CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 12,718 COMMITMENTS 5,628 4,341 1,885 5,130 6,460 12,643 12,686 75 32 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 318) 325 84 -120 97 354 302 318 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 34.1 14.8 40.3 50.8 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 4 10 6 19 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,390 COMMITMENTS 10,370 5,494 1,275 10,745 15,621 22,390 22,390 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 24.5 5.7 48.0 69.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 2 8 9 17 14 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 9,664 COMMITMENTS 2,675 2,825 100 6,889 6,739 9,664 9,664 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 125) 0 -50 50 75 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 29.2 1.0 71.3 69.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 1 8 8 11 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,251,810 COMMITMENTS 487,216 320,479 969,323 2763368 2952918 4219907 4242720 31,903 9,090 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 785) -49,029 51,243 -6,436 104,751 8,557 49,286 53,364 -48,501 -52,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 7.5 22.8 65.0 69.5 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 38 32 59 144 121 210 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 532,813 COMMITMENTS 70,574 102,444 145,397 316,242 284,144 532,213 531,985 600 828 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 10,014) 1,663 304 1,614 6,677 9,342 9,954 11,260 60 -1,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 19.2 27.3 59.4 53.3 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 20 15 26 36 36 66 67 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 203,077 COMMITMENTS 16,501 3,690 5,348 164,758 185,308 186,607 194,346 16,470 8,731 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -21,214) -3,819 808 -695 -15,858 -20,371 -20,372 -20,258 -842 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.8 2.6 81.1 91.3 91.9 95.7 8.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 3 28 28 33 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,870 COMMITMENTS 3,715 1,143 441 78,226 83,365 82,382 84,949 6,488 3,921 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -17,637) 489 478 -518 -19,592 -17,136 -19,621 -17,176 1,984 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.3 0.5 88.0 93.8 92.7 95.6 7.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 23 21 25 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 201,460 COMMITMENTS 13,169 11,538 2,931 178,913 179,526 195,013 193,995 6,447 7,465 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -6,432) -630 376 206 -5,209 -6,847 -5,633 -6,265 -799 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 5.7 1.5 88.8 89.1 96.8 96.3 3.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 3 2 27 26 32 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 661,012 COMMITMENTS 48,366 2,434 12,357 598,135 643,132 658,858 657,923 2,154 3,089 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -54,365) -16,229 -1,109 812 -38,018 -54,129 -53,435 -54,426 -930 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.4 1.9 90.5 97.3 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 2 3 4 52 39 56 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,285 COMMITMENTS 14,613 14,356 1,702 216,564 214,276 232,879 230,334 6,406 8,951 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -7,540) -3,425 0 8 -4,473 -9,280 -7,890 -9,272 350 1,732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 6.0 0.7 90.5 89.5 97.3 96.3 2.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 1 4 28 25 34 30 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 232,454 COMMITMENTS 0 3,483 3,000 226,437 217,699 229,437 224,182 3,017 8,272 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -13,406) 0 456 -507 -13,194 -14,159 -13,701 -14,210 295 804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.3 97.4 93.7 98.7 96.4 1.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 3 2 34 40 36 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 84,080 COMMITMENTS 6,765 0 2,318 70,091 73,907 79,174 76,225 4,906 7,855 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -11,691) 5,946 -1,108 -4,146 -13,583 -6,988 -11,783 -12,242 92 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 0.0 2.8 83.4 87.9 94.2 90.7 5.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 17 21 19 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,261 COMMITMENTS 8,360 3,610 5,195 75,470 87,722 89,025 96,527 12,236 4,734 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -11,497) 3,351 107 -5,363 -11,361 -6,396 -13,373 -11,652 1,876 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 3.6 5.1 74.5 86.6 87.9 95.3 12.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 18 21 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,225 COMMITMENTS 248 0 0 22,118 22,799 22,366 22,799 859 426 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,896) 0 0 0 -3,536 -3,566 -3,536 -3,566 -360 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 95.2 98.2 96.3 98.2 3.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 10 15 10 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,897 COMMITMENTS 924 1,423 1,194 69,024 69,320 71,142 71,937 7,755 6,960 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,919) 142 -549 -422 -3,913 -2,395 -4,193 -3,366 274 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.8 1.5 87.5 87.9 90.2 91.2 9.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 16 20 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 212,457 COMMITMENTS 0 3,020 0 201,515 202,006 201,515 205,026 10,942 7,431 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,730) -434 3,020 0 -5,946 -7,188 -6,380 -4,168 3,650 1,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 0.0 94.8 95.1 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 22 26 22 27 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,670 COMMITMENTS 0 0 0 73,678 80,824 73,678 80,824 10,992 3,846 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -6,621) 0 0 0 -10,066 -7,890 -10,066 -7,890 3,445 1,269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.0 95.5 87.0 95.5 13.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 21 20 21 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 289,580 COMMITMENTS 0 7,040 450 276,264 274,577 276,714 282,067 12,866 7,513 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -14,903) 0 -132 0 -20,610 -16,755 -20,610 -16,887 5,707 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.2 95.4 94.8 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 2 1 41 32 42 34 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,545 COMMITMENTS 1,248 362 3,054 46,560 46,855 50,862 50,271 5,683 6,274 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,999) 719 -944 -646 -6,095 -3,200 -6,022 -4,790 23 -1,209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.6 5.4 82.3 82.9 89.9 88.9 10.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 21 20 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,124 COMMITMENTS 2,820 0 3,209 59,575 58,063 65,604 61,272 4,520 8,852 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -8,108) 109 -661 -99 -8,877 -6,603 -8,867 -7,363 759 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 4.6 85.0 82.8 93.6 87.4 6.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 13 18 15 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,876 COMMITMENTS 10,458 1,812 0 72,372 77,331 82,830 79,143 1,046 4,733 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -47,862) -6,628 -6,483 0 -41,184 -40,017 -47,812 -46,500 -50 -1,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 2.2 0.0 86.3 92.2 98.8 94.4 1.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 12 15 13 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,381 COMMITMENTS 14,896 7,892 0 55,237 61,167 70,133 69,059 248 1,322 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -23,610) -1,890 -4,620 -1,020 -20,700 -17,738 -23,610 -23,378 0 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 11.2 0.0 78.5 86.9 99.6 98.1 0.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 8 0 21 27 26 35 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,027 COMMITMENTS 0 0 0 30,221 30,686 30,221 30,686 806 341 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -15,657) 0 -148 -62 -15,212 -15,237 -15,274 -15,447 -383 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.4 98.9 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 13 23 13 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,869 COMMITMENTS 1,208 801 533 143,067 142,922 144,808 144,256 9,061 9,613 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 1,844) 1,208 -316 -119 3,041 1,993 4,130 1,558 -2,286 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.5 0.3 93.0 92.9 94.1 93.8 5.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 28 24 30 25 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,418 COMMITMENTS 1,507 2,204 0 13,525 13,508 15,032 15,712 2,386 1,706 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,940) 120 -2,250 -120 -7,316 -4,636 -7,316 -7,006 1,376 1,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 12.7 0.0 77.6 77.6 86.3 90.2 13.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 11 10 13 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,736 COMMITMENTS 483 3,659 935 54,977 51,538 56,395 56,132 3,341 3,604 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 3,196) -755 1,168 194 3,292 812 2,731 2,174 465 1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.1 1.6 92.0 86.3 94.4 94.0 5.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 13 18 15 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,280 COMMITMENTS 814 1,450 1,141 99,848 94,400 101,803 96,991 2,477 7,289 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,731) 814 -2,140 -872 -3,018 -11 -3,076 -3,023 345 292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.4 1.1 95.7 90.5 97.6 93.0 2.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 18 23 20 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,601 COMMITMENTS 3,262 2,469 77 73,723 77,388 77,062 79,934 7,539 4,667 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,467) -100 -269 -434 -1,880 -1,937 -2,414 -2,640 -53 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 2.9 0.1 87.1 91.5 91.1 94.5 8.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 20 16 22 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,414 COMMITMENTS 0 28,009 517 109,348 87,326 109,865 115,852 8,549 2,562 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,801) 0 399 -154 -3,015 -3,116 -3,169 -2,871 1,368 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.7 0.4 92.3 73.7 92.8 97.8 7.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 15 13 16 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 219,736 COMMITMENTS 2,786 11,735 4,600 200,759 197,535 208,145 213,870 11,591 5,866 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -16,023) -1,168 -6,812 976 -16,275 -9,017 -16,467 -14,853 444 -1,170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.3 2.1 91.4 89.9 94.7 97.3 5.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 4 32 24 36 29 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,087 COMMITMENTS 1,984 0 0 16,292 19,500 18,276 19,500 1,811 587 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -12,570) -2,700 0 -30 -9,606 -12,673 -12,336 -12,703 -234 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.0 81.1 97.1 91.0 97.1 9.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 0 10 13 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,174 COMMITMENTS 744 0 0 28,516 29,802 29,260 29,802 914 372 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -9,930) -1,170 0 0 -8,555 -9,660 -9,725 -9,660 -205 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 94.5 98.8 97.0 98.8 3.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 13 15 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 255,285 COMMITMENTS 2,507 29,491 4,519 241,113 215,245 248,139 249,255 7,146 6,030 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -14,819) -389 -175 -405 -14,812 -16,665 -15,606 -17,245 787 2,426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 11.6 1.8 94.4 84.3 97.2 97.6 2.8 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 4 4 39 33 43 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 59,472 COMMITMENTS 5,635 0 0 49,750 54,710 55,385 54,710 4,087 4,762 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 2,266) -836 0 0 3,033 668 2,197 668 69 1,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 83.7 92.0 93.1 92.0 6.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 18 18 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 80,872 COMMITMENTS 0 0 0 75,413 76,662 75,413 76,662 5,459 4,210 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -647) 0 0 0 -1,945 -2,432 -1,945 -2,432 1,298 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.2 94.8 93.2 94.8 6.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 16 19 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 54,987 COMMITMENTS 0 1,932 1,926 48,027 46,114 49,953 49,972 5,034 5,015 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,512) -217 -975 856 -6,300 -5,400 -5,661 -5,519 149 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 3.5 87.3 83.9 90.8 90.9 9.2 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 18 12 19 13 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 141,854 COMMITMENTS 22,334 8,529 16,457 102,661 116,270 141,452 141,256 402 598 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -8,552) -1,035 627 -1,177 -6,064 -8,233 -8,276 -8,783 -276 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 6.0 11.6 72.4 82.0 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 8 14 46 50 63 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,608 COMMITMENTS 2,908 961 2,098 40,602 42,549 45,608 45,608 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,167) -1,172 201 -23 -1,972 -3,345 -3,167 -3,167 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 2.1 4.6 89.0 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 25 18 29 23 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 362,533 COMMITMENTS 27,167 0 20,337 315,029 342,196 362,533 362,533 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -8,242) -4,480 0 0 -3,762 -8,242 -8,242 -8,242 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 5.6 86.9 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 14 20 16 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,441,980 COMMITMENTS 45,688 20,645 57,250 1339042 1364085 1441980 1441980 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -53,555) -10,436 -1,540 -812 -42,307 -51,203 -53,555 -53,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.4 4.0 92.9 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 4 7 39 43 49 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,564 COMMITMENTS 2,889 3,904 4,407 39,267 38,252 46,563 46,563 1 1 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 671) 391 -859 88 192 1,442 671 671 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 8.4 9.5 84.3 82.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 6 5 22 21 27 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 292,905 COMMITMENTS 8 61,375 11,910 280,987 219,620 292,905 292,905 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 3,864) 0 0 0 3,864 3,864 3,864 3,864 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.0 4.1 95.9 75.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 15 16 18 19 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 616,716 COMMITMENTS 40,989 0 18,245 557,482 598,471 616,716 616,716 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -26,150) -442 0 0 -25,708 -26,150 -26,150 -26,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 3.0 90.4 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 2 27 30 33 32 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,091 COMMITMENTS 4,868 4,809 2,687 41,690 41,998 49,245 49,494 846 597 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,235) 275 -106 -233 -2,276 -1,791 -2,234 -2,130 -1 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 9.6 5.4 83.2 83.8 98.3 98.8 1.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 21 24 26 28 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,755 COMMITMENTS 100 300 0 42,035 42,205 42,135 42,505 620 250 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,665) -100 0 0 -2,555 -2,650 -2,655 -2,650 -10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.7 0.0 98.3 98.7 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 26 18 27 19 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,961 COMMITMENTS 0 600 0 53,601 53,121 53,601 53,721 360 240 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -4,955) -150 0 0 -4,805 -5,135 -4,955 -5,135 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 99.3 98.4 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 29 17 29 18 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,345 COMMITMENTS 0 310 0 13,345 13,035 13,345 13,345 0 0 CHANGES FROM 09/30/14 (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 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 0 21 21 21 23 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 287,688 COMMITMENTS 9,304 0 3,152 275,232 284,152 287,688 287,304 0 384 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 5,840) 760 0 0 5,080 5,456 5,840 5,456 0 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 1.1 95.7 98.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 25 18 27 20 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,393 COMMITMENTS 3,000 148 44 6,263 9,134 9,307 9,326 86 67 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 41) 0 0 0 19 41 19 41 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 1.6 0.5 66.7 97.2 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 14 19 18 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,800 COMMITMENTS 4,300 400 200 13,300 17,200 17,800 17,800 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 2.2 1.1 74.7 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 16 12 18 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,300 COMMITMENTS 90 250 60 18,910 18,990 19,060 19,300 240 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 30) 90 -110 -90 30 230 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.3 0.3 98.0 98.4 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 24 25 25 27 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,913 COMMITMENTS 0 685 375 13,278 12,573 13,653 13,633 260 280 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 2.7 95.4 90.4 98.1 98.0 1.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 20 21 21 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,294 COMMITMENTS 1,526 0 559 15,102 16,156 17,187 16,715 1,107 1,579 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 211) 19 0 22 -128 -259 -87 -237 298 448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 3.1 82.6 88.3 93.9 91.4 6.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 23 24 25 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 39,871 COMMITMENTS 430 9,140 1,184 37,884 29,539 39,498 39,863 373 8 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -397) 75 809 -424 173 -745 -176 -360 -221 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 22.9 3.0 95.0 74.1 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 2 32 29 34 33 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,625 COMMITMENTS 300 7,755 2,885 44,324 36,967 47,509 47,607 116 18 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,428) -50 1,205 -775 -579 -1,875 -1,404 -1,445 -24 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 16.3 6.1 93.1 77.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 4 4 34 35 40 40 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,580 COMMITMENTS 0 1,535 0 29,460 27,985 29,460 29,520 120 60 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,420) 0 0 0 -3,420 -3,420 -3,420 -3,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 99.6 94.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 27 14 27 15 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,810 COMMITMENTS 0 1,545 0 41,570 40,265 41,570 41,810 240 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -4,545) 0 0 0 -4,545 -4,545 -4,545 -4,545 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 99.4 96.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 30 16 30 17 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 385,538 COMMITMENTS 70,794 713 27,328 287,416 357,497 385,538 385,538 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -43,061) 1,050 296 -7,293 -36,818 -36,064 -43,061 -43,061 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.2 7.1 74.5 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 25 28 29 30 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,208 COMMITMENTS 6,794 156 1,180 19,067 25,468 27,041 26,804 167 404 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,538) 68 -190 -164 -1,909 -2,185 -2,005 -2,539 -533 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 0.6 4.3 70.1 93.6 99.4 98.5 0.6 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 5 25 32 32 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,034 COMMITMENTS 885 178 1,549 15,600 16,307 18,034 18,034 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -206) 24 178 -202 -28 -182 -206 -206 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 1.0 8.6 86.5 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 2 22 11 27 13 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 230,596 COMMITMENTS 54,380 0 8,655 167,561 221,941 230,596 230,596 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 1,928) 0 0 0 1,928 1,928 1,928 1,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 0.0 3.8 72.7 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 14 6 18 7 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 469,166 COMMITMENTS 7,698 1,894 21,562 439,906 445,710 469,166 469,166 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -22,763) 3,171 0 -384 -25,550 -22,379 -22,763 -22,763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.4 4.6 93.8 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 23 17 25 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 47,638 COMMITMENTS 11,593 0 1,398 34,170 45,337 47,161 46,735 477 903 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,650) 236 0 -42 -1,840 -1,619 -1,646 -1,661 -4 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.0 2.9 71.7 95.2 99.0 98.1 1.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 1 19 18 23 19 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 5,439 COMMITMENTS 287 1,914 0 4,726 3,420 5,013 5,334 426 105 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -970) 0 214 0 -907 -1,142 -907 -928 -63 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 35.2 0.0 86.9 62.9 92.2 98.1 7.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 11 9 13 12 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,835 COMMITMENTS 0 3,904 0 60,835 56,931 60,835 60,835 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,792) 0 0 0 -5,792 -5,792 -5,792 -5,792 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 12 11 13 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,563 COMMITMENTS 5,427 1,218 724 9,947 14,044 16,098 15,986 465 577 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -239) 992 -560 -251 -659 614 82 -197 -321 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.8 7.4 4.4 60.1 84.8 97.2 96.5 2.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 17 22 23 26 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 190,176 COMMITMENTS 43,815 0 3,947 142,414 186,229 190,176 190,176 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -7,631) 4,272 0 -1,512 -10,391 -6,119 -7,631 -7,631 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 0.0 2.1 74.9 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 17 18 21 20 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,656 COMMITMENTS 2,446 392 314 8,765 10,781 11,525 11,487 131 169 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,358) 215 -118 -240 -1,293 -1,043 -1,318 -1,401 -40 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 3.4 2.7 75.2 92.5 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 19 21 24 26 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 116,862 COMMITMENTS 12,709 0 2,452 101,701 114,410 116,862 116,862 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -13,979) 3,215 0 -1,251 -15,943 -12,728 -13,979 -13,979 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 2.1 87.0 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 16 16 19 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,132 COMMITMENTS 0 1,509 1,861 19,247 17,762 21,108 21,132 24 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,123) 0 -175 0 -2,147 -1,948 -2,147 -2,123 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.1 8.8 91.1 84.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 14 17 15 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 202,711 COMMITMENTS 3,536 0 4,168 195,007 198,543 202,711 202,711 0 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -13,419) -320 0 0 -13,099 -13,419 -13,419 -13,419 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 2.1 96.2 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 9 15 10 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,580 COMMITMENTS 0 975 50 20,970 20,555 21,020 21,580 560 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -970) 0 0 0 -955 -970 -955 -970 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.2 97.2 95.3 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 13 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,600 COMMITMENTS 0 1,000 0 18,050 17,600 18,050 18,600 550 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -375) 0 0 0 -360 -375 -360 -375 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 0.0 97.0 94.6 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,070 COMMITMENTS 0 0 0 16,070 15,980 16,070 15,980 0 90 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -730) 0 0 0 -730 -775 -730 -775 0 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.4 100.0 99.4 0.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 10 21 10 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,770 COMMITMENTS 0 0 0 11,770 11,740 11,770 11,740 0 30 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -775) 0 0 0 -475 -765 -475 -765 -300 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 9 16 9 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,475 COMMITMENTS 200 50 0 19,000 19,425 19,200 19,475 275 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -415) 100 0 0 -475 -415 -375 -415 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.0 97.6 99.7 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 16 10 18 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,660 COMMITMENTS 300 0 0 17,535 18,660 17,835 18,660 825 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,810) 0 0 0 -1,755 -1,810 -1,755 -1,810 -55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 94.0 100.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 7 19 7 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,908 COMMITMENTS 300 0 0 18,468 19,908 18,768 19,908 1,140 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,180) 0 0 0 -2,130 -2,180 -2,130 -2,180 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 92.8 100.0 94.3 100.0 5.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 19 9 20 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,560 COMMITMENTS 2,495 1,020 250 107,785 109,290 110,530 110,560 30 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,655) -385 0 150 -5,450 -5,805 -5,685 -5,655 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.9 0.2 97.5 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 33 31 36 34 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 132,576 COMMITMENTS 4,145 1,080 275 128,155 131,221 132,575 132,576 1 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -9,100) -255 -50 50 -8,895 -9,100 -9,100 -9,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.8 0.2 96.7 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 2 40 33 46 38 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 158,178 COMMITMENTS 23,484 6,589 7,806 126,332 143,115 157,622 157,510 556 668 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,711) 321 13 -740 -2,344 -1,753 -2,763 -2,480 52 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 4.2 4.9 79.9 90.5 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 9 4 9 41 32 53 42 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 95,735 COMMITMENTS 3,795 2,220 1,595 90,190 91,920 95,580 95,735 155 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,910) 430 -50 -180 -3,155 -2,440 -2,905 -2,670 -5 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.3 1.7 94.2 96.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 4 34 31 41 36 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,135 COMMITMENTS 525 1,570 50 19,885 19,515 20,460 21,135 675 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,865) 0 -20 0 -1,830 -1,845 -1,830 -1,865 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.4 0.2 94.1 92.3 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 24 14 26 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,330 COMMITMENTS 550 515 0 18,280 18,815 18,830 19,330 500 0 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,645) 200 0 0 -1,820 -1,645 -1,620 -1,645 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 2.7 0.0 94.6 97.3 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 23 13 24 15 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,530 COMMITMENTS 4,573 1,330 1,050 14,089 17,982 19,712 20,362 818 168 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -129) 465 -50 35 -825 -114 -325 -129 196 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 6.5 5.1 68.6 87.6 96.0 99.2 4.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 22 19 27 23 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,542 COMMITMENTS 4,500 470 115 8,174 12,853 12,789 13,438 753 104 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -235) 25 -20 -5 -243 -210 -223 -235 -12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 3.5 0.8 60.4 94.9 94.4 99.2 5.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 17 17 20 19 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,023 COMMITMENTS 125 2,940 675 17,027 14,318 17,827 17,933 196 90 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,008) 0 -385 100 -1,167 -813 -1,067 -1,098 59 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 16.3 3.7 94.5 79.4 98.9 99.5 1.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 25 20 27 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,337 COMMITMENTS 210 1,127 25 12,449 12,175 12,684 13,327 653 10 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -313) 75 95 -100 -307 -288 -332 -293 19 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.5 0.2 93.3 91.3 95.1 99.9 4.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 22 20 23 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,287 COMMITMENTS 0 700 0 9,977 9,567 9,977 10,267 310 20 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 97.0 93.0 97.0 99.8 3.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 13 13 15 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,800 COMMITMENTS 350 1,860 340 9,055 7,585 9,745 9,785 55 15 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 150) 0 350 0 165 -200 165 150 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 19.0 3.5 92.4 77.4 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 20 20 22 22 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 10/07/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 7,999 COMMITMENTS 1,120 200 430 5,939 7,299 7,489 7,929 510 70 CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.5 5.4 74.2 91.2 93.6 99.1 6.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 14 17 16
Updated October 10, 2014