CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 14,915 COMMITMENTS 5,220 4,776 3,070 6,586 7,042 14,876 14,888 39 27 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 53) -250 92 300 3 -339 53 53 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 32.0 20.6 44.2 47.2 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 3 9 7 17 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,490 COMMITMENTS 10,320 6,144 1,575 10,595 14,771 22,490 22,490 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0) 50 0 -50 0 50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 27.3 7.0 47.1 65.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 3 8 8 17 14 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 22,583 COMMITMENTS 2,980 3,358 550 19,053 18,675 22,583 22,583 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,460) 750 178 0 2,710 3,282 3,460 3,460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 14.9 2.4 84.4 82.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 2 9 9 14 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,498,345 COMMITMENTS 581,851 331,530 924,652 2959302 3230016 4465805 4486198 32,540 12,147 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 15,401) -17,566 -7,621 -27,993 55,615 50,970 10,056 15,356 5,345 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 7.4 20.6 65.8 71.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 40 34 59 143 116 212 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 595,210 COMMITMENTS 121,234 156,595 154,725 319,009 283,054 594,968 594,374 242 836 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,795) 7,387 12,577 -10,397 5,805 615 2,795 2,795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 26.3 26.0 53.6 47.6 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 23 15 25 40 37 73 67 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 214,824 COMMITMENTS 14,893 8,977 5,929 179,208 194,959 200,030 209,865 14,794 4,959 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,949) 1,590 548 209 4,347 5,847 6,146 6,604 -197 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 4.2 2.8 83.4 90.8 93.1 97.7 6.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 5 5 33 35 41 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 98,038 COMMITMENTS 4,865 0 1,539 86,582 92,340 92,986 93,879 5,052 4,159 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,755) 186 0 114 2,515 2,218 2,815 2,332 -60 423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 1.6 88.3 94.2 94.8 95.8 5.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 2 26 24 30 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 204,669 COMMITMENTS 13,860 16,699 2,988 180,644 176,067 197,492 195,754 7,177 8,915 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -622) -3,266 1,768 1,462 996 -3,899 -808 -669 186 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 8.2 1.5 88.3 86.0 96.5 95.6 3.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 2 28 27 33 32 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 669,767 COMMITMENTS 11,985 12,454 14,693 638,555 636,425 665,233 663,572 4,534 6,195 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,325) -618 5,494 -3,238 5,822 -685 1,966 1,571 -641 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.9 2.2 95.3 95.0 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 2 6 5 51 36 57 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,111 COMMITMENTS 5,877 14,015 2,961 245,486 234,838 254,324 251,814 3,787 6,297 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,494) -1,803 -562 347 11,089 5,748 9,633 5,533 -3,139 961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 5.4 1.1 95.1 91.0 98.5 97.6 1.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 3 5 35 32 41 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 257,045 COMMITMENTS 1,779 3,167 4,979 244,403 245,177 251,161 253,323 5,884 3,722 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 12,397) 517 -5 356 11,271 16,422 12,144 16,773 253 -4,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.2 1.9 95.1 95.4 97.7 98.6 2.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 2 3 37 46 40 49 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,372 COMMITMENTS 6,711 368 1,737 91,449 89,186 99,897 91,291 4,475 13,081 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,077) 1,521 -1,382 694 3,222 5,951 5,437 5,263 -360 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.4 1.7 87.6 85.5 95.7 87.5 4.3 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 20 21 22 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,022 COMMITMENTS 0 1,165 5,283 83,365 88,231 88,648 94,679 14,374 8,343 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 505) -179 -839 -191 -5 -2,678 -375 -3,708 880 4,213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 5.1 80.9 85.6 86.0 91.9 14.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 18 22 19 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,973 COMMITMENTS 540 0 0 22,590 23,365 23,130 23,365 843 608 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -5,802) -248 0 0 -3,907 -5,954 -4,155 -5,954 -1,647 152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 94.2 97.5 96.5 97.5 3.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 13 11 15 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,055 COMMITMENTS 2,632 2,559 934 75,555 75,116 79,121 78,609 6,934 7,446 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,378) 1,357 -1,521 225 486 3,708 2,068 2,412 310 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.0 1.1 87.8 87.3 91.9 91.3 8.1 8.7 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 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 217,669 COMMITMENTS 0 2,768 0 209,107 208,079 209,107 210,847 8,562 6,822 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,661) 0 -884 0 1,299 2,576 1,299 1,692 362 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.0 96.1 95.6 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 1 0 27 27 27 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,315 COMMITMENTS 0 0 0 83,710 88,080 83,710 88,080 9,605 5,235 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,332) 0 0 0 602 1,332 602 1,332 730 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 94.4 89.7 94.4 10.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 21 17 21 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 320,649 COMMITMENTS 341 0 0 312,377 314,011 312,718 314,011 7,931 6,638 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,065) -155 0 0 2,490 3,830 2,335 3,830 730 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.4 97.9 97.5 97.9 2.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 0 0 48 36 49 36 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,582 COMMITMENTS 904 5,540 2,924 63,776 57,071 67,604 65,535 5,978 8,047 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 4,005) -1,644 1,750 630 4,047 932 3,033 3,312 972 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 7.5 4.0 86.7 77.6 91.9 89.1 8.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 19 21 21 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,511 COMMITMENTS 3,835 0 1,379 56,925 58,867 62,139 60,246 4,372 6,265 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 637) 684 0 -421 225 1,546 488 1,125 149 -488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 2.1 85.6 88.5 93.4 90.6 6.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 2 18 17 20 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,800 COMMITMENTS 19,972 2,692 0 72,023 86,388 91,995 89,080 2,805 5,720 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,127) 3,158 1,240 0 4,062 5,946 7,220 7,186 -93 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 2.8 0.0 76.0 91.1 97.0 94.0 3.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 0 14 18 17 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,506 COMMITMENTS 28,720 5,590 1,452 48,824 69,420 78,996 76,462 510 3,044 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,467) 2,972 1,240 0 3,675 4,979 6,647 6,219 -180 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 7.0 1.8 61.4 87.3 99.4 96.2 0.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 1 1 25 28 30 30 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,003 COMMITMENTS 480 6,280 0 55,795 49,903 56,275 56,183 728 820 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,527) 0 0 0 5,583 5,341 5,583 5,341 -56 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 11.0 0.0 97.9 87.5 98.7 98.6 1.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 14 20 15 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,962 COMMITMENTS 1,254 1,698 480 156,209 156,450 157,943 158,628 9,019 8,334 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 540) -99 1,698 480 1,227 -695 1,608 1,483 -1,068 -943 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.0 0.3 93.6 93.7 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 30 27 33 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,363 COMMITMENTS 905 1,818 1,867 46,778 46,530 49,550 50,215 5,813 5,148 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 118) 149 0 -59 -218 -183 -128 -242 246 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.3 3.4 84.5 84.0 89.5 90.7 10.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 14 17 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,665 COMMITMENTS 474 2,255 2,660 103,868 97,282 107,002 102,197 2,663 7,468 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,582) -1,054 1,098 682 2,923 101 2,551 1,881 31 701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.1 2.4 94.7 88.7 97.6 93.2 2.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 19 26 21 28 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,438 COMMITMENTS 3,224 478 28 26,252 27,771 29,504 28,277 1,934 3,161 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 716) -310 0 28 559 763 277 791 439 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 1.5 0.1 83.5 88.3 93.8 89.9 6.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 11 15 12 17 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,814 COMMITMENTS 6,187 0 252 78,390 82,878 84,829 83,130 3,985 5,684 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,991) 2,086 -714 200 991 2,230 3,277 1,716 -1,286 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.3 88.3 93.3 95.5 93.6 4.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 19 17 22 19 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,686 COMMITMENTS 10,574 0 0 14,992 25,354 25,566 25,354 120 332 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -6,262) 0 0 0 -1,519 -6,014 -1,519 -6,014 -4,743 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.2 0.0 0.0 58.4 98.7 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 8 14 10 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,614 COMMITMENTS 1,645 10,786 684 108,001 105,823 110,330 117,293 9,284 2,321 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,316) 644 -2,692 -128 -5,273 -1,658 -4,757 -4,478 1,441 1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.0 0.6 90.3 88.5 92.2 98.1 7.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 16 17 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 213,573 COMMITMENTS 5,928 10,700 2,909 189,148 193,498 197,985 207,107 15,588 6,466 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 612) 3,066 397 -1,300 -1,054 1,613 712 710 -100 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.0 1.4 88.6 90.6 92.7 97.0 7.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 2 3 32 28 35 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,767 COMMITMENTS 480 2,778 0 21,395 20,441 21,875 23,219 1,892 548 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 4,123) 0 558 0 3,933 3,317 3,933 3,875 190 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.7 0.0 90.0 86.0 92.0 97.7 8.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 0 11 10 12 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,602 COMMITMENTS 210 0 0 26,687 27,730 26,897 27,730 2,705 1,872 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -6,534) 0 0 0 -6,606 -7,888 -6,606 -7,888 72 1,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 90.2 93.7 90.9 93.7 9.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 12 13 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 260,307 COMMITMENTS 3,557 23,184 1,700 244,996 229,518 250,253 254,402 10,054 5,905 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,901) 648 -439 208 1,363 2,252 2,219 2,021 682 880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 8.9 0.7 94.1 88.2 96.1 97.7 3.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 5 4 37 34 42 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 73,016 COMMITMENTS 3,497 0 0 64,952 68,585 68,449 68,585 4,567 4,431 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,123) 648 0 0 5,408 7,183 6,056 7,183 1,067 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 89.0 93.9 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 18 20 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,370 COMMITMENTS 0 0 0 78,516 78,214 78,516 78,214 3,854 4,156 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,672) 0 0 0 3,641 4,528 3,641 4,528 31 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.3 95.0 95.3 95.0 4.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 16 20 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 66,812 COMMITMENTS 0 0 0 61,089 61,030 61,089 61,030 5,723 5,782 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,721) 0 0 0 3,087 2,553 3,087 2,553 -366 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.4 91.3 91.4 91.3 8.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 12 19 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 137,896 COMMITMENTS 16,295 9,614 14,731 105,833 112,852 136,859 137,197 1,037 699 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,415) 77 151 457 944 787 1,478 1,395 -63 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 7.0 10.7 76.7 81.8 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 10 9 15 47 51 65 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 40,674 COMMITMENTS 2,656 629 1,998 35,996 37,919 40,650 40,546 24 128 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 471) -1,100 -256 224 1,347 399 471 367 0 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.5 4.9 88.5 93.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 4 25 22 29 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 344,011 COMMITMENTS 28,136 8,132 20,738 295,137 315,141 344,011 344,011 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 6,317) 904 8,132 64 5,349 -1,879 6,317 6,317 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 2.4 6.0 85.8 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 18 21 20 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,423,374 COMMITMENTS 16,608 19,105 58,222 1348544 1346047 1423374 1423374 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 38,491) -392 -7,328 1,912 36,971 43,907 38,491 38,491 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.3 4.1 94.7 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 5 5 7 39 42 48 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,616 COMMITMENTS 3,239 1,126 4,097 40,279 42,368 47,615 47,591 1 25 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 871) 643 -178 -495 722 1,543 870 870 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 2.4 8.6 84.6 89.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 3 20 20 23 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 268,397 COMMITMENTS 1,945 46,082 9,076 257,376 213,239 268,397 268,397 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,779) 1,289 -9,496 615 -5,683 5,102 -3,779 -3,779 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 17.2 3.4 95.9 79.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 15 16 18 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 607,943 COMMITMENTS 37,653 11,023 18,431 551,859 578,489 607,943 607,943 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,483) -4,744 4,560 -4,560 7,821 -1,483 -1,483 -1,483 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.8 3.0 90.8 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 2 28 28 33 30 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,290 COMMITMENTS 5,209 5,853 2,393 42,999 42,811 50,601 51,057 689 233 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -174) -387 -432 -15 397 784 -5 337 -169 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 11.4 4.7 83.8 83.5 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 1 3 26 29 31 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,176 COMMITMENTS 500 0 0 43,487 44,705 43,987 44,705 1,189 471 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 95) 0 0 0 30 95 30 95 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 96.3 99.0 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 23 20 25 20 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 5,250 COMMITMENTS 0 250 50 4,850 4,550 4,900 4,850 350 400 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 1.0 92.4 86.7 93.3 92.4 6.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 12 15 13 17 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,461 COMMITMENTS 405 0 300 56,722 57,795 57,427 58,095 1,034 366 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 730) 0 0 0 665 730 665 730 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.5 97.0 98.9 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 30 19 31 20 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,335 COMMITMENTS 100 110 0 12,175 12,225 12,275 12,335 60 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 660) 0 0 0 600 660 600 660 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.9 0.0 98.7 99.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 20 17 21 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 273,176 COMMITMENTS 9,688 0 3,552 259,936 269,624 273,176 273,176 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -4,272) -368 0 0 -3,904 -4,272 -4,272 -4,272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 1.3 95.2 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 24 21 26 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,420 COMMITMENTS 3,114 0 41 5,123 8,037 8,278 8,078 142 342 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 88) 0 0 0 66 66 66 66 22 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 0.0 0.5 60.8 95.5 98.3 95.9 1.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 1 14 16 18 17 ERCOT NORTH 345KV DA PEAK - ICE FUTURES ENERGY DIV Code-0643A5 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,350 COMMITMENTS 1,150 2,050 300 8,900 8,000 10,350 10,350 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 19.8 2.9 86.0 77.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 2 8 11 11 16 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,275 COMMITMENTS 4,225 0 100 11,950 16,175 16,275 16,275 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 0.0 0.6 73.4 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 14 10 16 12 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 5,530 COMMITMENTS 50 0 0 4,940 5,530 4,990 5,530 540 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.0 89.3 100.0 90.2 100.0 9.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 15 11 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,110 COMMITMENTS 0 75 0 17,870 17,975 17,870 18,050 240 60 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 245) -90 0 -40 375 305 245 265 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 98.7 99.3 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 0 22 23 22 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,274 COMMITMENTS 0 690 360 12,664 11,984 13,024 13,034 250 240 CHANGES FROM 11/11/14 (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 5.2 2.7 95.4 90.3 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 21 20 22 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,492 COMMITMENTS 1,147 79 554 13,923 14,441 15,624 15,074 868 1,418 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -252) 25 0 -44 -255 -208 -274 -252 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.5 3.4 84.4 87.6 94.7 91.4 5.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 24 20 26 22 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,013 COMMITMENTS 0 11,318 883 44,545 33,799 45,428 46,000 585 13 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,674) 0 885 -213 2,541 2,002 2,328 2,674 346 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.6 1.9 96.8 73.5 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 1 34 32 35 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 53,834 COMMITMENTS 160 10,552 1,632 51,741 41,600 53,533 53,784 301 50 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,134) -10 667 0 2,272 1,451 2,262 2,118 -128 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 19.6 3.0 96.1 77.3 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 2 36 37 40 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,060 COMMITMENTS 200 1,455 0 32,650 31,535 32,850 32,990 210 70 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,475) 0 0 0 3,455 3,475 3,455 3,475 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.4 0.0 98.8 95.4 99.4 99.8 0.6 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 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,730 COMMITMENTS 20 1,460 80 42,630 41,190 42,730 42,730 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 5,515) 0 0 0 5,715 5,515 5,715 5,515 -200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.2 99.8 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 32 17 33 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 390,679 COMMITMENTS 76,109 0 25,213 289,357 365,466 390,679 390,679 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,942) -1,570 0 760 2,752 1,182 1,942 1,942 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 0.0 6.5 74.1 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 1 28 30 32 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,417 COMMITMENTS 5,729 88 866 19,680 25,126 26,275 26,080 142 337 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 107) -394 -22 0 501 129 107 107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 0.3 3.3 74.5 95.1 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 1 6 27 33 35 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,131 COMMITMENTS 676 171 1,290 13,165 13,646 15,131 15,107 0 24 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 308) -52 100 52 308 156 308 308 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.1 8.5 87.0 90.2 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 20 11 22 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 546,027 COMMITMENTS 2,305 0 21,587 522,135 524,440 546,027 546,027 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,290) -3,154 0 0 1,864 -1,290 -1,290 -1,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 4.0 95.6 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 19 27 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,072 COMMITMENTS 9,988 0 2,298 35,445 45,313 47,731 47,611 341 461 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -1,274) -87 0 123 -1,206 -1,356 -1,170 -1,233 -104 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 4.8 73.7 94.3 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 21 19 25 21 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 57,459 COMMITMENTS 0 3,904 0 57,459 53,555 57,459 57,459 0 0 CHANGES FROM 11/11/14 (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 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 13 10 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,979 COMMITMENTS 5,098 38 405 11,350 16,135 16,853 16,578 126 401 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -24) -1,088 0 110 954 -178 -24 -68 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 0.2 2.4 66.8 95.0 99.3 97.6 0.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 3 21 23 26 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 184,060 COMMITMENTS 41,010 0 392 142,658 183,668 184,060 184,060 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0) -1,520 0 0 1,520 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 0.0 0.2 77.5 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 21 21 24 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,671 COMMITMENTS 1,955 164 233 9,398 11,113 11,586 11,510 85 161 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 198) -66 0 110 154 110 198 220 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 1.4 2.0 80.5 95.2 99.3 98.6 0.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 1 2 21 22 26 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 116,298 COMMITMENTS 6,777 0 1,935 107,586 114,363 116,298 116,298 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 392) 0 0 0 392 392 392 392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 0.0 1.7 92.5 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 17 22 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,526 COMMITMENTS 0 1,468 1,608 19,870 18,450 21,478 21,526 48 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -22) 0 -180 0 -22 158 -22 -22 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 7.5 92.3 85.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 14 18 15 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 203,076 COMMITMENTS 7,696 0 3,856 191,524 199,220 203,076 203,076 0 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,312) 0 0 0 1,312 1,312 1,312 1,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.0 1.9 94.3 98.1 100.0 100.0 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 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,540 COMMITMENTS 0 950 25 19,970 19,565 19,995 20,540 545 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.1 97.2 95.3 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 18 14 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,920 COMMITMENTS 0 1,000 0 17,385 16,920 17,385 17,920 535 0 CHANGES FROM 11/11/14 (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 5.6 0.0 97.0 94.4 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 PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,715 COMMITMENTS 100 6,000 0 24,615 18,635 24,715 24,635 0 80 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,340) 0 0 0 2,340 2,460 2,340 2,460 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 24.3 0.0 99.6 75.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 23 10 24 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,630 COMMITMENTS 0 1,200 0 15,630 14,410 15,630 15,610 0 20 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,420) 0 1,200 0 2,420 1,340 2,420 2,540 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.0 100.0 92.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 9 18 10 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,410 COMMITMENTS 50 50 0 18,745 19,360 18,795 19,410 615 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.0 96.6 99.7 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 12 18 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,755 COMMITMENTS 200 0 0 18,760 19,755 18,960 19,755 795 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 560) 0 0 0 550 560 550 560 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 95.0 100.0 96.0 100.0 4.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 20 10 21 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,845 COMMITMENTS 250 0 0 19,710 20,845 19,960 20,845 885 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 94.6 100.0 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 23 11 24 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,125 COMMITMENTS 2,890 425 400 106,630 109,290 109,920 110,115 205 10 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,395) 0 0 0 2,395 2,395 2,395 2,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.4 0.4 96.8 99.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 3 34 36 37 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 133,795 COMMITMENTS 4,460 705 300 128,975 132,780 133,735 133,785 60 10 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 2,630) 0 0 0 2,630 2,630 2,630 2,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.5 0.2 96.4 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 3 42 37 46 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 163,233 COMMITMENTS 19,815 2,900 8,246 134,345 151,100 162,406 162,246 827 987 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,520) -672 -75 394 3,777 3,126 3,499 3,445 21 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 1.8 5.1 82.3 92.6 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 12 3 8 43 37 56 47 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 95,851 COMMITMENTS 2,349 1,670 1,696 91,666 92,485 95,711 95,851 140 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,320) 50 0 25 1,245 1,295 1,320 1,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.7 1.8 95.6 96.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 36 32 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,550 COMMITMENTS 550 1,395 0 18,355 18,155 18,905 19,550 645 0 CHANGES FROM 11/11/14 (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 7.1 0.0 93.9 92.9 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 23 15 24 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,045 COMMITMENTS 550 415 0 17,015 17,630 17,565 18,045 480 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.3 0.0 94.3 97.7 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 14 22 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 10,375 COMMITMENTS 220 0 90 9,700 9,655 10,010 9,745 365 630 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,025 1,075 1,025 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.9 93.5 93.1 96.5 93.9 3.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 19 19 20 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,276 COMMITMENTS 2,508 850 795 22,488 24,631 25,791 26,276 485 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -19) -65 0 0 96 -19 31 -19 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 3.2 3.0 85.6 93.7 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 4 26 24 31 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,721 COMMITMENTS 4,275 0 35 13,857 18,674 18,167 18,709 554 12 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 677) -50 0 0 729 677 679 677 -2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 0.0 0.2 74.0 99.7 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 19 21 21 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,749 COMMITMENTS 0 1,335 110 20,118 19,229 20,228 20,674 521 75 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 508) 0 0 0 492 508 492 508 16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.5 97.0 92.7 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 27 22 28 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,660 COMMITMENTS 135 555 155 17,255 16,940 17,545 17,650 115 10 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 713) 0 0 0 713 713 713 713 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.1 0.9 97.7 95.9 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 25 21 26 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,427 COMMITMENTS 0 75 0 12,018 12,047 12,018 12,122 409 305 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 175 160 175 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 96.7 96.9 96.7 97.5 3.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 14 14 15 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,510 COMMITMENTS 0 2,630 395 11,920 9,395 12,315 12,420 195 90 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 955) 0 -45 20 935 980 955 955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.0 3.2 95.3 75.1 98.4 99.3 1.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 24 25 25 28 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 11/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,477 COMMITMENTS 735 200 465 6,797 7,812 7,997 8,477 480 0 CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -30 10 -30 10 -60 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 2.4 5.5 80.2 92.2 94.3 100.0 5.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 16 18 18
Updated November 21, 2014