761 145,761 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 384) -384 0 768 0 -384 384 384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 0.0 0.5 92.1 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 16 17 19 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,870 COMMITMENTS 0 2,259 2,280 18,590 16,331 20,870 20,870 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 20) 0 -75 -79 99 174 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 10.9 89.1 78.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 15 20 16 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 146,778 COMMITMENTS 7,712 0 0 139,066 146,778 146,778 146,778 0 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 657) 0 0 0 657 657 657 657 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,350 COMMITMENTS 200 100 0 8,550 9,240 8,750 9,340 600 10 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,440 COMMITMENTS 100 0 0 9,760 10,440 9,860 10,440 580 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 190) 0 0 0 300 240 300 240 -110 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 93.5 100.0 94.4 100.0 5.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 15 16 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,215 COMMITMENTS 0 1,000 0 24,995 24,215 24,995 25,215 220 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 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: 29) 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,335 COMMITMENTS 0 900 0 20,985 20,435 20,985 21,335 350 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 0.0 98.4 95.8 98.4 100.0 1.6 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,130 COMMITMENTS 0 0 0 9,815 10,050 9,815 10,050 315 80 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 99.2 96.9 99.2 3.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 16 21 16 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,715 COMMITMENTS 0 200 0 24,435 24,515 24,435 24,715 280 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 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: 26) 0 1 0 22 12 22 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,480 COMMITMENTS 0 0 0 20,770 21,465 20,770 21,465 710 15 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 99.9 96.7 99.9 3.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 18 13 18 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,590 COMMITMENTS 0 0 0 22,000 22,585 22,000 22,585 590 5 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 100.0 97.4 100.0 2.6 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,760 COMMITMENTS 0 0 0 23,020 23,755 23,020 23,755 740 5 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 250) 0 0 0 280 250 280 250 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.9 100.0 96.9 100.0 3.1 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 129,450 COMMITMENTS 2,080 200 0 127,220 129,150 129,300 129,350 150 100 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 3,780) 0 0 0 3,780 3,780 3,780 3,780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.2 0.0 98.3 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 0 39 33 42 34 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 166,853 COMMITMENTS 2,865 0 100 163,578 166,753 166,543 166,853 310 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 6,220) 0 0 0 6,220 6,220 6,220 6,220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.1 98.0 99.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 0 1 41 34 45 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 151,441 COMMITMENTS 22,076 4,507 9,894 119,305 136,715 151,275 151,116 166 325 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 2,244) 193 170 -70 2,132 2,159 2,255 2,259 -11 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.0 6.5 78.8 90.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 8 5 10 42 39 55 50 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,455 COMMITMENTS 2,760 2,170 2,040 92,560 93,245 97,360 97,455 95 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 1,715) 465 0 135 1,115 1,580 1,715 1,715 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.2 2.1 95.0 95.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 4 34 32 40 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,380 COMMITMENTS 0 825 0 26,850 26,555 26,850 27,380 530 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.1 97.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 25 17 25 19 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,175 COMMITMENTS 0 350 0 23,955 23,530 23,955 23,880 220 295 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 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 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,293 COMMITMENTS 1,103 400 170 8,612 9,668 9,885 10,238 408 55 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 603) -30 0 30 481 573 481 603 122 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 3.9 1.7 83.7 93.9 96.0 99.5 4.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 21 24 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,881 COMMITMENTS 25 1,765 75 11,547 9,996 11,647 11,836 234 45 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 605) 0 50 25 835 540 860 615 -255 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 14.9 0.6 97.2 84.1 98.0 99.6 2.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 22 20 25 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 05/20/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,120 COMMITMENTS 0 0 0 8,995 9,120 8,995 9,120 125 0 CHANGES FROM 05/13/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.6 100.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 16 18 16
Updated May 23, 2014