CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 9,772 COMMITMENTS 2,530 1,098 2,090 5,129 6,547 9,749 9,735 23 37 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 15) 0 -10 10 0 15 10 15 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 11.2 21.4 52.5 67.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 5 10 3 17 10 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 21,945 COMMITMENTS 10,435 5,494 1,275 10,235 15,176 21,945 21,945 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 25.0 5.8 46.6 69.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 4 2 8 7 18 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,247,116 COMMITMENTS 625,508 277,576 910,376 2684490 3046393 4220374 4234345 26,742 12,771 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -294,799) -70,256 -33,482 -81,905 -137,757 -174,452 -289,918 -289,839 -4,881 -4,960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 6.5 21.4 63.2 71.7 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 34 31 54 144 124 206 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 589,769 COMMITMENTS 67,746 148,690 134,763 386,900 305,682 589,409 589,135 360 634 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 13,350) 5,910 14,767 -1,316 8,526 -677 13,120 12,774 230 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 25.2 22.9 65.6 51.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 14 18 26 37 36 67 64 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,366 COMMITMENTS 29,166 2,182 6,788 165,368 197,873 201,322 206,843 13,044 7,523 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -16,588) -2,786 2,118 -1,887 -10,602 -16,202 -15,275 -15,971 -1,313 -617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 1.0 3.2 77.1 92.3 93.9 96.5 6.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 4 4 31 30 39 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,820 COMMITMENTS 2,329 1,433 1,660 104,294 107,699 108,283 110,792 5,537 3,028 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,527) -4,552 -248 1,092 -5,845 -8,882 -9,305 -8,038 778 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.3 1.5 91.6 94.6 95.1 97.3 4.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 27 26 28 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 187,285 COMMITMENTS 16,015 8,560 2,346 160,901 168,504 179,262 179,410 8,023 7,875 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,820) -1,687 -3,148 128 -5,063 -4,143 -6,622 -7,163 -1,198 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 4.6 1.3 85.9 90.0 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 25 28 28 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 704,515 COMMITMENTS 58,735 3,095 10,600 633,266 688,863 702,601 702,558 1,914 1,957 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -39,846) -3,441 108 -800 -35,419 -38,868 -39,660 -39,560 -186 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.4 1.5 89.9 97.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 4 2 3 57 40 61 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,153 COMMITMENTS 19,285 15,126 292 190,127 191,756 209,704 207,174 5,449 7,979 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,857) -1,810 -290 16 -8,643 -13,248 -10,437 -13,522 -1,420 1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 7.0 0.1 88.4 89.1 97.5 96.3 2.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 1 1 27 25 32 27 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,772 COMMITMENTS 633 1,054 3,037 214,664 210,313 218,334 214,404 2,438 6,368 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,357) -313 343 -683 -4,833 -5,721 -5,829 -6,061 -528 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.5 1.4 97.2 95.3 98.9 97.1 1.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 1 3 37 36 40 39 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 83,863 COMMITMENTS 4,343 702 1,240 73,872 71,398 79,455 73,340 4,408 10,523 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,918) 1,668 -651 -1,506 -11,672 -12,738 -11,510 -14,895 -408 2,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.8 1.5 88.1 85.1 94.7 87.5 5.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 2 21 19 23 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,438 COMMITMENTS 1,431 15,723 4,612 80,661 71,267 86,704 91,602 9,734 4,836 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,968) -3 -2,791 492 -4,980 -6,053 -4,491 -8,352 -2,477 1,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 16.3 4.8 83.6 73.9 89.9 95.0 10.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 3 26 26 31 29 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 14,944 COMMITMENTS 1,209 0 0 13,241 14,642 14,450 14,642 494 302 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,471) -1,457 0 0 -5,766 -7,285 -7,223 -7,285 -248 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.0 0.0 88.6 98.0 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 10 14 10 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,046 COMMITMENTS 0 2,364 1,461 58,685 59,240 60,146 63,065 9,900 6,981 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -2,036) 0 76 -303 -1,373 -1,337 -1,676 -1,564 -360 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 2.1 83.8 84.6 85.9 90.0 14.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 17 16 19 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 198,002 COMMITMENTS 854 0 0 190,152 193,174 191,006 193,174 6,996 4,828 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -12,331) -62 0 0 -11,853 -12,215 -11,915 -12,215 -416 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 96.0 97.6 96.5 97.6 3.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 0 31 29 32 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,811 COMMITMENTS 0 0 0 77,625 83,517 77,625 83,517 8,186 2,294 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -9,171) 0 0 0 -9,724 -8,891 -9,724 -8,891 553 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.5 97.3 90.5 97.3 9.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 24 24 24 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 267,904 COMMITMENTS 87 976 455 260,004 260,531 260,546 261,962 7,358 5,942 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -17,029) -31 -496 31 -16,881 -16,711 -16,881 -17,176 -148 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 97.1 97.2 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 1 1 45 39 46 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,021 COMMITMENTS 1,585 2,035 4,735 52,700 49,751 59,020 56,521 5,001 7,500 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,684) -261 -1,190 -167 -7,362 -4,823 -7,790 -6,180 1,106 -504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.2 7.4 82.3 77.7 92.2 88.3 7.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 4 20 19 24 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,221 COMMITMENTS 2,306 1,054 2,299 58,992 60,742 63,597 64,095 5,624 5,126 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,903) -142 0 -950 -7,655 -6,459 -8,747 -7,409 844 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.5 3.3 85.2 87.8 91.9 92.6 8.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 15 15 17 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,993 COMMITMENTS 6,340 1,446 1,586 92,155 91,923 100,081 94,955 912 6,038 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -13,662) -4,701 -1,333 -186 -8,738 -12,361 -13,625 -13,880 -37 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.4 1.6 91.2 91.0 99.1 94.0 0.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 11 13 13 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,980 COMMITMENTS 10,071 2,779 1,772 39,487 45,117 51,330 49,668 650 2,312 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -36,529) -14,187 -651 -403 -21,350 -35,505 -35,940 -36,559 -589 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 5.3 3.4 76.0 86.8 98.7 95.6 1.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 22 20 26 24 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 34,489 COMMITMENTS 217 0 0 33,870 33,842 34,087 33,842 402 647 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -14,257) -93 0 0 -13,947 -13,757 -14,040 -13,757 -217 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 98.2 98.1 98.8 98.1 1.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 13 23 14 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 138,248 COMMITMENTS 489 837 1,037 122,608 126,906 124,134 128,780 14,114 9,468 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,961) 0 -912 346 -11,469 -7,416 -11,123 -7,982 2,162 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.6 0.8 88.7 91.8 89.8 93.2 10.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 28 26 30 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,516 COMMITMENTS 550 0 792 48,493 47,476 49,835 48,268 3,681 5,248 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,567) -122 0 -36 -3,456 -3,675 -3,614 -3,711 -953 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.5 90.6 88.7 93.1 90.2 6.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 13 15 14 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,926 COMMITMENTS 1,040 242 2,124 90,642 87,396 93,806 89,762 3,120 7,164 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -8,425) 321 -1,087 -684 -7,680 -7,183 -8,043 -8,954 -382 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 2.2 93.5 90.2 96.8 92.6 3.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 21 22 23 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,765 COMMITMENTS 4,109 1,052 471 51,895 60,075 56,475 61,598 11,290 6,167 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,227) 267 -854 64 -6,887 -4,439 -6,556 -5,229 329 -998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 1.6 0.7 76.6 88.7 83.3 90.9 16.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 13 18 14 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,038 COMMITMENTS 0 12,400 155 74,795 67,700 74,950 80,255 7,088 1,783 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -5,740) 0 -186 0 -5,276 -5,499 -5,276 -5,685 -464 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.1 0.2 91.2 82.5 91.4 97.8 8.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 12 17 13 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 127,723 COMMITMENTS 1,242 18,322 1,169 120,537 106,694 122,948 126,185 4,775 1,538 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -6,591) 870 -1,322 -371 -6,439 -4,619 -5,940 -6,312 -651 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 14.3 0.9 94.4 83.5 96.3 98.8 3.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 17 18 19 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 231,612 COMMITMENTS 0 26,899 4,902 219,573 190,594 224,475 222,395 7,137 9,217 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -15,543) 0 -4,068 -2,183 -11,691 -8,412 -13,874 -14,663 -1,669 -880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 2.1 94.8 82.3 96.9 96.0 3.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 3 3 35 28 38 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,638 COMMITMENTS 2,136 0 0 19,844 23,020 21,980 23,020 1,658 618 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -11,490) -2,511 -1,519 -372 -7,890 -9,566 -10,773 -11,457 -717 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.0 83.9 97.4 93.0 97.4 7.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 14 13 16 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,822 COMMITMENTS 1,468 0 0 42,225 44,018 43,693 44,018 1,129 804 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,447) -899 0 0 -8,742 -10,168 -9,641 -10,168 -806 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 94.2 98.2 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 14 17 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 243,755 COMMITMENTS 1,782 33,042 3,798 229,327 200,695 234,907 237,535 8,848 6,220 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -19,693) -250 -1,828 -1,010 -18,841 -17,650 -20,101 -20,488 408 795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 13.6 1.6 94.1 82.3 96.4 97.4 3.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 5 4 42 32 47 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 54,002 COMMITMENTS 4,908 0 0 45,183 50,970 50,091 50,970 3,911 3,032 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -5,832) -1,736 0 0 -3,813 -5,305 -5,549 -5,305 -283 -527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 83.7 94.4 92.8 94.4 7.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 16 20 17 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,882 COMMITMENTS 0 488 0 71,394 74,140 71,394 74,628 4,488 1,254 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,779) 0 0 0 -5,596 -4,624 -5,596 -4,624 817 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 94.1 97.7 94.1 98.3 5.9 1.7 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 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 57,882 COMMITMENTS 0 5,150 0 50,398 50,708 50,398 55,858 7,484 2,024 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,471) 0 -806 0 -6,551 -6,595 -6,551 -7,401 -920 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.9 0.0 87.1 87.6 87.1 96.5 12.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 15 21 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 143,968 COMMITMENTS 27,771 6,453 14,118 101,337 122,627 143,226 143,198 742 770 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -9,159) -282 -372 -1,743 -7,150 -7,002 -9,175 -9,117 16 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 4.5 9.8 70.4 85.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 13 7 14 46 52 65 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 48,738 COMMITMENTS 9,182 387 1,189 38,367 47,162 48,738 48,738 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,727) -1,271 232 53 -509 -2,012 -1,727 -1,727 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.8 2.4 78.7 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 24 20 27 24 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 383,827 COMMITMENTS 39,079 0 20,991 323,757 362,836 383,827 383,827 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -18,289) 1,279 0 -4,328 -15,240 -13,961 -18,289 -18,289 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 5.5 84.3 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 20 17 23 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,483,258 COMMITMENTS 69,824 31,303 61,049 1352385 1390906 1483258 1483258 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -75,204) 10,785 -1,102 -1,265 -84,724 -72,837 -75,204 -75,204 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.1 4.1 91.2 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 3 5 39 43 47 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 45,654 COMMITMENTS 2,581 3,734 5,464 37,609 36,456 45,654 45,654 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,479) 875 244 343 261 892 1,479 1,479 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 8.2 12.0 82.4 79.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 4 25 21 31 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 321,139 COMMITMENTS 976 60,872 14,182 305,981 246,085 321,139 321,139 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 11,568) 328 7,712 -328 11,568 4,184 11,568 11,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 19.0 4.4 95.3 76.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 14 16 17 19 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 662,579 COMMITMENTS 44,230 0 5,757 612,592 656,822 662,579 662,579 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 2,720) -824 0 1,568 1,976 1,152 2,720 2,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.9 92.5 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 24 29 28 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 56,477 COMMITMENTS 6,245 5,910 1,990 47,370 47,597 55,605 55,497 872 980 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -228) -320 0 43 -59 -271 -336 -228 108 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 10.5 3.5 83.9 84.3 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 5 28 29 35 34 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,245 COMMITMENTS 150 0 0 44,465 45,195 44,615 45,195 630 50 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 140) 0 0 0 100 160 100 160 40 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 98.3 99.9 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 21 18 22 18 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,916 COMMITMENTS 200 250 50 60,086 60,616 60,336 60,916 580 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 220) 0 0 0 170 220 170 220 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.4 0.1 98.6 99.5 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 1 32 21 35 22 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,650 COMMITMENTS 200 750 50 11,400 10,850 11,650 11,650 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,280) 0 100 0 1,280 1,180 1,280 1,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.4 0.4 97.9 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 18 20 20 22 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 283,320 COMMITMENTS 11,200 5,112 3,176 268,176 274,264 282,552 282,552 768 768 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 3,104) 384 -384 0 1,952 2,720 2,336 2,336 768 768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.8 1.1 94.7 96.8 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 3 24 22 27 26 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,807 COMMITMENTS 1,981 1,065 194 9,369 10,397 11,544 11,656 263 151 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 371) 63 -21 -105 413 474 371 348 0 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 9.0 1.6 79.4 88.1 97.8 98.7 2.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 17 17 22 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,500 COMMITMENTS 3,100 250 350 15,050 17,900 18,500 18,500 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 1.4 1.9 81.4 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 15 12 17 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,590 COMMITMENTS 1,040 1,300 20 18,290 18,210 19,350 19,530 240 60 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 555) 0 200 0 555 355 555 555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.6 0.1 93.4 93.0 98.8 99.7 1.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 1 19 23 22 26 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,227 COMMITMENTS 0 1,135 375 12,612 11,457 12,987 12,967 240 260 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,040) 0 600 0 1,040 440 1,040 1,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 2.8 95.4 86.6 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 25 17 26 19 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 19,905 COMMITMENTS 1,742 238 582 17,006 18,018 19,330 18,838 575 1,067 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -105) 255 0 -105 -255 0 -105 -105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.2 2.9 85.4 90.5 97.1 94.6 2.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 1 27 25 29 28 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,367 COMMITMENTS 0 6,381 1,804 33,398 27,072 35,202 35,257 165 110 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,002) 0 130 0 1,002 872 1,002 1,002 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 5.1 94.4 76.5 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 4 34 33 38 38 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,169 COMMITMENTS 1,015 4,616 3,891 39,123 35,662 44,029 44,169 140 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 1,059) 0 804 -314 1,368 584 1,054 1,074 5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 10.5 8.8 88.6 80.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 3 38 38 46 41 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,610 COMMITMENTS 850 0 0 37,520 38,610 38,370 38,610 240 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 275) 0 0 0 275 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.2 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 23 11 24 11 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,819 COMMITMENTS 550 0 0 49,209 49,819 49,759 49,819 60 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 765) 0 0 0 765 765 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.8 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 28 14 29 14 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 477,579 COMMITMENTS 80,299 4,735 28,143 369,137 444,701 477,579 477,579 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 30,095) 21,510 0 1 8,584 30,094 30,095 30,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 1.0 5.9 77.3 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 3 28 29 32 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,877 COMMITMENTS 5,587 442 2,680 24,442 30,624 32,709 33,746 1,168 131 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 963) 307 -256 282 374 871 963 897 0 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 1.3 7.9 72.1 90.4 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 3 5 28 33 35 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,846 COMMITMENTS 25 224 2,250 12,571 12,372 14,846 14,846 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 100) -74 52 48 126 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.5 15.2 84.7 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 18 10 21 12 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 254,560 COMMITMENTS 69,796 0 7,712 177,052 246,848 254,560 254,560 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 977) -1,305 0 0 2,282 977 977 977 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 0.0 3.0 69.6 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 14 5 17 6 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 494,671 COMMITMENTS 2,369 9,552 17,880 474,422 467,239 494,671 494,671 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 5,088) 0 -384 384 4,704 5,088 5,088 5,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.9 3.6 95.9 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 25 18 28 21 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 46,363 COMMITMENTS 10,676 132 1,188 33,756 44,534 45,620 45,854 743 509 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 42) 215 0 0 -235 1 -20 1 62 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.3 2.6 72.8 96.1 98.4 98.9 1.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 20 18 23 20 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 72,690 COMMITMENTS 0 3,904 0 72,690 68,786 72,690 72,690 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,856) 0 0 0 -3,856 -3,856 -3,856 -3,856 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 100.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 10 14 10 15 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,743 COMMITMENTS 2,751 207 290 10,492 13,502 13,533 13,999 1,210 744 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,077) 20 -48 -57 -908 -884 -945 -989 -132 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.4 2.0 71.2 91.6 91.8 95.0 8.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 18 22 21 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 190,848 COMMITMENTS 39,282 758 1,602 149,964 188,488 190,848 190,848 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -19,175) -1,660 758 -742 -16,773 -19,191 -19,175 -19,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 0.4 0.8 78.6 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 17 23 20 24 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,476 COMMITMENTS 1,769 0 520 8,928 10,829 11,217 11,349 259 127 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -903) -391 0 -83 -491 -797 -965 -880 62 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 0.0 4.5 77.8 94.4 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 20 22 24 24 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 119,500 COMMITMENTS 11,505 0 3,186 104,809 116,314 119,500 119,500 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -13,680) 16 0 0 -13,696 -13,680 -13,680 -13,680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 2.7 87.7 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 20 17 23 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,072 COMMITMENTS 52 1,987 1,915 17,105 15,170 19,072 19,072 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,355) 0 -158 0 -1,355 -1,197 -1,355 -1,355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 10.4 10.0 89.7 79.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 13 19 14 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 142,234 COMMITMENTS 0 328 3,856 138,378 138,050 142,234 142,234 0 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,339) 0 -328 0 -7,339 -7,011 -7,339 -7,339 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 2.7 97.3 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 12 16 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,135 COMMITMENTS 0 875 75 21,540 21,185 21,615 22,135 520 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,315) 0 0 0 -1,300 -1,315 -1,300 -1,315 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.3 97.3 95.7 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 14 20 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,250 COMMITMENTS 0 900 0 17,610 17,350 17,610 18,250 640 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,195) 0 0 0 -1,160 -1,195 -1,160 -1,195 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 96.5 95.1 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 9 16 10 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,020 COMMITMENTS 0 0 0 8,945 8,970 8,945 8,970 75 50 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,375) 0 0 0 -1,365 -1,365 -1,365 -1,365 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 13 20 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,020 COMMITMENTS 0 150 0 20,785 20,870 20,785 21,020 235 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,475) 0 -150 0 -1,455 -1,325 -1,455 -1,475 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.0 98.9 99.3 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 16 10 16 11 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,525 COMMITMENTS 0 0 0 19,850 20,525 19,850 20,525 675 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,525) 0 0 0 -3,475 -3,525 -3,475 -3,525 -50 0 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: 23) 0 0 0 20 13 20 13 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 116,070 COMMITMENTS 1,925 50 0 113,915 116,020 115,840 116,070 230 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -7,830) -185 -125 0 -7,695 -7,705 -7,880 -7,830 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 98.1 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 1 0 34 32 37 33 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 146,523 COMMITMENTS 2,835 50 50 143,588 146,423 146,473 146,523 50 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -10,448) 15 0 50 -10,503 -10,498 -10,438 -10,448 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 98.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 1 1 40 32 45 33 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 149,430 COMMITMENTS 18,990 4,335 8,861 121,424 135,879 149,275 149,075 155 355 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -4,203) -738 1,550 -564 -2,871 -5,194 -4,173 -4,208 -30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 2.9 5.9 81.3 90.9 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 8 8 42 34 51 46 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 93,751 COMMITMENTS 2,805 1,745 1,840 88,996 90,006 93,641 93,591 110 160 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -3,130) 215 -125 -95 -3,230 -2,890 -3,110 -3,110 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.9 2.0 94.9 96.0 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 2 3 32 31 38 35 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,915 COMMITMENTS 0 775 0 22,155 22,140 22,155 22,915 760 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -1,145) 0 250 0 -1,145 -1,395 -1,145 -1,145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 96.7 96.6 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 12 21 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,535 COMMITMENTS 0 500 0 20,130 20,035 20,130 20,535 405 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -855) 0 150 0 -815 -1,000 -815 -850 -40 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 98.0 97.6 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 11 21 12 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,267 COMMITMENTS 2,203 250 310 11,182 13,307 13,695 13,867 572 400 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -671) 80 -50 -130 -729 -788 -779 -968 108 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.8 2.2 78.4 93.3 96.0 97.2 4.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 1 17 19 21 21 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,229 COMMITMENTS 3,565 300 200 7,813 11,657 11,578 12,157 651 72 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -469) 325 50 -75 -484 -444 -234 -469 -235 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 2.5 1.6 63.9 95.3 94.7 99.4 5.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 16 18 18 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,869 COMMITMENTS 0 445 875 14,786 14,489 15,661 15,809 208 60 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 267) 0 -170 25 373 427 398 282 -131 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 5.5 93.2 91.3 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 4 1 24 20 25 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,933 COMMITMENTS 1,365 0 25 10,243 11,783 11,633 11,808 300 125 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: -171) 50 0 -50 -110 -181 -110 -231 -61 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 0.2 85.8 98.7 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 17 19 18 20 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,402 COMMITMENTS 0 430 25 7,552 7,947 7,577 8,402 825 0 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.3 89.9 94.6 90.2 100.0 9.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 12 15 13 17 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 08/05/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,375 COMMITMENTS 300 615 385 5,245 4,085 5,930 5,085 445 1,290 CHANGES FROM 07/29/14 (CHANGE IN OPEN INTEREST: 740) 0 600 0 440 140 440 740 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 9.6 6.0 82.3 64.1 93.0 79.8 7.0 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 17 18 18
Updated August 8, 2014