CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 14,902 COMMITMENTS 4,810 4,796 3,320 6,731 6,760 14,861 14,876 41 26 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -13) -410 20 250 145 -282 -15 -12 2 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 32.2 22.3 45.2 45.4 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 11/25/14 | --------------------------------------------------------------| 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 11/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 17,818 COMMITMENTS 2,705 3,533 0 15,113 14,285 17,818 17,818 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -4,765) -275 175 -550 -3,940 -4,390 -4,765 -4,765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 19.8 0.0 84.8 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 4 0 8 8 12 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,651,021 COMMITMENTS 624,662 330,548 930,389 3045463 3340168 4600514 4601105 50,507 49,916 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 152,676) 42,811 -982 5,737 86,161 110,152 134,709 114,907 17,967 37,769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 7.1 20.0 65.5 71.8 98.9 98.9 1.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 44 33 60 147 118 219 183 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 504,711 COMMITMENTS 117,607 113,619 119,385 267,699 271,425 504,691 504,429 20 282 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -90,499) -3,627 -42,976 -35,340 -51,310 -11,629 -90,277 -89,945 -222 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 22.5 23.7 53.0 53.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 16 16 23 37 35 64 63 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,308 COMMITMENTS 14,293 7,083 5,320 184,329 203,471 203,942 215,874 14,366 2,434 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,484) -600 -1,894 -609 5,121 8,512 3,912 6,009 -428 -2,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 3.2 2.4 84.4 93.2 93.4 98.9 6.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 4 34 37 41 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,385 COMMITMENTS 4,027 0 1,711 90,739 95,239 96,477 96,950 4,908 4,435 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,347) -838 0 172 4,157 2,899 3,491 3,071 -144 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 1.7 89.5 93.9 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 2 27 28 30 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,883 COMMITMENTS 10,795 16,384 2,406 189,857 183,718 203,058 202,508 7,825 8,375 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 6,214) -3,065 -315 -582 9,213 7,651 5,566 6,754 648 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 7.8 1.1 90.0 87.1 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 5 2 28 28 33 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 680,870 COMMITMENTS 12,351 12,250 14,619 649,155 648,383 676,125 675,252 4,745 5,618 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 11,103) 366 -204 -74 10,600 11,958 10,892 11,680 211 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.8 2.1 95.3 95.2 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 4 5 49 37 55 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,879 COMMITMENTS 2,855 14,192 2,321 251,093 239,399 256,269 255,912 5,610 5,967 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,768) -3,022 177 -640 5,607 4,561 1,945 4,098 1,823 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.4 0.9 95.9 91.4 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 3 4 33 31 38 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 273,924 COMMITMENTS 248 1,920 6,277 261,940 263,028 268,465 271,225 5,459 2,699 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 16,879) -1,531 -1,247 1,298 17,537 17,851 17,304 17,902 -425 -1,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.7 2.3 95.6 96.0 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 4 4 36 47 41 51 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,909 COMMITMENTS 6,453 341 1,961 92,379 89,681 100,793 91,983 4,116 12,926 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 537) -258 -27 224 930 495 896 692 -359 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.3 1.9 88.1 85.5 96.1 87.7 3.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 2 22 23 24 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,846 COMMITMENTS 299 1,047 5,759 83,587 89,944 89,645 96,750 15,201 8,096 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,824) 299 -118 476 222 1,713 997 2,071 827 -247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.0 5.5 79.7 85.8 85.5 92.3 14.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 20 18 22 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,763 COMMITMENTS 540 310 0 25,527 25,535 26,067 25,845 696 918 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,790) 0 310 0 2,937 2,170 2,937 2,480 -147 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.2 0.0 95.4 95.4 97.4 96.6 2.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 11 17 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,612 COMMITMENTS 1,429 1,706 1,508 76,472 75,843 79,409 79,057 7,203 7,555 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 557) -1,203 -853 574 917 727 288 448 269 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.0 1.7 88.3 87.6 91.7 91.3 8.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 17 20 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 218,405 COMMITMENTS 0 2,706 0 209,283 209,733 209,283 212,439 9,122 5,966 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 736) 0 -62 0 176 1,654 176 1,592 560 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 95.8 96.0 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 0 28 29 28 30 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,242 COMMITMENTS 0 0 0 85,730 89,641 85,730 89,641 9,512 5,601 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,927) 0 0 0 2,020 1,561 2,020 1,561 -93 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.0 94.1 90.0 94.1 10.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 21 16 21 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 12,116 COMMITMENTS 240 0 0 11,205 11,296 11,445 11,296 671 820 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.0 92.5 93.2 94.5 93.2 5.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 13 11 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 323,662 COMMITMENTS 1,234 0 0 314,952 316,871 316,186 316,871 7,476 6,791 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,013) 893 0 0 2,575 2,860 3,468 2,860 -455 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 97.3 97.9 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 0 0 48 37 49 37 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,886 COMMITMENTS 1,729 6,014 2,244 63,718 57,395 67,691 65,653 6,195 8,233 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 304) 825 474 -680 -58 324 87 118 217 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 8.1 3.0 86.2 77.7 91.6 88.9 8.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 19 20 21 22 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,637 COMMITMENTS 2,886 0 1,822 57,305 59,488 62,013 61,310 5,624 6,327 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,126) -949 0 443 380 621 -126 1,064 1,252 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 2.7 84.7 88.0 91.7 90.6 8.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 17 17 19 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,724 COMMITMENTS 15,787 5,203 899 102,092 111,713 118,778 117,815 3,946 4,909 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 27,924) -4,185 2,511 899 30,069 25,325 26,783 28,735 1,141 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 4.2 0.7 83.2 91.0 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 7 1 24 27 27 35 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,091 COMMITMENTS 23,196 6,762 3,870 74,583 88,907 101,649 99,539 1,442 3,552 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 23,585) -5,524 1,172 2,418 25,759 19,487 22,653 23,077 932 508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 6.6 3.8 72.3 86.2 98.6 96.6 1.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 4 33 32 39 40 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,447 COMMITMENTS 638 6,280 90 60,470 54,882 61,198 61,252 1,249 1,195 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 5,444) 158 0 90 4,675 4,979 4,923 5,069 521 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 10.1 0.1 96.8 87.9 98.0 98.1 2.0 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 14 19 16 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,697 COMMITMENTS 478 0 0 156,093 156,629 156,571 156,629 9,126 9,068 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,265) -776 -1,698 -480 -116 179 -1,372 -1,999 107 734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 94.2 94.5 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 31 27 32 27 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,208 COMMITMENTS 553 2,916 1,965 50,234 49,060 52,752 53,941 5,456 4,267 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,845) -352 1,098 98 3,456 2,530 3,202 3,726 -357 -881 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.0 3.4 86.3 84.3 90.6 92.7 9.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 16 15 18 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,658 COMMITMENTS 0 3,842 3,067 104,472 98,078 107,539 104,987 3,119 5,671 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 993) -474 1,587 407 604 796 537 2,790 456 -1,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 2.8 94.4 88.6 97.2 94.9 2.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 2 21 28 23 31 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,260 COMMITMENTS 3,441 478 90 24,792 26,438 28,323 27,006 1,937 3,254 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,178) 217 0 62 -1,460 -1,333 -1,181 -1,271 3 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 1.6 0.3 81.9 87.4 93.6 89.2 6.4 10.8 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,810 COMMITMENTS 5,679 0 210 77,905 82,251 83,794 82,461 4,016 5,349 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,004) -508 0 -42 -485 -627 -1,035 -669 31 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.2 88.7 93.7 95.4 93.9 4.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 2 19 18 22 20 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,524 COMMITMENTS 8,235 0 0 17,169 25,161 25,404 25,161 120 363 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -162) -2,339 0 0 2,177 -193 -162 -193 0 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 0.0 0.0 67.3 98.6 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 10 14 12 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,319 COMMITMENTS 2,795 12,006 520 109,089 107,451 112,404 119,977 8,915 1,342 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,705) 1,150 1,220 -164 1,088 1,628 2,074 2,684 -369 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 9.9 0.4 89.9 88.6 92.7 98.9 7.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 16 18 17 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 214,143 COMMITMENTS 3,425 10,700 4,063 193,214 193,191 200,702 207,954 13,441 6,189 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 570) -2,503 0 1,154 4,066 -307 2,717 847 -2,147 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 5.0 1.9 90.2 90.2 93.7 97.1 6.3 2.9 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,692 COMMITMENTS 976 3,096 0 24,309 23,955 25,285 27,051 2,407 641 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,925) 496 318 0 2,914 3,514 3,410 3,832 515 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 11.2 0.0 87.8 86.5 91.3 97.7 8.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 12 15 13 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,016 COMMITMENTS 210 0 0 27,882 29,834 28,092 29,834 2,924 1,182 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,414) 0 0 0 1,195 2,104 1,195 2,104 219 -690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 89.9 96.2 90.6 96.2 9.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 12 15 13 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 260,734 COMMITMENTS 0 22,398 1,638 249,312 230,804 250,950 254,840 9,784 5,894 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 427) -3,557 -786 -62 4,316 1,286 697 438 -270 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.6 95.6 88.5 96.2 97.7 3.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 0 5 3 38 35 41 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 71,522 COMMITMENTS 0 0 0 67,681 66,787 67,681 66,787 3,841 4,735 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,494) -3,497 0 0 2,729 -1,798 -768 -1,798 -726 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 93.4 94.6 93.4 5.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 19 20 19 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,872 COMMITMENTS 0 0 0 79,803 79,200 79,803 79,200 3,069 3,672 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 502) 0 0 0 1,287 986 1,287 986 -785 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 95.6 96.3 95.6 3.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 22 17 22 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 69,269 COMMITMENTS 0 0 0 64,715 63,047 64,715 63,047 4,554 6,222 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,457) 0 0 0 3,626 2,017 3,626 2,017 -1,169 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.4 91.0 93.4 91.0 6.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 14 21 14 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 19,279 COMMITMENTS 0 341 0 18,762 17,100 18,762 17,441 517 1,838 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 97.3 88.7 97.3 90.5 2.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 9 15 9 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 139,811 COMMITMENTS 17,597 9,851 13,885 107,314 115,588 138,796 139,324 1,015 487 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,915) 1,302 237 -846 1,481 2,736 1,937 2,127 -22 -212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 7.0 9.9 76.8 82.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 9 9 15 46 51 63 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,484 COMMITMENTS 2,527 2,826 2,381 36,552 36,253 41,460 41,460 24 24 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 810) -129 2,197 383 556 -1,666 810 914 0 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 6.8 5.7 88.1 87.4 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 3 4 26 20 31 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 354,171 COMMITMENTS 24,364 23,714 24,510 305,297 305,947 354,171 354,171 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 10,160) -3,772 15,582 3,772 10,160 -9,194 10,160 10,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 6.7 6.9 86.2 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 18 21 20 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,476,955 COMMITMENTS 17,000 15,202 58,981 1400974 1402772 1476955 1476955 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 53,581) 392 -3,903 759 52,430 56,725 53,581 53,581 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.0 4.0 94.9 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 5 7 39 43 48 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 48,194 COMMITMENTS 3,183 5,861 3,854 41,138 38,436 48,175 48,151 19 43 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 578) -56 4,735 -243 859 -3,932 560 560 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 12.2 8.0 85.4 79.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 4 19 18 23 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 284,149 COMMITMENTS 1,945 51,941 22,860 259,344 209,348 284,149 284,149 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 15,752) 0 5,859 13,784 1,968 -3,891 15,752 15,752 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 18.3 8.0 91.3 73.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 15 15 18 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 623,990 COMMITMENTS 33,357 11,023 19,582 571,051 593,385 623,990 623,990 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 16,047) -4,296 0 1,151 19,192 14,896 16,047 16,047 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.8 3.1 91.5 95.1 100.0 100.0 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,125 COMMITMENTS 5,039 6,103 2,180 43,806 43,653 51,025 51,936 1,100 189 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 835) -170 250 -213 807 842 424 879 411 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.7 4.2 84.0 83.7 97.9 99.6 2.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 26 28 31 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,681 COMMITMENTS 520 0 0 44,912 46,210 45,432 46,210 1,249 471 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,505) 20 0 0 1,425 1,505 1,445 1,505 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 96.2 99.0 97.3 99.0 2.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 24 20 26 20 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 3,400 COMMITMENTS 0 350 50 3,150 2,900 3,200 3,300 200 100 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,850) 0 100 0 -1,700 -1,650 -1,700 -1,550 -150 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.3 1.5 92.6 85.3 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 14 10 15 12 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,160 COMMITMENTS 465 0 300 59,085 59,500 59,850 59,800 310 360 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,699) 60 0 0 2,363 1,705 2,423 1,705 -724 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.5 98.2 98.9 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 32 21 33 22 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,635 COMMITMENTS 100 110 0 12,475 12,525 12,575 12,635 60 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 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: 31) 1 1 0 20 17 21 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 274,752 COMMITMENTS 9,720 0 3,552 261,480 271,200 274,752 274,752 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,576) 32 0 0 1,544 1,576 1,576 1,576 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: 33) 2 0 1 23 21 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,879 COMMITMENTS 3,154 566 177 5,450 7,816 8,781 8,559 98 320 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 459) 40 566 136 327 -221 503 481 -44 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 6.4 2.0 61.4 88.0 98.9 96.4 1.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 18 16 22 19 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,210 COMMITMENTS 0 75 0 17,970 18,075 17,970 18,150 240 60 CHANGES FROM 11/18/14 (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 0.4 0.0 98.7 99.3 98.7 99.7 1.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 0 21 23 21 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,474 COMMITMENTS 0 565 360 12,764 12,309 13,124 13,234 350 240 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 200) 0 -125 0 100 325 100 200 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 2.7 94.7 91.4 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 20 18 21 19 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,834 COMMITMENTS 1,204 79 535 14,544 15,055 16,283 15,669 551 1,165 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 342) 57 0 -19 621 614 659 595 -317 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 0.5 3.2 86.4 89.4 96.7 93.1 3.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 24 21 26 23 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,540 COMMITMENTS 0 12,008 883 46,037 34,636 46,920 47,527 620 13 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,527) 0 690 0 1,492 837 1,492 1,527 35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.3 1.9 96.8 72.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 1 32 32 33 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,426 COMMITMENTS 180 10,702 1,632 53,313 43,051 55,125 55,385 301 41 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,592) 20 150 0 1,572 1,451 1,592 1,601 0 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 19.3 2.9 96.2 77.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 6 2 33 37 37 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,545 COMMITMENTS 200 1,455 0 33,075 32,020 33,275 33,475 270 70 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 485) 0 0 0 425 485 425 485 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.3 0.0 98.6 95.5 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 26 14 27 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,775 COMMITMENTS 20 1,460 80 43,555 42,235 43,655 43,775 120 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,045) 0 0 0 925 1,045 925 1,045 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 0.2 99.5 96.5 99.7 100.0 0.3 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 397,278 COMMITMENTS 77,618 0 25,213 294,447 372,065 397,278 397,278 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 6,599) 1,509 0 0 5,090 6,599 6,599 6,599 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 0.0 6.3 74.1 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 27 30 31 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,928 COMMITMENTS 5,965 0 844 19,892 25,703 26,701 26,547 227 381 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 511) 236 -88 -22 212 577 426 467 85 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.0 3.1 73.9 95.5 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 0 5 26 31 33 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,879 COMMITMENTS 1,084 0 1,309 12,486 13,546 14,879 14,855 0 24 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -252) 408 -171 19 -679 -100 -252 -252 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 0.0 8.8 83.9 91.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 1 18 10 21 11 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 546,419 COMMITMENTS 2,305 0 21,587 522,527 524,832 546,419 546,419 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 392) 0 0 0 392 392 392 392 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: 31) 2 0 1 24 18 26 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,815 COMMITMENTS 9,966 0 2,320 36,188 46,034 48,474 48,354 341 461 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 743) -22 0 22 743 721 743 743 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.0 4.8 74.1 94.3 99.3 99.1 0.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 20 19 24 21 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 57,459 COMMITMENTS 0 4,296 0 57,459 53,163 57,459 57,459 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0) 0 392 0 0 -392 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 11 13 11 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,500 COMMITMENTS 4,586 38 405 11,383 15,700 16,374 16,143 126 357 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -479) -512 0 0 33 -435 -479 -435 0 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.2 2.5 69.0 95.2 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 3 20 22 25 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 185,653 COMMITMENTS 40,643 0 0 145,010 185,653 185,653 185,653 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,593) -367 0 -392 2,352 1,985 1,593 1,593 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 0.0 0.0 78.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 0 20 21 23 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,534 COMMITMENTS 1,889 164 233 9,245 10,913 11,367 11,310 167 224 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -137) -66 0 0 -153 -200 -219 -200 82 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 1.4 2.0 80.2 94.6 98.6 98.1 1.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 19 21 23 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 120,194 COMMITMENTS 7,537 0 2,327 110,330 117,867 120,194 120,194 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 3,896) 760 0 392 2,744 3,504 3,896 3,896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.0 1.9 91.8 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 17 23 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,783 COMMITMENTS 307 1,569 1,685 19,743 18,529 21,735 21,783 48 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 257) 307 101 77 -127 79 257 257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 7.2 7.7 90.6 85.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 16 14 18 16 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 203,076 COMMITMENTS 7,696 3,881 3,856 191,524 195,339 203,076 203,076 0 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0) 0 3,881 0 0 -3,881 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.9 1.9 94.3 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 14 8 15 10 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,590 COMMITMENTS 0 900 25 19,960 19,665 19,985 20,590 605 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 50) 0 -50 0 -10 100 -10 50 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.1 96.9 95.5 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 18 13 19 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| 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 17,325 16,920 17,325 17,920 595 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -60 0 -60 0 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.0 96.7 94.4 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 10 17 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| 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 11/18/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 24.3 0.0 99.6 75.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 23 9 24 10 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| 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 11/18/14 (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 7.7 0.0 100.0 92.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 8 18 9 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,530 COMMITMENTS 50 50 0 18,745 19,480 18,795 19,530 735 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 120 0 120 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.0 96.0 99.7 96.2 100.0 3.8 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,930 COMMITMENTS 200 0 0 20,045 20,930 20,245 20,930 685 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,285 1,175 1,285 1,175 -110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 95.8 100.0 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 10 22 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,840 COMMITMENTS 250 0 0 20,935 21,840 21,185 21,840 655 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 995) 0 0 0 1,225 995 1,225 995 -230 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 95.9 100.0 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 24 11 25 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,603 COMMITMENTS 2,695 425 520 105,183 107,648 108,398 108,593 205 10 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,522) -195 0 120 -1,447 -1,642 -1,522 -1,522 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.4 0.5 96.9 99.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 1 3 35 35 38 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 136,754 COMMITMENTS 4,290 705 420 131,984 135,619 136,694 136,744 60 10 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,959) -170 0 120 3,009 2,839 2,959 2,959 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.5 0.3 96.5 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 3 41 36 45 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 163,092 COMMITMENTS 19,813 3,458 7,913 135,189 151,374 162,915 162,745 177 347 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -141) -2 558 -333 844 274 509 499 -650 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 2.1 4.9 82.9 92.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 4 10 43 36 57 47 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,686 COMMITMENTS 2,354 1,670 1,716 93,486 94,300 97,556 97,686 130 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,835) 5 0 20 1,820 1,815 1,845 1,835 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.7 1.8 95.7 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 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,575 COMMITMENTS 550 1,395 0 18,380 18,180 18,930 19,575 645 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 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: 27) 1 1 0 23 14 24 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,070 COMMITMENTS 525 415 25 17,040 17,630 17,590 18,070 480 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 25) -25 0 25 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.3 0.1 94.3 97.6 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 21 14 22 16 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 10,945 COMMITMENTS 150 0 150 10,445 10,215 10,745 10,365 200 580 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 570) -70 0 60 745 560 735 620 -165 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.0 1.4 95.4 93.3 98.2 94.7 1.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 20 19 21 20 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,910 COMMITMENTS 2,758 2,050 685 23,982 25,175 27,425 27,910 485 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,634) 250 1,200 -110 1,494 544 1,634 1,634 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 7.3 2.5 85.9 90.2 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 25 24 30 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,970 COMMITMENTS 4,525 0 35 13,874 18,923 18,434 18,958 536 12 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 249) 250 0 0 17 249 267 249 -18 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 0.0 0.2 73.1 99.8 97.2 99.9 2.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 19 20 21 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,778 COMMITMENTS 0 1,665 125 21,132 19,893 21,257 21,683 521 95 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,029) 0 330 15 1,014 664 1,029 1,009 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.6 97.0 91.3 97.6 99.6 2.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 4 1 27 23 28 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,898 COMMITMENTS 27 855 263 18,143 17,670 18,433 18,788 465 110 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,238) -108 300 108 888 730 888 1,138 350 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.5 1.4 96.0 93.5 97.5 99.4 2.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 23 19 24 21 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,171 COMMITMENTS 115 100 0 12,468 13,042 12,583 13,142 588 29 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 744) 115 25 0 450 995 565 1,020 179 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.8 0.0 94.7 99.0 95.5 99.8 4.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 13 15 14 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,179 COMMITMENTS 0 210 0 9,844 9,809 9,844 10,019 335 160 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 96.7 96.4 96.7 98.4 3.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,845 COMMITMENTS 50 2,780 365 12,235 9,610 12,650 12,755 195 90 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 335) 50 150 -30 315 215 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 21.6 2.8 95.3 74.8 98.5 99.3 1.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 24 26 26 29 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 11/25/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,357 COMMITMENTS 735 200 465 6,797 7,692 7,997 8,357 360 0 CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -120) 0 0 0 0 -120 0 -120 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 2.4 5.6 81.3 92.0 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 17 16 18 18
Updated November 29, 2014