CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 16,756 COMMITMENTS 6,365 5,512 2,595 7,777 8,649 16,737 16,756 19 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,621) 1,668 518 -278 251 1,381 1,641 1,621 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 32.9 15.5 46.4 51.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 8 8 4 9 8 19 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,671 COMMITMENTS 10,120 6,744 1,575 11,976 15,352 23,671 23,671 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 581) -200 0 0 781 581 581 581 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 28.5 6.7 50.6 64.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 3 9 8 18 14 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 18,043 COMMITMENTS 1,380 1,488 0 16,663 16,555 18,043 18,043 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 375) -1,300 -2,250 0 1,675 2,625 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 8.2 0.0 92.4 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 0 9 7 13 13 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,479,602 COMMITMENTS 467,844 370,875 890,476 3087044 3205849 4445364 4467200 34,238 12,402 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 39,274) -64,239 -2,176 8,352 91,112 33,201 35,225 39,377 4,049 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.3 19.9 68.9 71.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 43 33 61 142 113 213 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 499,566 COMMITMENTS 120,409 102,335 112,041 267,073 284,870 499,523 499,246 43 320 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 795) -1,760 -8,827 3,507 -814 6,691 933 1,371 -138 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 20.5 22.4 53.5 57.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 20 14 25 36 36 66 65 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,725 COMMITMENTS 11,958 3,577 5,249 193,982 211,907 211,189 220,733 14,536 4,992 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,778) 345 -1,842 933 4,028 5,987 5,306 5,078 472 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.6 2.3 85.9 93.9 93.6 97.8 6.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 1 4 32 36 37 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,675 COMMITMENTS 6,614 0 1,025 82,071 90,830 89,710 91,855 5,965 3,820 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 794) 1,085 0 101 -250 1,535 936 1,636 -142 -842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 1.1 85.8 94.9 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 2 22 28 25 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,507 COMMITMENTS 8,020 13,905 2,525 193,959 188,392 204,504 204,822 7,003 6,685 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,647) -634 1,310 213 6,550 4,858 6,129 6,381 -482 -734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 6.6 1.2 91.7 89.1 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 4 3 26 29 31 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 665,484 COMMITMENTS 16,437 18,181 15,119 626,851 624,148 658,407 657,448 7,077 8,036 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 19,943) 1,488 3,183 754 16,487 16,059 18,729 19,996 1,214 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.7 2.3 94.2 93.8 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 5 5 47 33 52 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,430 COMMITMENTS 1,872 14,695 1,442 251,894 238,370 255,208 254,507 6,222 6,923 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,472) -120 -674 127 4,730 4,242 4,737 3,695 -265 777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 5.6 0.6 96.4 91.2 97.6 97.4 2.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 3 4 33 29 37 35 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,968 COMMITMENTS 1,300 3,026 5,160 242,380 242,936 248,840 251,122 6,128 3,846 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,015) 959 264 -620 5,619 6,676 5,958 6,320 -943 -1,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.2 2.0 95.1 95.3 97.6 98.5 2.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 4 4 35 41 40 46 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,305 COMMITMENTS 6,683 519 1,748 94,661 94,773 103,092 97,040 5,213 11,265 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,582) -946 258 -206 3,510 3,241 2,358 3,293 224 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.5 1.6 87.4 87.5 95.2 89.6 4.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 20 20 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,925 COMMITMENTS 0 1,154 5,594 86,028 88,749 91,622 95,497 13,303 9,428 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,576) 0 70 -283 2,340 1,158 2,057 945 -481 631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 5.3 82.0 84.6 87.3 91.0 12.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 20 22 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,569 COMMITMENTS 676 806 0 22,493 21,777 23,169 22,583 400 986 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,798) 248 248 0 1,612 1,550 1,860 1,798 -62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 3.4 0.0 95.4 92.4 98.3 95.8 1.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 14 10 16 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,513 COMMITMENTS 109 424 2,620 75,476 73,710 78,205 76,754 7,308 8,759 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,103) -445 -94 733 3,421 1,631 3,709 2,270 394 1,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.5 3.1 88.3 86.2 91.5 89.8 8.5 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 16 17 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 205,555 COMMITMENTS 0 0 0 198,292 199,225 198,292 199,225 7,263 6,330 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,366) 0 0 0 2,896 1,396 2,896 1,396 -1,530 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 96.9 96.5 96.9 3.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 25 25 25 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,887 COMMITMENTS 0 0 0 82,290 84,621 82,290 84,621 7,597 5,266 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,587) 0 0 0 2,981 1,587 2,981 1,587 -1,394 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.5 94.1 91.5 94.1 8.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 19 16 19 16 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 329,955 COMMITMENTS 0 0 0 320,809 320,260 320,809 320,260 9,146 9,695 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 6,356) -1,155 0 0 7,254 6,937 6,099 6,937 257 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.2 97.1 97.2 97.1 2.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 0 0 44 35 44 35 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,853 COMMITMENTS 1,646 7,645 1,598 72,206 55,400 75,450 64,643 4,403 15,210 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,425) -629 1,721 124 6,376 4,215 5,871 6,060 -446 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 9.6 2.0 90.4 69.4 94.5 81.0 5.5 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 17 14 19 16 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,393 COMMITMENTS 1,642 0 1,451 57,028 56,828 60,121 58,279 5,272 7,114 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 3,449) -900 0 105 4,196 3,431 3,401 3,536 48 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 2.2 87.2 86.9 91.9 89.1 8.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 15 17 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,245 COMMITMENTS 15,132 0 744 71,710 85,061 87,586 85,805 3,659 5,440 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -31,096) 2,892 -4,211 -155 -29,485 -26,269 -26,748 -30,635 -4,348 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 0.0 0.8 78.6 93.2 96.0 94.0 4.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 11 14 14 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,166 COMMITMENTS 14,399 4,092 1,730 56,020 65,459 72,149 71,281 1,017 1,885 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,098) 4,349 -1,080 744 11 5,558 5,104 5,222 -6 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 5.6 2.4 76.6 89.5 98.6 97.4 1.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 6 3 32 25 38 33 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,330 COMMITMENTS 589 5,500 0 55,059 49,497 55,648 54,997 682 1,333 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,040) 0 0 0 4,040 3,761 4,040 3,761 0 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 9.8 0.0 97.7 87.9 98.8 97.6 1.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 13 21 14 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,048 COMMITMENTS 2,785 0 1,556 147,405 149,869 151,746 151,425 8,302 8,623 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,544) 188 0 124 2,012 1,992 2,324 2,116 220 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.0 92.1 93.6 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 29 26 32 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 53,889 COMMITMENTS 2,134 1,646 939 44,137 47,449 47,210 50,034 6,679 3,855 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -2,089) 699 -1,262 -381 -2,584 -114 -2,266 -1,757 177 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 3.1 1.7 81.9 88.0 87.6 92.8 12.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 14 16 16 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,181 COMMITMENTS 321 1,244 1,977 96,485 89,758 98,783 92,979 2,398 8,202 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,811) -969 -540 619 3,401 1,839 3,051 1,918 -240 893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.2 2.0 95.4 88.7 97.6 91.9 2.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 21 25 23 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,814 COMMITMENTS 2,859 0 421 70,572 71,435 73,852 71,856 2,962 4,958 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -2,384) -1,813 0 -48 -774 -2,550 -2,635 -2,598 251 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.0 0.5 91.9 93.0 96.1 93.5 3.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 18 15 21 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,165 COMMITMENTS 4,213 0 0 17,828 21,684 22,041 21,684 124 481 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -3,607) -4,022 0 0 2,991 -3,725 -1,031 -3,725 -2,576 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 0.0 0.0 80.4 97.8 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 8 15 9 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,661 COMMITMENTS 1,537 12,305 608 111,512 108,477 113,657 121,390 9,004 1,271 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 3,294) 8 209 199 3,180 3,010 3,387 3,418 -93 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 10.0 0.5 90.9 88.4 92.7 99.0 7.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 15 18 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 208,442 COMMITMENTS 3,559 11,128 3,463 189,154 188,488 196,176 203,079 12,266 5,363 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,458) -2,340 -34 1,526 6,319 4,137 5,505 5,629 -47 -171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 5.3 1.7 90.7 90.4 94.1 97.4 5.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 2 2 32 30 34 34 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,668 COMMITMENTS 980 1,116 0 16,468 17,901 17,448 19,017 2,220 651 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,612) 0 0 0 1,240 1,426 1,240 1,426 372 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 5.7 0.0 83.7 91.0 88.7 96.7 11.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 12 16 14 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 28,803 COMMITMENTS 0 0 0 26,068 27,693 26,068 27,693 2,735 1,110 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,836) 0 0 0 1,433 1,346 1,433 1,346 403 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.5 96.1 90.5 96.1 9.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 11 14 11 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 249,980 COMMITMENTS 0 20,260 1,924 235,467 223,485 237,391 245,669 12,589 4,311 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 3,008) 0 -897 8 2,228 5,083 2,236 4,194 772 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 0.8 94.2 89.4 95.0 98.3 5.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 4 4 35 34 39 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 70,195 COMMITMENTS 0 0 0 66,823 65,271 66,823 65,271 3,372 4,924 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,799) 0 0 0 3,159 2,687 3,159 2,687 -360 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.2 93.0 95.2 93.0 4.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,997 COMMITMENTS 0 0 0 75,837 74,830 75,837 74,830 3,160 4,167 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 952) 0 0 0 2,168 890 2,168 890 -1,216 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.0 94.7 96.0 94.7 4.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 17 21 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,041 COMMITMENTS 0 0 0 65,132 66,094 65,132 66,094 4,909 3,947 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,387) 0 0 0 915 2,932 915 2,932 472 -1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.0 94.4 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 14 21 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 137,153 COMMITMENTS 17,912 11,046 11,782 106,459 113,960 136,153 136,788 1,000 365 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,850) 598 1,452 39 2,151 1,359 2,788 2,850 62 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 8.1 8.6 77.6 83.1 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 11 14 48 52 63 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,554 COMMITMENTS 2,216 2,611 2,432 36,906 36,511 41,554 41,554 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,724) 409 -59 133 1,182 1,650 1,724 1,724 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.3 5.9 88.8 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 4 24 19 29 24 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 338,415 COMMITMENTS 11,642 21,132 29,031 297,742 288,252 338,415 338,415 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 8,736) -1,609 -1,553 2,898 7,447 7,391 8,736 8,736 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 6.2 8.6 88.0 85.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 19 20 21 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,444,292 COMMITMENTS 17,734 23,691 50,346 1376212 1370255 1444292 1444292 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 10,221) -1,952 5,336 -1,152 13,325 6,037 10,221 10,221 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.6 3.5 95.3 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 5 5 8 41 44 50 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,145 COMMITMENTS 1,029 5,762 4,948 41,149 36,339 47,126 47,049 19 96 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -3,200) -164 -299 -301 -2,735 -2,653 -3,200 -3,253 0 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 12.2 10.5 87.3 77.1 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 3 21 16 25 22 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 282,860 COMMITMENTS 7,015 44,936 23,440 252,405 214,484 282,860 282,860 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -9,920) 2,214 -5,125 -1,324 -10,810 -3,471 -9,920 -9,920 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 15.9 8.3 89.2 75.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 14 18 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 634,277 COMMITMENTS 28,556 11,440 17,645 588,076 605,192 634,277 634,277 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 33,316) 1,896 0 -1,520 32,940 34,836 33,316 33,316 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.8 2.8 92.7 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 2 30 28 35 30 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 53,669 COMMITMENTS 4,796 5,125 2,340 45,571 45,951 52,707 53,416 962 253 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,666) 11 44 92 1,607 1,489 1,710 1,625 -44 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 9.5 4.4 84.9 85.6 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 3 25 27 30 30 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,940 COMMITMENTS 0 0 370 57,535 58,105 57,905 58,475 1,035 465 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 6,649) 0 -100 100 6,933 6,655 7,033 6,655 -384 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 97.6 98.6 98.2 99.2 1.8 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 1 26 22 27 23 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,750 COMMITMENTS 0 5 455 70,985 70,930 71,440 71,390 310 360 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,805) 0 0 0 4,805 4,805 4,805 4,805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 98.9 98.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 1 32 22 33 23 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,715 COMMITMENTS 50 110 0 17,605 17,605 17,655 17,715 60 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,230) 0 0 0 4,230 4,230 4,230 4,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.6 0.0 99.4 99.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 21 17 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 266,080 COMMITMENTS 9,664 0 3,136 253,280 262,944 266,080 266,080 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 10,488) 408 0 0 10,080 10,488 10,488 10,488 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 1.2 95.2 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 23 21 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,386 COMMITMENTS 2,888 494 154 5,022 7,439 8,064 8,087 322 299 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 136) 0 -110 110 4 157 114 157 22 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.4 5.9 1.8 59.9 88.7 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 16 15 20 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,700 COMMITMENTS 4,200 750 0 10,500 13,950 14,700 14,700 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 5.1 0.0 71.4 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 0 12 11 14 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,170 COMMITMENTS 0 310 0 17,930 17,860 17,930 18,170 240 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 470) 0 100 0 470 370 470 470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 98.7 98.3 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 21 22 21 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,442 COMMITMENTS 0 635 380 12,792 12,427 13,172 13,442 270 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 230) 0 -50 20 265 500 285 470 -55 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 2.8 95.2 92.4 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 24 21 25 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,277 COMMITMENTS 1,214 38 411 14,057 14,892 15,682 15,341 595 936 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 74) 41 -41 -20 9 155 30 94 44 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.2 2.5 86.4 91.5 96.3 94.2 3.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 23 24 25 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,597 COMMITMENTS 0 11,203 1,183 46,153 35,203 47,336 47,589 261 8 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 307) 0 -3 45 262 265 307 307 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.5 2.5 97.0 74.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 4 1 34 34 35 38 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,825 COMMITMENTS 80 9,995 1,555 52,896 43,189 54,531 54,739 294 86 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 392) 80 188 18 330 204 428 410 -36 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 18.2 2.8 96.5 78.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 2 35 35 38 40 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,990 COMMITMENTS 100 1,375 0 41,600 40,590 41,700 41,965 290 25 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 8,285) -100 0 0 8,245 8,320 8,145 8,320 140 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 0.0 99.1 96.7 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 10 28 11 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,880 COMMITMENTS 0 1,375 0 47,640 46,505 47,640 47,880 240 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 5,865) -20 0 -80 5,845 5,945 5,745 5,865 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 99.5 97.1 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 31 15 31 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 381,364 COMMITMENTS 87,155 0 17,708 276,501 363,656 381,364 381,364 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 3,135) 0 0 -391 3,526 3,526 3,135 3,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 0.0 4.6 72.5 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 0 1 26 29 30 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,970 COMMITMENTS 6,332 4 662 18,850 24,898 25,844 25,564 126 406 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 211) 297 -22 -44 -42 277 211 211 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 0.0 2.5 72.6 95.9 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 1 3 24 30 31 33 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,880 COMMITMENTS 865 228 1,078 11,937 12,574 13,880 13,880 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -1,532) -528 76 0 -1,004 -1,584 -1,532 -1,508 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.6 7.8 86.0 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 18 11 21 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 541,030 COMMITMENTS 3,876 0 20,744 516,410 520,286 541,030 541,030 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -16,280) 352 0 0 -16,632 -16,280 -16,280 -16,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 3.8 95.4 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 25 20 27 21 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 50,484 COMMITMENTS 9,119 0 2,520 38,395 47,520 50,034 50,040 450 444 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -1,472) -136 0 61 -1,461 -1,554 -1,536 -1,493 64 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.0 5.0 76.1 94.1 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 21 20 25 22 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 53,951 COMMITMENTS 0 5,816 0 53,951 48,135 53,951 53,951 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,520) 0 1,520 0 1,520 0 1,520 1,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 0.0 100.0 89.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 12 14 12 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,329 COMMITMENTS 4,351 0 490 11,318 15,517 16,159 16,007 170 322 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 211) 44 0 0 126 211 170 211 41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 0.0 3.0 69.3 95.0 99.0 98.0 1.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 3 19 22 24 25 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 184,659 COMMITMENTS 32,966 0 3,040 148,653 181,619 184,659 184,659 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 13,761) 0 0 0 13,761 13,761 13,761 13,761 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 0.0 1.6 80.5 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 17 18 20 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,015 COMMITMENTS 1,482 164 242 9,080 10,417 10,804 10,823 211 192 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 660) 82 -60 -22 578 722 638 640 22 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 1.5 2.2 82.4 94.6 98.1 98.3 1.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 2 18 22 21 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 111,533 COMMITMENTS 5,721 0 2,327 103,485 109,206 111,533 111,533 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,520) 1,520 0 0 0 1,520 1,520 1,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 2.1 92.8 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 20 19 23 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,055 COMMITMENTS 307 1,974 1,461 20,287 18,620 22,055 22,055 0 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 869) 0 -24 -26 895 919 869 869 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.0 6.6 92.0 84.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 18 15 20 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,060 COMMITMENTS 0 925 0 19,470 19,135 19,470 20,060 590 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 140) 0 0 0 140 140 140 140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.0 97.1 95.4 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 13 19 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,040 COMMITMENTS 0 1,000 0 16,460 16,040 16,460 17,040 580 0 CHANGES FROM 12/09/14 (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 5.9 0.0 96.6 94.1 96.6 100.0 3.4 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 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,355 COMMITMENTS 100 5,400 0 25,255 19,885 25,355 25,285 0 70 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 900) 0 -200 0 900 1,100 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 21.3 0.0 99.6 78.4 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 22 11 23 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,575 COMMITMENTS 0 3,000 0 16,575 13,565 16,575 16,565 0 10 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,100) 0 600 0 1,100 500 1,100 1,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.1 0.0 100.0 81.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 7 18 8 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,090 COMMITMENTS 50 50 0 18,325 19,040 18,375 19,090 715 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,125 1,125 1,125 1,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 0.0 96.0 99.7 96.3 100.0 3.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 10 18 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,435 COMMITMENTS 200 50 0 18,580 19,385 18,780 19,435 655 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 360) 0 50 0 360 310 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.0 95.6 99.7 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 22 10 23 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,250 COMMITMENTS 250 25 0 19,365 20,225 19,615 20,250 635 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 390) 0 0 0 390 390 390 390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 95.6 99.9 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 24 10 25 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 106,806 COMMITMENTS 2,260 480 570 103,796 105,756 106,626 106,806 180 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,181) 100 0 -50 2,131 2,231 2,181 2,181 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.4 0.5 97.2 99.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 3 33 31 36 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 136,102 COMMITMENTS 3,760 380 270 132,002 135,452 136,032 136,102 70 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 6,062) 50 0 50 5,962 6,022 6,062 6,072 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.3 0.2 97.0 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 1 2 38 38 42 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 156,487 COMMITMENTS 20,716 4,933 6,702 128,954 144,722 156,372 156,357 115 130 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 4,605) -220 364 135 4,695 4,106 4,610 4,605 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 3.2 4.3 82.4 92.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 3 8 44 37 57 46 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 93,581 COMMITMENTS 2,379 1,670 1,616 89,351 90,295 93,346 93,581 235 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 855) 0 0 0 855 855 855 855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.8 1.7 95.5 96.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 3 36 33 41 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,845 COMMITMENTS 620 1,120 0 16,610 16,725 17,230 17,845 615 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 70) 50 0 0 20 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 6.3 0.0 93.1 93.7 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 25 15 26 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,885 COMMITMENTS 1,000 365 25 15,400 16,495 16,425 16,885 460 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 50) 150 0 0 -100 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 2.2 0.1 91.2 97.7 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 15 22 17 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 14,330 COMMITMENTS 150 0 150 13,440 13,565 13,740 13,715 590 615 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,970) 0 0 0 1,710 1,925 1,710 1,925 260 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 1.0 93.8 94.7 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 17 21 18 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,951 COMMITMENTS 2,623 2,600 670 25,190 25,681 28,483 28,951 468 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 167) 0 0 0 167 167 167 167 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 9.0 2.3 87.0 88.7 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 3 24 24 29 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,272 COMMITMENTS 4,460 0 35 14,241 18,939 18,736 18,974 536 298 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 430 130 430 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 0.0 0.2 73.9 98.3 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 19 19 21 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,705 COMMITMENTS 0 1,290 65 20,905 20,255 20,970 21,610 735 95 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -24) 0 -320 0 -148 296 -148 -24 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 0.3 96.3 93.3 96.6 99.6 3.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 4 1 26 25 27 29 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,379 COMMITMENTS 0 941 175 18,660 18,163 18,835 19,279 544 100 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 585) 0 58 -10 500 537 490 585 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.9 96.3 93.7 97.2 99.5 2.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 23 21 24 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,905 COMMITMENTS 100 450 0 13,620 13,455 13,720 13,905 185 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 450) 0 350 0 710 100 710 450 -260 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.2 0.0 98.0 96.8 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 14 17 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,384 COMMITMENTS 0 210 0 8,449 9,169 8,449 9,379 935 5 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -795) 0 0 0 -1,375 -565 -1,375 -565 580 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 90.0 97.7 90.0 99.9 10.0 0.1 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 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,335 COMMITMENTS 50 2,830 340 15,640 13,055 16,030 16,225 305 110 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,200) 0 75 25 2,175 2,100 2,200 2,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 17.3 2.1 95.7 79.9 98.1 99.3 1.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 1 25 23 27 26 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 12/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,512 COMMITMENTS 630 200 450 6,912 7,862 7,992 8,512 520 0 CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 220) -120 0 0 300 220 180 220 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 2.3 5.3 81.2 92.4 93.9 100.0 6.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 14 16 16
Updated December 19, 2014