CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 14,376 COMMITMENTS 5,863 4,666 2,515 5,932 7,168 14,310 14,349 66 27 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 593) 460 140 70 77 388 607 598 -14 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 32.5 17.5 41.3 49.9 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 6 6 4 11 7 19 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,440 COMMITMENTS 10,620 5,544 1,275 10,545 15,621 22,440 22,440 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 50) 250 50 0 -200 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 24.7 5.7 47.0 69.6 100.0 100.0 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,378 COMMITMENTS 2,175 2,955 100 12,103 11,323 14,378 14,378 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,648) 0 100 0 3,648 3,548 3,648 3,648 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 20.6 0.7 84.2 78.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 10 9 13 13 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,411,752 COMMITMENTS 439,146 453,396 958,939 2983621 2985727 4381706 4398062 30,046 13,690 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 68,883) -30,450 73,561 -12,641 111,808 6,363 68,717 67,283 166 1,600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 10.3 21.7 67.6 67.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 29 41 58 146 117 210 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 559,460 COMMITMENTS 86,271 118,222 157,381 315,570 283,125 559,222 558,728 238 732 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 15,388) 13,733 12,753 2,573 -788 18 15,518 15,344 -130 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 21.1 28.1 56.4 50.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 20 17 26 36 36 67 68 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,848 COMMITMENTS 13,310 4,062 7,556 172,625 187,544 193,491 199,162 15,357 9,686 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,666) -2,735 -1,011 1,632 1,334 -165 231 456 1,435 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.9 3.6 82.7 89.8 92.6 95.4 7.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 3 4 29 30 35 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,716 COMMITMENTS 4,676 263 834 83,813 91,094 89,323 92,191 6,393 3,525 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,040) 1,687 -909 60 4,294 7,285 6,041 6,436 -1 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.3 0.9 87.6 95.2 93.3 96.3 6.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 27 23 30 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,550 COMMITMENTS 16,913 13,507 2,509 191,004 192,628 210,426 208,644 6,124 7,906 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10,298) 3,481 1,559 -221 7,466 8,363 10,726 9,701 -428 597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 6.2 1.2 88.2 89.0 97.2 96.3 2.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 2 28 27 33 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 666,641 COMMITMENTS 23,280 4,139 15,769 624,603 643,017 663,652 662,925 2,989 3,716 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,673) -18,367 874 3,686 13,464 -5,897 -1,217 -1,337 -456 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.6 2.4 93.7 96.5 99.6 99.4 0.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 3 4 52 37 56 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,463 COMMITMENTS 11,196 15,421 1,019 228,328 219,978 240,543 236,418 6,920 11,045 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,349) -1,048 1,057 -1,590 3,807 1,856 1,169 1,323 1,180 1,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 6.2 0.4 92.3 88.9 97.2 95.5 2.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 4 29 26 35 32 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,580 COMMITMENTS 276 4,280 3,588 235,569 227,949 239,433 235,817 5,147 8,763 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,222) 276 -1,716 205 2,704 5,671 3,185 4,160 1,037 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.7 1.5 96.3 93.2 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 3 3 34 40 37 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,478 COMMITMENTS 7,815 0 1,751 81,088 87,819 90,654 89,570 4,824 5,908 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,461) 409 0 -581 4,367 4,427 4,195 3,846 266 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 0.0 1.8 84.9 92.0 94.9 93.8 5.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 20 23 22 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,908 COMMITMENTS 5,481 4,312 5,312 78,668 89,192 89,461 98,816 14,447 5,092 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,151) -796 276 -30 822 874 -4 1,120 1,155 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.1 5.1 75.7 85.8 86.1 95.1 13.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 17 19 20 22 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,245 COMMITMENTS 488 0 0 26,687 27,699 27,175 27,699 1,070 546 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 869 960 869 960 211 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 94.5 98.1 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 15 11 17 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,164 COMMITMENTS 1,794 2,149 1,022 73,514 73,814 76,330 76,985 7,834 7,179 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,876) 568 -390 85 3,058 2,985 3,711 2,680 -835 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.6 1.2 87.3 87.7 90.7 91.5 9.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 215,170 COMMITMENTS 0 4,650 0 205,688 204,066 205,688 208,716 9,482 6,454 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,441) 0 453 0 3,901 2,965 3,901 3,418 -1,460 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 95.6 94.8 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 0 26 29 26 30 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,985 COMMITMENTS 0 0 0 79,876 83,831 79,876 83,831 7,109 3,154 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,392) 0 0 0 1,192 1,530 1,192 1,530 200 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 96.4 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 20 22 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 303,978 COMMITMENTS 303 7,476 450 296,557 288,093 297,310 296,019 6,668 7,959 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,800) 303 0 0 5,717 3,577 6,020 3,577 -2,220 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 2.5 0.1 97.6 94.8 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 1 43 37 45 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,947 COMMITMENTS 0 2,590 3,379 54,359 50,796 57,738 56,765 6,209 7,182 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,674) -1,907 1,789 1,027 6,396 3,092 5,516 5,908 158 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.1 5.3 85.0 79.4 90.3 88.8 9.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 19 21 21 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,217 COMMITMENTS 3,057 0 3,129 59,816 59,140 66,002 62,269 5,215 8,948 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 585) 340 0 185 -695 364 -170 549 755 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 4.4 84.0 83.0 92.7 87.4 7.3 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,507 COMMITMENTS 16,718 5,412 0 81,683 89,302 98,401 94,714 1,106 4,793 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 9,020) 2,040 3,600 0 6,920 5,360 8,960 8,960 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 5.4 0.0 82.1 89.7 98.9 95.2 1.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 0 13 18 15 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,551 COMMITMENTS 21,156 11,492 0 65,147 72,831 86,303 84,323 248 2,228 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 8,790) 2,040 3,600 0 6,750 5,130 8,790 8,730 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 13.3 0.0 75.3 84.1 99.7 97.4 0.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 8 0 23 29 28 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,241 COMMITMENTS 0 0 0 35,469 35,900 35,469 35,900 772 341 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,370) 0 0 0 2,280 2,370 2,280 2,370 90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.1 97.9 99.1 2.1 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 15 24 15 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,490 COMMITMENTS 2,013 0 565 149,447 153,379 152,025 153,944 11,465 9,546 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,613) 654 -309 -305 3,627 5,613 3,976 4,999 1,637 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.3 91.4 93.8 93.0 94.2 7.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 28 27 30 28 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 18,288 COMMITMENTS 1,537 2,084 0 14,519 14,318 16,056 16,402 2,232 1,886 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 480) 30 -120 0 544 420 574 300 -94 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 11.4 0.0 79.4 78.3 87.8 89.7 12.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 12 12 14 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,006 COMMITMENTS 0 2,126 1,928 51,641 50,106 53,569 54,160 5,437 4,846 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 152) -287 12 516 -77 -220 152 308 0 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 3.3 87.5 84.9 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 15 14 17 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,680 COMMITMENTS 0 1,864 2,985 103,158 97,425 106,143 102,274 2,537 6,406 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,516) -338 1,352 1,054 1,740 -215 2,456 2,191 60 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 2.7 94.9 89.6 97.7 94.1 2.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 20 25 22 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,575 COMMITMENTS 2,074 2,169 0 81,114 81,965 83,188 84,134 6,387 5,441 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,788) -1,183 -180 -77 4,602 3,474 3,342 3,217 446 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.4 0.0 90.6 91.5 92.9 93.9 7.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 15 21 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,570 COMMITMENTS 0 25,726 1,152 114,030 92,228 115,182 119,106 7,388 3,464 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,910) 0 437 155 3,755 3,072 3,910 3,664 0 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.0 0.9 93.0 75.2 94.0 97.2 6.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 16 13 17 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 221,263 COMMITMENTS 1,868 10,855 5,104 201,591 198,516 208,563 214,475 12,700 6,788 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 351) -497 304 486 2,464 -571 2,453 219 -2,102 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.9 2.3 91.1 89.7 94.3 96.9 5.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 3 34 26 37 30 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,367 COMMITMENTS 2,464 780 0 23,732 26,919 26,196 27,699 2,171 668 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,780) 480 -420 0 3,000 4,119 3,480 3,699 300 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.7 0.0 83.7 94.9 92.3 97.6 7.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 0 11 15 15 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,962 COMMITMENTS 744 0 0 29,244 30,532 29,988 30,532 974 430 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 240) 0 0 0 180 120 180 120 60 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 0.0 94.5 98.6 96.9 98.6 3.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 16 16 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 268,207 COMMITMENTS 0 29,339 2,307 257,767 232,022 260,074 263,668 8,133 4,539 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 7,203) 0 -1,619 -412 6,717 8,820 6,305 6,789 898 414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 0.9 96.1 86.5 97.0 98.3 3.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 5 5 42 37 47 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 62,857 COMMITMENTS 5,992 0 0 50,533 59,366 56,525 59,366 6,332 3,491 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 2,611) 541 0 0 324 5,427 865 5,427 1,746 -2,816 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 80.4 94.4 89.9 94.4 10.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 17 20 18 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,158 COMMITMENTS 0 0 0 77,528 78,316 77,528 78,316 4,630 3,842 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 756) 0 0 0 1,796 1,244 1,796 1,244 -1,040 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.4 95.3 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 58,734 COMMITMENTS 0 1,564 2,782 50,601 49,624 53,383 53,970 5,351 4,764 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,128) 0 -428 428 213 855 641 855 487 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 4.7 86.2 84.5 90.9 91.9 9.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 13 19 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 144,305 COMMITMENTS 20,274 9,337 16,691 107,023 117,621 143,988 143,649 317 656 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 707) -1,796 597 -113 2,657 229 748 713 -41 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 6.5 11.6 74.2 81.5 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 10 15 47 50 66 68 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 45,883 COMMITMENTS 1,730 1,014 2,455 41,698 42,414 45,883 45,883 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 131) -873 -24 231 773 -76 131 131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 2.2 5.4 90.9 92.4 100.0 100.0 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 367,832 COMMITMENTS 25,591 0 22,250 319,991 345,582 367,832 367,832 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 281) -961 0 961 281 -680 281 281 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 6.0 87.0 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 15 20 17 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,469,931 COMMITMENTS 27,047 34,576 68,205 1374679 1367150 1469931 1469931 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 19,382) -10,578 11,262 5,144 24,816 2,976 19,382 19,382 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.4 4.6 93.5 93.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 5 6 39 43 47 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,727 COMMITMENTS 2,504 1,394 5,546 38,676 39,786 46,726 46,726 1 1 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,046) -742 -358 526 3,262 2,878 3,046 3,046 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 3.0 11.9 82.8 85.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 4 21 19 25 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 274,684 COMMITMENTS 0 54,359 10,293 264,391 210,032 274,684 274,684 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 337) 0 337 -337 674 337 337 337 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.8 3.7 96.3 76.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 13 15 15 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 610,895 COMMITMENTS 45,524 0 16,725 548,646 594,170 610,895 610,895 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 924) 2,966 0 -760 -1,282 1,684 924 924 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 2.7 89.8 97.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 2 27 29 33 31 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,002 COMMITMENTS 5,339 6,385 2,663 43,069 42,145 51,071 51,193 931 809 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,958) 377 1,636 33 1,485 308 1,895 1,977 63 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 12.3 5.1 82.8 81.0 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 21 25 26 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,750 COMMITMENTS 150 150 150 41,830 42,200 42,130 42,500 620 250 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -105) 50 -100 100 -255 -105 -105 -105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.4 0.4 97.8 98.7 98.5 99.4 1.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 1 27 19 30 20 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,716 COMMITMENTS 0 370 50 55,306 55,056 55,356 55,476 360 240 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 680) 0 -230 50 630 860 680 680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 0.1 99.3 98.8 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 30 18 31 19 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,330 COMMITMENTS 0 110 50 12,280 12,170 12,330 12,330 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 575) 0 0 0 575 575 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.4 99.6 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 21 21 22 23 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 293,648 COMMITMENTS 11,560 0 3,968 278,120 289,680 293,648 293,648 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10,776) -1,216 0 0 11,992 10,776 10,776 10,776 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 1.4 94.7 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 18 25 19 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,517 COMMITMENTS 2,829 43 44 5,475 8,384 8,348 8,471 169 46 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 199) 60 0 0 334 218 394 218 -195 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 0.5 0.5 64.3 98.4 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 15 18 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,600 COMMITMENTS 4,250 150 150 12,200 16,300 16,600 16,600 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 0.9 0.9 73.5 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 11 18 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,245 COMMITMENTS 290 50 40 16,675 17,055 17,005 17,145 240 100 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 225) 200 0 -20 45 245 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.3 0.2 96.7 98.9 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 23 22 24 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,346 COMMITMENTS 0 700 360 12,701 12,026 13,061 13,086 285 260 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 2.7 95.2 90.1 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 21 20 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,978 COMMITMENTS 1,383 0 558 14,929 15,887 16,870 16,445 1,108 1,533 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 93) -1 0 22 72 52 93 74 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 3.1 83.0 88.4 93.8 91.5 6.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 23 21 24 22 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,403 COMMITMENTS 0 9,976 1,380 39,783 30,039 41,163 41,395 240 8 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -20) 0 177 110 -130 -307 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.1 3.3 96.1 72.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 2 33 30 35 34 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,775 COMMITMENTS 285 9,671 2,075 47,299 38,001 49,659 49,747 116 28 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 154) -5 -300 55 104 395 154 150 0 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 19.4 4.2 95.0 76.3 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 5 34 36 40 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,665 COMMITMENTS 200 1,535 0 31,345 30,070 31,545 31,605 120 60 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 440) 200 0 0 240 440 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.8 0.0 99.0 95.0 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 16 28 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,995 COMMITMENTS 20 1,545 80 42,715 41,370 42,815 42,995 180 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 690) 20 0 80 650 610 750 690 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.2 99.3 96.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 31 16 32 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 396,894 COMMITMENTS 72,844 9,968 26,569 297,481 360,357 396,894 396,894 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,225) 393 25 792 5,040 5,408 6,225 6,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 2.5 6.7 75.0 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 2 2 28 32 32 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 28,229 COMMITMENTS 6,365 156 1,508 20,148 26,227 28,021 27,891 208 338 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 709) 217 0 -57 549 785 709 728 0 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 0.6 5.3 71.4 92.9 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 5 25 33 33 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,013 COMMITMENTS 884 353 1,172 13,957 14,488 16,013 16,013 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 331) 125 0 -77 283 408 331 331 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 2.2 7.3 87.2 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 1 21 11 26 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 478,180 COMMITMENTS 8,164 1,894 21,562 448,454 454,724 478,180 478,180 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 5,475) 0 0 0 5,475 5,475 5,475 5,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.4 4.5 93.8 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 24 17 26 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,591 COMMITMENTS 12,910 0 1,124 35,175 47,659 49,209 48,783 382 808 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,953) 1,298 0 -255 910 2,208 1,953 1,953 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 0.0 2.3 70.9 96.1 99.2 98.4 0.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 1 19 19 24 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| 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 10/14/14 (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 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 DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,590 COMMITMENTS 5,950 1,782 606 10,569 14,625 17,125 17,013 465 577 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 191) 0 274 -82 273 -1 191 191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 10.1 3.4 60.1 83.1 97.4 96.7 2.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 18 22 24 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 189,041 COMMITMENTS 49,502 0 2,304 137,235 186,737 189,041 189,041 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,594) 4,337 0 0 -2,743 1,594 1,594 1,594 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 0.0 1.2 72.6 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 17 20 21 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,000 COMMITMENTS 2,623 449 254 8,992 11,109 11,869 11,812 131 188 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 95) 76 133 -95 114 38 95 76 0 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 3.7 2.1 74.9 92.6 98.9 98.4 1.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 19 22 24 26 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 119,582 COMMITMENTS 15,947 0 784 102,851 118,798 119,582 119,582 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 391) 0 0 0 391 391 391 391 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 0.7 86.0 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 17 16 20 18 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,000 COMMITMENTS 0 1,814 1,708 20,268 18,478 21,976 22,000 24 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 614) 0 305 -153 767 462 614 614 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 7.8 92.1 84.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 18 14 19 15 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 209,464 COMMITMENTS 7,384 0 4,168 197,912 205,296 209,464 209,464 0 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,753) 3,848 0 0 2,905 6,753 6,753 6,753 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 2.0 94.5 98.0 100.0 100.0 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,580 COMMITMENTS 0 1,025 50 20,970 20,505 21,020 21,580 560 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 0) 0 50 0 0 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.2 97.2 95.0 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,800 COMMITMENTS 0 1,000 0 18,250 17,800 18,250 18,800 550 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.3 0.0 97.1 94.7 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,970 COMMITMENTS 50 1,800 0 18,920 16,960 18,970 18,760 0 210 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 1,780) 50 1,200 0 1,730 460 1,780 1,660 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.5 0.0 99.7 89.4 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 22 10 23 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,990 COMMITMENTS 0 0 0 11,990 11,840 11,990 11,840 0 150 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 0 120 0 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 98.7 100.0 98.7 0.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 9 18 9 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,295 COMMITMENTS 200 50 0 19,460 20,245 19,660 20,295 635 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.2 0.0 95.9 99.8 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 16 11 18 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,155 COMMITMENTS 325 0 0 18,005 19,155 18,330 19,155 825 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 495) 25 0 0 470 495 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 0.0 94.0 100.0 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 8 19 8 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,433 COMMITMENTS 325 0 0 19,193 20,433 19,518 20,433 915 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 425) 25 0 0 400 425 425 425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 93.9 100.0 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 20 9 21 9 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,915 COMMITMENTS 2,895 1,045 200 107,790 109,670 110,885 110,915 30 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 315) 450 25 -100 -35 390 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.9 0.2 97.2 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 1 33 32 36 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 130,891 COMMITMENTS 4,545 1,055 275 126,070 129,561 130,890 130,891 1 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 630) 350 -25 0 280 655 630 630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.8 0.2 96.3 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 4 2 40 35 46 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 161,735 COMMITMENTS 20,424 7,391 8,759 131,455 144,606 160,638 160,756 1,097 979 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 4,287) 66 1,360 178 3,707 2,660 3,951 4,198 336 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 4.6 5.4 81.3 89.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 6 10 41 35 53 47 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,080 COMMITMENTS 4,045 2,220 1,695 91,190 93,165 96,930 97,080 150 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 850) 370 0 0 480 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.3 1.7 93.9 96.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 5 34 31 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,095 COMMITMENTS 625 1,570 50 19,745 19,475 20,420 21,095 675 0 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 10) 100 0 0 -90 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 7.4 0.2 93.6 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 10/21/14 | --------------------------------------------------------------| 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 10/14/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 8,080 COMMITMENTS 295 0 15 7,105 7,550 7,415 7,565 665 515 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 650) 0 0 0 650 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.2 87.9 93.4 91.8 93.6 8.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 16 14 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,590 COMMITMENTS 4,563 1,330 1,070 18,093 22,027 23,726 24,427 864 163 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,454) -75 0 0 3,469 3,495 3,394 3,495 60 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 5.4 4.4 73.6 89.6 96.5 99.3 3.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 22 20 27 24 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,485 COMMITMENTS 4,500 610 75 12,175 16,728 16,750 17,413 735 72 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,720) 0 0 0 3,720 3,720 3,720 3,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 3.5 0.4 69.6 95.7 95.8 99.6 4.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 20 20 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,362 COMMITMENTS 55 2,400 975 16,696 14,897 17,726 18,272 636 90 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -17) -70 -240 300 -577 -77 -347 -17 330 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 13.1 5.3 90.9 81.1 96.5 99.5 3.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 2 26 21 28 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,157 COMMITMENTS 105 1,352 105 13,566 12,600 13,776 14,057 381 100 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 325) -105 225 80 320 -70 295 235 30 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.6 0.7 95.8 89.0 97.3 99.3 2.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 24 20 25 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,337 COMMITMENTS 0 750 0 9,907 9,567 9,907 10,317 430 20 CHANGES FROM 10/14/14 (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 7.3 0.0 95.8 92.6 95.8 99.8 4.2 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 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,045 COMMITMENTS 350 1,920 280 9,255 7,830 9,885 10,030 160 15 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -80) 0 180 -180 100 -80 -80 -80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 19.1 2.8 92.1 77.9 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 21 19 23 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 10/21/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,714 COMMITMENTS 1,720 200 430 6,054 7,954 8,204 8,584 510 130 CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 510) 300 0 0 210 450 510 450 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 2.3 4.9 69.5 91.3 94.1 98.5 5.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 14 17 16
Updated October 24, 2014