CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 16,924 COMMITMENTS 6,272 5,494 2,533 8,100 8,897 16,905 16,924 19 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 168) -93 -18 -62 323 248 168 168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 32.5 15.0 47.9 52.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 9 4 8 8 19 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| 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 10,020 6,744 1,575 12,076 15,352 23,671 23,671 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 0) -100 0 0 100 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 28.5 6.7 51.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 19,068 COMMITMENTS 1,380 1,288 0 17,688 17,780 19,068 19,068 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,025) 0 -200 0 1,025 1,225 1,025 1,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.8 0.0 92.8 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 6 0 9 8 13 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,509,672 COMMITMENTS 418,208 339,237 924,715 3133194 3233021 4476117 4496973 33,555 12,699 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 30,070) -49,636 -31,638 34,239 46,150 27,172 30,753 29,773 -683 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 7.5 20.5 69.5 71.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 43 27 59 145 113 212 175 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 515,769 COMMITMENTS 134,424 101,856 113,158 268,144 300,035 515,726 515,049 43 720 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 16,203) 14,015 -479 1,117 1,071 15,165 16,203 15,803 0 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 19.7 21.9 52.0 58.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 17 18 26 38 40 68 71 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,138 COMMITMENTS 9,338 3,436 5,495 193,822 207,841 208,655 216,772 15,483 7,366 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,587) -2,620 -141 246 -160 -4,066 -2,534 -3,961 947 2,374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 1.5 2.5 86.5 92.7 93.1 96.7 6.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 4 32 33 37 37 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,917 COMMITMENTS 8,600 0 852 80,636 90,598 90,088 91,450 5,829 4,467 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 242) 1,986 0 -173 -1,435 -232 378 -405 -136 647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 0.0 0.9 84.1 94.5 93.9 95.3 6.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 0 2 24 29 27 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,929 COMMITMENTS 6,345 11,721 4,863 194,269 189,473 205,477 206,057 7,452 6,872 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,422) -1,675 -2,184 2,338 310 1,081 973 1,235 449 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 5.5 2.3 91.2 89.0 96.5 96.8 3.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 4 4 26 27 32 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 670,781 COMMITMENTS 15,922 18,463 15,668 631,548 628,472 663,138 662,603 7,643 8,178 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 5,297) -515 282 549 4,697 4,324 4,731 5,155 566 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.8 2.3 94.2 93.7 98.9 98.8 1.1 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 4 47 33 51 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 272,874 COMMITMENTS 1,737 14,566 2,332 263,907 249,675 267,976 266,573 4,898 6,301 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 11,444) -135 -129 890 12,013 11,305 12,768 12,066 -1,324 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 5.3 0.9 96.7 91.5 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 3 5 33 31 38 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 265,635 COMMITMENTS 1,318 3,524 5,954 252,912 252,718 260,184 262,196 5,451 3,439 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 10,667) 18 498 794 10,532 9,782 11,344 11,074 -677 -407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.3 2.2 95.2 95.1 97.9 98.7 2.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 2 4 37 44 43 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,046 COMMITMENTS 7,422 0 2,941 100,796 105,039 111,159 107,980 4,887 8,066 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 7,741) 739 -519 1,193 6,135 10,266 8,067 10,940 -326 -3,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.0 2.5 86.9 90.5 95.8 93.0 4.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 22 21 24 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,690 COMMITMENTS 0 1,049 5,755 86,195 90,126 91,950 96,930 14,740 9,760 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,765) 0 -105 161 167 1,377 328 1,433 1,437 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 5.4 80.8 84.5 86.2 90.9 13.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 19 22 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,119 COMMITMENTS 645 961 0 23,857 23,079 24,502 24,040 617 1,079 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,550) -31 155 0 1,364 1,302 1,333 1,457 217 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.8 0.0 95.0 91.9 97.5 95.7 2.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 17 11 19 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,756 COMMITMENTS 15 330 2,858 79,944 78,887 82,817 82,075 6,939 7,681 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,243) -94 -94 238 4,468 5,177 4,612 5,321 -369 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 3.2 89.1 87.9 92.3 91.4 7.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 15 17 17 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 206,163 COMMITMENTS 0 0 0 198,900 199,833 198,900 199,833 7,263 6,330 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 608) 0 0 0 608 608 608 608 0 0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,028 COMMITMENTS 0 0 0 82,431 84,762 82,431 84,762 7,597 5,266 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 141) 0 0 0 141 141 141 141 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.6 94.2 91.6 94.2 8.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 19 17 19 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 328,886 COMMITMENTS 0 210 0 320,640 318,295 320,640 318,505 8,246 10,381 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,069) 0 210 0 -169 -1,965 -169 -1,755 -900 686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 97.5 96.8 97.5 96.8 2.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 1 0 43 36 43 37 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,696 COMMITMENTS 0 8,645 2,142 74,403 56,756 76,545 67,543 5,151 14,153 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,843) -1,646 1,000 544 2,197 1,356 1,095 2,900 748 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.6 2.6 91.1 69.5 93.7 82.7 6.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 18 15 20 17 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,639 COMMITMENTS 1,146 0 1,701 58,005 57,824 60,852 59,525 5,787 7,114 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,246) -496 0 250 977 996 731 1,246 515 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 2.6 87.0 86.8 91.3 89.3 8.7 10.7 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,234 COMMITMENTS 19,473 1,457 372 82,559 96,232 102,404 98,061 830 5,173 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 11,989) 4,341 1,457 -372 10,849 11,171 14,818 12,256 -2,829 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 1.4 0.4 80.0 93.2 99.2 95.0 0.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 1 19 24 24 27 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,240 COMMITMENTS 18,771 5,487 1,420 65,032 77,324 85,223 84,231 1,017 2,009 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 13,074) 4,372 1,395 -310 9,012 11,865 13,074 12,950 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 6.4 1.6 75.4 89.7 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 6 3 40 31 47 39 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,655 COMMITMENTS 1,054 5,500 0 62,826 58,194 63,880 63,694 775 961 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 8,325) 465 0 0 7,767 8,697 8,232 8,697 93 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 8.5 0.0 97.2 90.0 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 0 18 21 20 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,702 COMMITMENTS 2,457 0 1,565 148,998 150,284 153,020 151,849 7,682 8,853 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 654) -328 0 9 1,593 415 1,274 424 -620 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 1.0 92.7 93.5 95.2 94.5 4.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 0 2 31 28 34 30 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,810 COMMITMENTS 2,165 1,763 1,406 45,211 48,365 48,782 51,534 7,028 4,276 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,921) 31 117 467 1,074 916 1,572 1,500 349 421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 3.2 2.5 81.0 86.7 87.4 92.3 12.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 16 17 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,767 COMMITMENTS 0 3,234 2,147 98,277 92,546 100,424 97,927 3,343 5,840 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,586) -321 1,990 170 1,792 2,788 1,641 4,948 945 -2,362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 2.1 94.7 89.2 96.8 94.4 3.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 2 23 27 25 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,621 COMMITMENTS 2,665 0 511 72,556 73,123 75,732 73,634 2,889 4,987 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,807) -194 0 90 1,984 1,688 1,880 1,778 -73 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.0 0.6 92.3 93.0 96.3 93.7 3.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 20 16 23 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,281 COMMITMENTS 4,523 301 0 18,355 22,614 22,878 22,915 403 366 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,116) 310 301 0 527 930 837 1,231 279 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 1.3 0.0 78.8 97.1 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 9 15 11 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,509 COMMITMENTS 475 10,968 1,059 111,423 108,211 112,957 120,238 8,552 1,271 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,152) -1,062 -1,337 451 -89 -266 -700 -1,152 -452 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 9.0 0.9 91.7 89.1 93.0 99.0 7.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 209,167 COMMITMENTS 3,695 12,721 3,622 189,006 188,208 196,323 204,551 12,844 4,616 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 725) 136 1,593 159 -148 -280 147 1,472 578 -747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.1 1.7 90.4 90.0 93.9 97.8 6.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 3 2 32 29 34 33 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,140 COMMITMENTS 980 837 279 19,537 21,280 20,796 22,396 2,344 744 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,472) 0 -279 279 3,069 3,379 3,348 3,379 124 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 3.6 1.2 84.4 92.0 89.9 96.8 10.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 12 17 15 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,614 COMMITMENTS 0 0 0 27,792 29,516 27,792 29,516 2,822 1,098 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,811) 0 0 0 1,724 1,823 1,724 1,823 87 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.8 96.4 90.8 96.4 9.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 13 17 13 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 252,078 COMMITMENTS 0 19,158 2,158 236,711 226,525 238,869 247,841 13,209 4,237 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,098) 0 -1,102 234 1,244 3,040 1,478 2,172 620 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.9 93.9 89.9 94.8 98.3 5.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 3 3 36 33 39 36 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 70,981 COMMITMENTS 0 0 0 67,397 66,403 67,397 66,403 3,584 4,578 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 786) 0 0 0 574 1,132 574 1,132 212 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.0 93.6 95.0 93.6 5.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 18 21 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,969 COMMITMENTS 0 0 0 75,809 74,802 75,809 74,802 3,160 4,167 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -28) 0 0 0 -28 -28 -28 -28 0 0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,218 COMMITMENTS 0 0 0 68,983 68,900 68,983 68,900 5,235 5,318 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 4,177) 0 0 0 3,851 2,806 3,851 2,806 326 1,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 92.8 92.9 92.8 7.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 21 13 21 13 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 21,084 COMMITMENTS 0 310 31 20,123 19,224 20,154 19,565 930 1,519 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 0.1 95.4 91.2 95.6 92.8 4.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 7 14 8 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 139,522 COMMITMENTS 15,703 11,594 12,164 110,655 115,099 138,522 138,857 1,000 665 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,369) -2,209 548 382 4,196 1,139 2,369 2,069 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 8.3 8.7 79.3 82.5 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 7 16 15 51 52 66 75 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,481 COMMITMENTS 2,003 0 2,182 38,296 40,299 42,481 42,481 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 927) -213 -2,611 -250 1,390 3,788 927 927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 5.1 90.1 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 3 25 21 29 24 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 346,368 COMMITMENTS 13,602 5,338 29,007 303,759 312,023 346,368 346,368 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 7,953) 1,960 -15,794 -24 6,017 23,771 7,953 7,953 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.5 8.4 87.7 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 22 23 24 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,481,571 COMMITMENTS 16,262 21,724 52,665 1412644 1407182 1481571 1481571 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 37,279) -1,472 -1,967 2,319 36,432 36,927 37,279 37,279 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.5 3.6 95.3 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 6 8 41 43 50 54 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,922 COMMITMENTS 1,981 1,027 4,380 41,542 42,496 47,903 47,903 19 19 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 777) 952 -4,735 -568 393 6,157 777 854 0 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 2.1 9.1 86.7 88.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 3 20 18 24 23 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 293,269 COMMITMENTS 6,063 24,072 24,392 262,814 244,805 293,269 293,269 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 10,409) -952 -20,864 952 10,409 30,321 10,409 10,409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 8.2 8.3 89.6 83.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 15 15 18 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 653,289 COMMITMENTS 30,836 16,168 12,157 610,296 624,964 653,289 653,289 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 19,012) 2,280 4,728 -5,488 22,220 19,772 19,012 19,012 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.5 1.9 93.4 95.7 100.0 100.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 54,566 COMMITMENTS 4,729 5,269 2,283 46,592 46,717 53,604 54,269 962 297 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 897) -67 144 -57 1,021 766 897 853 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 9.7 4.2 85.4 85.6 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 3 25 28 30 31 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,705 COMMITMENTS 50 0 370 60,430 60,870 60,850 61,240 855 465 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,765) 50 0 0 2,895 2,765 2,945 2,765 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.6 97.9 98.6 98.6 99.2 1.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 26 22 27 23 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,055 COMMITMENTS 0 5 455 73,290 73,520 73,745 73,980 310 75 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,305) 0 0 0 2,305 2,590 2,305 2,590 0 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.6 99.0 99.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 33 23 34 24 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,015 COMMITMENTS 100 110 0 17,855 17,905 17,955 18,015 60 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 300) 50 0 0 250 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 0.0 99.1 99.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 22 18 23 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 264,448 COMMITMENTS 8,792 0 3,544 252,112 260,904 264,448 264,448 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,632) -872 0 408 -1,168 -2,040 -1,632 -1,632 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 1.3 95.3 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 22 20 24 21 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,797 COMMITMENTS 3,277 128 175 5,023 8,215 8,475 8,518 322 279 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 411) 389 -366 21 1 776 411 431 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 1.5 2.0 57.1 93.4 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 16 16 20 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,250 COMMITMENTS 4,800 100 0 10,450 15,150 15,250 15,250 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 550) 600 -650 0 -50 1,200 550 550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 0.7 0.0 68.5 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 12 12 14 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,120 COMMITMENTS 0 210 0 18,880 18,910 18,880 19,120 240 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 950) 0 -100 0 950 1,050 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 98.7 98.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 22 22 22 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,667 COMMITMENTS 0 685 380 12,917 12,602 13,297 13,667 370 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 225) 0 50 0 125 175 125 225 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 2.8 94.5 92.2 97.3 100.0 2.7 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,154 COMMITMENTS 1,359 120 411 14,833 15,728 16,603 16,259 551 895 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 877) 145 82 0 776 836 921 918 -44 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.7 2.4 86.5 91.7 96.8 94.8 3.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 23 25 25 28 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,361 COMMITMENTS 0 11,073 1,233 46,852 36,047 48,085 48,353 276 8 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 764) 0 -130 50 699 844 749 764 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 22.9 2.5 96.9 74.5 99.4 100.0 0.6 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,444 COMMITMENTS 82 10,246 1,515 53,553 43,597 55,150 55,358 294 86 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 619) 2 251 -40 657 408 619 619 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 18.5 2.7 96.6 78.6 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 2 35 35 38 41 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,130 COMMITMENTS 100 1,375 0 43,740 42,730 43,840 44,105 290 25 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,140) 0 0 0 2,140 2,140 2,140 2,140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.1 0.0 99.1 96.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 12 28 13 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,025 COMMITMENTS 0 1,375 0 49,785 48,650 49,785 50,025 240 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,145) 0 0 0 2,145 2,145 2,145 2,145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 99.5 97.3 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 383,644 COMMITMENTS 87,915 0 17,708 278,021 365,936 383,644 383,644 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,280) 760 0 0 1,520 2,280 2,280 2,280 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: 38) 4 0 1 27 29 31 30 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,044 COMMITMENTS 6,181 4 702 19,035 24,932 25,918 25,638 126 406 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 74) -151 0 40 185 34 74 74 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 0.0 2.7 73.1 95.7 99.5 98.4 0.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 1 4 24 30 31 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,729 COMMITMENTS 657 0 1,078 11,994 12,651 13,729 13,729 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -151) -208 -228 0 57 77 -151 -151 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 7.9 87.4 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 19 10 21 11 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 556,748 COMMITMENTS 3,876 0 20,744 532,128 536,004 556,748 556,748 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 15,718) 0 0 0 15,718 15,718 15,718 15,718 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 3.7 95.6 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 25 21 27 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 50,891 COMMITMENTS 8,916 0 2,856 38,648 47,570 50,420 50,426 471 465 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 407) -203 0 336 253 50 386 386 21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 0.0 5.6 75.9 93.5 99.1 99.1 0.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 22 20 26 22 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 53,191 COMMITMENTS 0 5,816 0 53,191 47,375 53,191 53,191 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -760) 0 0 0 -760 -760 -760 -760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.9 0.0 100.0 89.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 12 13 12 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,331 COMMITMENTS 4,515 0 490 11,156 15,519 16,161 16,009 170 322 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2) 164 0 0 -162 2 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 0.0 3.0 68.3 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 201,745 COMMITMENTS 32,966 0 3,040 165,739 198,705 201,745 201,745 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 17,086) 0 0 0 17,086 17,086 17,086 17,086 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.0 1.5 82.2 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 16 20 19 21 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,843 COMMITMENTS 1,419 224 286 9,949 11,226 11,654 11,736 189 107 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 828) -63 60 44 869 809 850 913 -22 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 1.9 2.4 84.0 94.8 98.4 99.1 1.6 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 19 21 23 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 109,997 COMMITMENTS 6,129 0 2,327 101,541 107,670 109,997 109,997 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -1,536) 408 0 0 -1,944 -1,536 -1,536 -1,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.0 2.1 92.3 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,235 COMMITMENTS 0 1,484 1,771 20,464 18,980 22,235 22,235 0 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 180) -307 -490 310 177 360 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 8.0 92.0 85.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 19 15 20 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,260 COMMITMENTS 0 925 0 19,670 19,335 19,670 20,260 590 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 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 12/23/14 | --------------------------------------------------------------| 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 12/16/14 (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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,255 COMMITMENTS 100 5,000 0 25,155 20,185 25,255 25,185 0 70 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -100) 0 -400 0 -100 300 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 19.8 0.0 99.6 79.9 100.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,655 COMMITMENTS 0 2,700 0 16,655 13,945 16,655 16,645 0 10 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 80) 0 -300 0 80 380 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.2 0.0 100.0 83.7 100.0 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 12/23/14 | --------------------------------------------------------------| 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 12/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,685 COMMITMENTS 200 50 0 18,830 19,635 19,030 19,685 655 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.3 0.0 95.7 99.7 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 10 22 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,500 COMMITMENTS 250 25 0 19,615 20,475 19,865 20,500 635 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.0 95.7 99.9 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 24 11 25 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,132 COMMITMENTS 2,110 480 820 106,032 107,832 108,962 109,132 170 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 2,326) -150 0 250 2,236 2,076 2,336 2,326 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.4 0.8 97.2 98.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 3 3 35 31 38 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 137,707 COMMITMENTS 4,410 380 270 132,957 137,057 137,637 137,707 70 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,605) 650 0 0 955 1,605 1,605 1,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.3 0.2 96.6 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 1 2 39 37 43 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 158,092 COMMITMENTS 21,130 7,261 6,467 130,377 144,226 157,974 157,954 118 138 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,605) 414 2,328 -235 1,423 -496 1,602 1,597 3 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 4.6 4.1 82.5 91.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 11 4 8 43 37 56 47 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 95,341 COMMITMENTS 2,474 2,270 1,621 91,061 91,450 95,156 95,341 185 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,760) 95 600 5 1,710 1,155 1,810 1,760 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.4 1.7 95.5 95.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 4 3 37 34 42 40 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,895 COMMITMENTS 620 1,120 0 16,660 16,775 17,280 17,895 615 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 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 24 16 25 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,110 COMMITMENTS 1,225 365 25 15,400 16,720 16,650 17,110 460 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 225) 225 0 0 0 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.1 0.1 90.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 15,470 COMMITMENTS 125 0 175 14,340 14,680 14,640 14,855 830 615 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,140) -25 0 25 900 1,115 900 1,140 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 1.1 92.7 94.9 94.6 96.0 5.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 19 21 20 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,214 COMMITMENTS 3,523 2,600 670 25,553 26,944 29,746 30,214 468 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,263) 900 0 0 363 1,263 1,263 1,263 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 8.6 2.2 84.6 89.2 98.5 100.0 1.5 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,313 COMMITMENTS 4,460 0 35 14,282 18,980 18,777 19,015 536 298 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 41) 0 0 0 41 41 41 41 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 0.0 0.2 74.0 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,826 COMMITMENTS 0 959 85 21,123 20,687 21,208 21,731 618 95 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 121) 0 -331 20 218 432 238 121 -117 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.4 96.8 94.8 97.2 99.6 2.8 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,599 COMMITMENTS 0 891 225 19,235 18,383 19,460 19,499 139 100 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 220) 0 -50 50 575 220 625 220 -405 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 1.1 98.1 93.8 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 24 22 25 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,390 COMMITMENTS 100 750 0 14,105 13,640 14,205 14,390 185 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 485) 0 300 0 485 185 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 5.2 0.0 98.0 94.8 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 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,454 COMMITMENTS 0 210 0 9,119 9,244 9,119 9,454 335 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 70) 0 0 0 670 75 670 75 -600 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 96.5 97.8 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 15 15 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,485 COMMITMENTS 50 3,005 340 16,805 14,040 17,195 17,385 290 100 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,150) 0 175 0 1,165 985 1,165 1,160 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 17.2 1.9 96.1 80.3 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 27 26 29 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 6,345 COMMITMENTS 75 0 0 6,140 6,315 6,215 6,315 130 30 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.8 99.5 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 13 19 13 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 12/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,572 COMMITMENTS 630 350 450 7,972 8,772 9,052 9,572 520 0 CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,060) 0 150 0 1,060 910 1,060 1,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 3.7 4.7 83.3 91.6 94.6 100.0 5.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 17 15 18 17
Updated December 30, 2014