NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,782,154 COMMITMENTS 1136974 93,400 1629735 2974882 4044781 5741591 5767916 40,563 14,238 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 61,786) 73,994 16,243 -6,651 -8,246 53,015 59,097 62,607 2,689 -821 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 1.6 28.2 51.4 70.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 48 21 60 136 119 204 182 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,448,350 COMMITMENTS 106,623 142,763 1142098 1198734 1162552 2447455 2447413 895 937 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 276,542) 23,106 76,571 121,916 131,721 78,402 276,742 276,888 -200 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 5.8 46.6 49.0 47.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 24 23 44 60 63 106 108 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,912 COMMITMENTS 35,847 6,523 6,215 197,460 237,733 239,522 250,471 17,390 6,441 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 5,415) 2,554 -315 -101 4,741 11,808 7,194 11,392 -1,779 -5,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.5 2.4 76.9 92.5 93.2 97.5 6.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 3 7 28 28 39 35 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 169,363 COMMITMENTS 12,779 3,473 3,404 146,951 159,555 163,134 166,432 6,229 2,931 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 924) -568 -271 410 -78 1,735 -236 1,874 1,160 -950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.1 2.0 86.8 94.2 96.3 98.3 3.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 5 29 28 34 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 218,478 COMMITMENTS 25,291 6,909 4,878 177,231 199,390 207,400 211,177 11,078 7,301 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 316) 2,410 117 143 -1,226 1,526 1,327 1,786 -1,011 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 3.2 2.2 81.1 91.3 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 3 24 25 29 28 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 809,873 COMMITMENTS 47,964 2,983 5,034 751,871 792,532 804,869 800,549 5,004 9,324 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 11,728) -641 -159 1,815 10,625 10,350 11,799 12,006 -71 -278 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.4 0.6 92.8 97.9 99.4 98.8 0.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 2 4 50 37 55 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 250,150 COMMITMENTS 26,584 17,160 617 214,033 225,156 241,234 242,933 8,916 7,217 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 2,775) 4,053 2,018 -778 -778 3,861 2,497 5,101 278 -2,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 6.9 0.2 85.6 90.0 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 2 29 29 35 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 236,932 COMMITMENTS 10 999 1,626 231,312 229,009 232,948 231,634 3,984 5,298 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 6,843) -120 976 -871 6,986 6,219 5,995 6,324 848 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.7 97.6 96.7 98.3 97.8 1.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 2 34 31 36 33 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 85,106 COMMITMENTS 3,661 0 2,591 73,963 71,795 80,215 74,386 4,891 10,720 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,420) -35 0 188 4,118 4,751 4,271 4,939 -851 -1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 3.0 86.9 84.4 94.3 87.4 5.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 17 19 19 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,355 COMMITMENTS 18,222 12,464 9,894 105,253 115,760 133,369 138,118 8,986 4,237 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 387) 940 -212 -235 1,019 2,631 1,724 2,184 -1,337 -1,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 8.8 7.0 73.9 81.3 93.7 97.0 6.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 26 29 30 32 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,199 COMMITMENTS 3,741 1,598 0 13,577 16,849 17,318 18,447 1,881 752 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,643) 1,051 124 0 -59 1,333 992 1,457 651 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.3 0.0 70.7 87.8 90.2 96.1 9.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 0 11 10 15 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 80,047 COMMITMENTS 0 7,834 5,428 64,029 56,420 69,457 69,682 10,590 10,365 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 2,105) -758 596 654 1,419 948 1,315 2,198 790 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.8 6.8 80.0 70.5 86.8 87.1 13.2 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 16 16 18 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 175,665 COMMITMENTS 81 0 1,023 166,640 169,355 167,744 170,378 7,921 5,287 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,187) 33 0 -72 3,006 4,560 2,967 4,488 1,220 -301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.6 94.9 96.4 95.5 97.0 4.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 1 26 23 27 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,541 COMMITMENTS 0 0 0 73,192 82,119 73,192 82,119 11,349 2,422 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,182) 0 0 0 3,790 2,782 3,790 2,782 -608 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.6 97.1 86.6 97.1 13.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 21 21 21 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 295,433 COMMITMENTS 2,184 3,127 2,847 285,778 281,196 290,809 287,170 4,624 8,263 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,115) 0 -668 28 2,050 1,281 2,078 641 -963 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.1 1.0 96.7 95.2 98.4 97.2 1.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 2 1 45 42 47 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,299 COMMITMENTS 5,907 13,443 1,577 74,504 62,867 81,988 77,887 3,311 7,412 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 368) -655 -952 465 842 1,673 652 1,186 -284 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 15.8 1.8 87.3 73.7 96.1 91.3 3.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 22 20 26 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,597 COMMITMENTS 0 1,896 2,142 60,045 59,932 62,187 63,970 10,410 8,627 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,762) 0 -1,131 399 3,448 4,200 3,847 3,468 -85 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 3.0 82.7 82.6 85.7 88.1 14.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 15 16 16 17 HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGCode-0233AD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2,500 MMbtus OPEN INTEREST: 238,729 COMMITMENTS 93,845 43,739 72,833 72,051 122,158 238,729 238,729 0 -0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 115,069) 57,679 26,742 27,869 29,522 60,459 115,069 115,069 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 18.3 30.5 30.2 51.2 100.0 100.0 0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 7 7 3 8 14 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,259 COMMITMENTS 10,705 6,795 4,137 99,727 99,687 114,569 110,619 1,690 5,640 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,398) -4,685 775 2,277 7,351 3,048 4,943 6,100 -545 -1,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 5.8 3.6 85.8 85.7 98.5 95.1 1.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 3 2 16 21 21 25 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,329 COMMITMENTS 37,570 5,343 6,877 47,485 79,603 91,932 91,823 1,397 1,506 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,341) -4,220 1,147 1,905 5,625 541 3,310 3,593 31 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 5.7 7.4 50.9 85.3 98.5 98.4 1.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 11 4 4 19 36 32 42 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,843 COMMITMENTS 616 0 0 22,261 22,711 22,877 22,711 1,966 2,132 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,178) 0 0 0 868 1,094 868 1,094 310 84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.0 0.0 89.6 91.4 92.1 91.4 7.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 12 19 13 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,366 COMMITMENTS 0 5,076 0 92,828 87,454 92,828 92,530 14,538 14,836 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,967) 0 0 0 1,569 2,431 1,569 2,431 398 -464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 86.5 81.5 86.5 86.2 13.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 28 25 28 26 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,479 COMMITMENTS 6,709 0 445 52,056 59,008 59,210 59,453 7,269 7,026 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 995) 1,192 0 -59 -1,453 -1,133 -320 -1,192 1,315 2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 0.0 0.7 78.3 88.8 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 14 15 16 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,609 COMMITMENTS 0 4,654 373 104,668 90,859 105,041 95,886 5,568 14,723 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,249) 0 4,208 -1,227 4,476 -408 3,249 2,573 0 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.3 94.6 82.1 95.0 86.7 5.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 25 24 26 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,197 COMMITMENTS 302 0 790 65,717 64,162 66,809 64,952 5,388 7,245 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -1,093) -271 0 26 -1,338 -1,150 -1,583 -1,124 490 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 1.1 91.0 88.9 92.5 90.0 7.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 16 15 17 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,684 COMMITMENTS 2,200 0 0 64,329 70,059 66,529 70,059 7,155 3,625 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,547) 31 0 0 620 934 651 934 896 613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.0 87.3 95.1 90.3 95.1 9.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 19 13 20 13 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,592 COMMITMENTS 7,774 1,049 186 20,886 27,447 28,846 28,682 746 910 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,860) 558 341 186 1,116 961 1,860 1,488 0 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 3.5 0.6 70.6 92.8 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 1 13 16 18 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 123,763 COMMITMENTS 0 3,608 687 115,291 115,425 115,978 119,720 7,785 4,043 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -320) -86 395 -234 635 -1,154 315 -993 -635 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.6 93.2 93.3 93.7 96.7 6.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 13 18 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 288,846 COMMITMENTS 2,541 38,997 5,062 264,536 233,846 272,139 277,905 16,707 10,941 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 5,350) 584 643 345 7,643 3,071 8,572 4,059 -3,222 1,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 13.5 1.8 91.6 81.0 94.2 96.2 5.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 4 32 27 37 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,980 COMMITMENTS 7,206 0 0 23,131 30,504 30,337 30,504 643 476 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,394) 3,595 0 0 1,470 4,506 5,065 4,506 -671 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 0.0 0.0 74.7 98.5 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 0 12 16 20 16 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,302 COMMITMENTS 0 0 0 28,242 31,085 28,242 31,085 3,060 217 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 428) 0 0 0 428 428 428 428 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.2 99.3 90.2 99.3 9.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 17 13 17 TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 21,231 COMMITMENTS 0 0 0 16,522 18,443 16,522 18,443 4,709 2,788 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -1,034) 0 0 0 -3,793 -133 -3,793 -133 2,759 -901 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 77.8 86.9 77.8 86.9 22.2 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 13 13 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,308 COMMITMENTS 2,624 0 0 37,238 41,618 39,862 41,618 2,446 690 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 620) 0 0 0 465 434 465 434 155 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 0.0 88.0 98.4 94.2 98.4 5.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 14 15 15 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 271,394 COMMITMENTS 5,449 33,278 4,347 252,907 230,862 262,703 268,487 8,691 2,907 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,846) -1,670 -817 778 4,742 2,221 3,850 2,182 -2,004 -336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 12.3 1.6 93.2 85.1 96.8 98.9 3.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 4 5 40 34 47 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 88,260 COMMITMENTS 8,987 0 0 75,525 83,929 84,512 83,929 3,748 4,331 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 310) 0 0 0 186 190 186 190 124 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 0.0 85.6 95.1 95.8 95.1 4.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 0 23 21 25 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,293 COMMITMENTS 0 0 0 70,023 73,906 70,023 73,906 6,270 2,387 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,576) 0 0 0 1,638 1,849 1,638 1,849 -62 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.8 96.9 91.8 96.9 8.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 15 19 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,641 COMMITMENTS 912 3,035 1,810 69,850 70,372 72,572 75,217 9,069 6,424 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -598) 0 -581 -353 428 336 75 -598 -673 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.7 2.2 85.6 86.2 88.9 92.1 11.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 19 15 21 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 154,703 COMMITMENTS 17,691 5,436 10,431 125,537 137,624 153,659 153,491 1,045 1,212 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -1) -1,894 62 569 1,173 -932 -152 -301 152 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 3.5 6.7 81.1 89.0 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 9 6 12 56 57 69 71 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 55,949 COMMITMENTS 5,718 385 1,742 48,489 53,798 55,949 55,925 0 24 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 362) 1,533 -334 -1,124 -47 1,820 362 362 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.7 3.1 86.7 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 3 26 22 29 25 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 483,820 COMMITMENTS 984 11,814 20,671 462,165 451,335 483,820 483,820 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -7,974) 984 -8,904 1,296 -10,254 -366 -7,974 -7,974 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.4 4.3 95.5 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 22 22 25 25 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,516,337 COMMITMENTS 19,332 2,827 32,161 1464844 1481349 1516337 1516337 -0 -0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 49,173) -6,340 719 762 54,751 47,692 49,173 49,173 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.2 2.1 96.6 97.7 100.0 100.0 -0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 2 4 44 44 50 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,824 COMMITMENTS 1,317 11,122 3,974 47,534 37,729 52,824 52,824 -0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,342) -36 1,046 -84 1,462 380 1,342 1,342 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 21.1 7.5 90.0 71.4 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 4 24 24 29 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 339,696 COMMITMENTS 7,504 28,276 29,526 302,666 281,894 339,696 339,696 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -8,568) 952 952 -304 -9,216 -9,216 -8,568 -8,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 8.3 8.7 89.1 83.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 15 14 18 16 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 516,498 COMMITMENTS 34,778 352 7,047 474,673 509,099 516,498 516,498 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 47,681) -3,303 0 4,688 46,296 42,993 47,681 47,681 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.1 1.4 91.9 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 1 26 29 30 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,281 COMMITMENTS 4,918 340 1,844 44,181 47,716 50,943 49,900 338 1,381 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,427) 52 0 64 1,333 1,450 1,449 1,514 -22 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 0.7 3.6 86.2 93.0 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 2 3 31 31 35 35 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 3,515,700 COMMITMENTS 7,750 0 0 3507950 3515700 3515700 3515700 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 302,650) 0 0 0 302,650 302,650 302,650 302,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 13 19 13 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 9,000 COMMITMENTS 0 600 350 8,450 6,600 8,800 7,550 200 1,450 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,850) -350 600 100 5,300 3,000 5,050 3,700 -200 1,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 3.9 93.9 73.3 97.8 83.9 2.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 15 15 17 17 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,318,250 COMMITMENTS 2,100 0 0 1316150 1318250 1318250 1318250 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 91,240) 0 0 0 91,240 91,240 91,240 91,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 13 23 13 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 790,520 COMMITMENTS 0 0 0 790,520 790,520 790,520 790,520 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 22,440) 0 0 0 22,440 22,440 22,440 22,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 16 13 16 13 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 284,560 COMMITMENTS 8,288 0 3,888 272,384 280,672 284,560 284,560 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,976) -1,504 0 1,136 2,344 840 1,976 1,976 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.4 95.7 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 23 16 24 17 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,573 COMMITMENTS 1,891 339 106 9,259 10,832 11,256 11,277 317 296 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 21) 21 0 0 0 21 21 21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 2.9 0.9 80.0 93.6 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 13 19 19 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,208,660 COMMITMENTS 46,500 58,770 93,280 1068880 1056610 1208660 1208660 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 23,640) 15,500 12,210 0 8,140 11,430 23,640 23,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 4.9 7.7 88.4 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 11 10 13 12 ISO NEW ENGLAND CT DA LMP OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiples of 5 MWh OPEN INTEREST: 316,455 COMMITMENTS 0 3,872 0 316,455 312,583 316,455 316,455 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 100.0 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 11 11 12 ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MwH OPEN INTEREST: 118,935 COMMITMENTS 0 6,925 0 118,935 112,010 118,935 118,935 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,745) 0 0 0 4,745 4,745 4,745 4,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.0 100.0 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 14 11 14 12 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 323,200 COMMITMENTS 8,400 0 0 314,800 323,200 323,200 323,200 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 6,925) 0 0 0 6,925 6,925 6,925 6,925 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 13 20 13 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 192,951 COMMITMENTS 2,625 0 0 190,326 192,951 192,951 192,951 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.0 0.0 98.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 24 18 25 18 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,251 COMMITMENTS 782 308 601 21,424 20,897 22,807 21,806 444 1,445 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 188) -2 -61 0 126 228 124 167 64 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.3 2.6 92.1 89.9 98.1 93.8 1.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 27 26 28 28 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,952,616 COMMITMENTS 0 301,881 287,965 2664651 2362770 2952616 2952616 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 22,210) 0 -770 1,955 20,255 21,025 22,210 22,210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 9.8 90.2 80.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 4 1 30 29 31 33 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 885,810 COMMITMENTS 17,460 70,947 68,488 799,842 746,333 885,790 885,768 20 42 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 7,855) 0 -565 615 7,240 7,805 7,855 7,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 8.0 7.7 90.3 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 6 5 39 30 45 37 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,104,551 COMMITMENTS 0 0 0 2104551 2104551 2104551 2104551 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 20,350) 0 0 0 20,350 20,350 20,350 20,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 11 20 11 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 625,015 COMMITMENTS 0 0 0 625,015 625,015 625,015 625,015 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 10,500) 0 0 0 10,500 10,500 10,500 10,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 27 14 27 14 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 504,973 COMMITMENTS 110,261 0 21,048 373,664 483,925 504,973 504,973 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 6,555) 453 0 329 5,773 6,226 6,555 6,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 0.0 4.2 74.0 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 0 2 33 29 36 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 36,491 COMMITMENTS 6,586 1,920 649 28,093 33,797 35,328 36,366 1,163 125 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -104) 44 172 23 -129 -299 -62 -104 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 5.3 1.8 77.0 92.6 96.8 99.7 3.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 2 31 31 36 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,961 COMMITMENTS 7,742 388 1,228 17,991 25,345 26,961 26,961 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 26) 0 -104 0 26 130 26 26 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 1.4 4.6 66.7 94.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 19 10 21 13 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 216,630 COMMITMENTS 102,327 1,264 304 113,999 215,062 216,630 216,630 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -46) 0 -700 0 -46 654 -46 -46 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.2 0.6 0.1 52.6 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 14 8 16 11 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 486,905 COMMITMENTS 4,288 21,668 16,705 465,912 448,532 486,905 486,905 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 4,664) 0 0 0 4,664 4,664 4,664 4,664 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.5 3.4 95.7 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 23 17 25 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 30,569 COMMITMENTS 6,220 0 273 23,802 29,916 30,295 30,189 274 380 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 382) 42 0 -42 382 424 382 382 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 0.0 0.9 77.9 97.9 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 0 1 24 21 27 22 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,730 COMMITMENTS 0 1,038 0 6,374 5,438 6,374 6,476 356 254 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 276) 0 0 0 317 297 317 297 -41 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.4 0.0 94.7 80.8 94.7 96.2 5.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 16 12 16 15 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,035 COMMITMENTS 806 535 82 15,871 16,250 16,759 16,867 276 168 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -343) -383 -65 -42 82 -236 -343 -343 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.1 0.5 93.2 95.4 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 20 20 24 22 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 249,318 COMMITMENTS 9,368 0 0 239,950 249,318 249,318 249,318 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 0) -34,200 0 -704 34,904 704 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 0.0 96.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 17 18 19 18 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,598 COMMITMENTS 2,205 0 165 12,894 15,094 15,264 15,259 334 339 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 297) -23 0 -42 322 83 257 41 40 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.0 1.1 82.7 96.8 97.9 97.8 2.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 0 3 18 23 25 26 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 170,170 COMMITMENTS 7,688 0 352 162,130 169,818 170,170 170,170 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 3,212) 1,143 0 0 2,069 3,212 3,212 3,212 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.2 95.3 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 22 19 23 20 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,880 COMMITMENTS 0 3,503 1,766 20,114 16,611 21,880 21,880 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 542) 0 0 0 542 542 542 542 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.0 8.1 91.9 75.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 16 18 17 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 155,734 COMMITMENTS 7,058 0 654 148,022 155,080 155,734 155,734 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 977) 0 0 0 977 977 977 977 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 0.4 95.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 13 14 14 15 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 802,818 COMMITMENTS 0 34,220 0 802,818 768,598 802,818 802,818 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 100.0 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 14 18 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 227,340 COMMITMENTS 2,150 3,225 0 225,190 224,115 227,340 227,340 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.4 0.0 99.1 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 21 14 22 15 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 297,780 COMMITMENTS 0 8,525 0 297,780 289,255 297,780 297,780 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 7,950) 0 2,100 0 7,950 5,850 7,950 7,950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 100.0 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 12 22 13 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 1,019,775 COMMITMENTS 0 23,360 0 1019775 996,415 1019775 1019775 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 100.0 97.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 18 6 18 7 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 169,805 COMMITMENTS 0 0 0 169,805 169,805 169,805 169,805 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -1,050) 0 0 0 -1,050 -1,050 -1,050 -1,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 14 15 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mwh OPEN INTEREST: 638,175 COMMITMENTS 0 0 0 638,175 638,175 638,175 638,175 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: -2,035) 0 0 0 -2,035 -2,035 -2,035 -2,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 13 16 13 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 365,575 COMMITMENTS 0 1,100 1,050 364,525 363,425 365,575 365,575 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 945) 0 0 0 945 945 945 945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.3 99.7 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 22 15 23 16 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,219,700 COMMITMENTS 0 0 0 1219700 1219700 1219700 1219700 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 11,850) 0 0 0 11,850 11,850 11,850 11,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 14 21 14 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,920,908 COMMITMENTS 0 0 0 1920908 1920908 1920908 1920908 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 44,570) 0 0 0 44,570 44,570 44,570 44,570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 22 9 22 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 520,570 COMMITMENTS 0 0 0 520,570 520,570 520,570 520,570 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 11,500) 0 0 0 11,500 11,500 11,500 11,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 10 22 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 9,243,614 COMMITMENTS 145,899 0 0 9097715 9243614 9243614 9243614 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 84,500) 13,865 0 0 70,635 84,500 84,500 84,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 0 0 40 32 42 32 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,278,945 COMMITMENTS 41,625 0 3,150 3234170 3275795 3278945 3278945 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 97,625) 2,100 0 0 95,525 97,625 97,625 97,625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.0 0.1 98.6 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 0 1 42 34 46 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,197,987 COMMITMENTS 499,461 183,277 115,987 2582540 2898723 3197987 3197987 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 34,028) -2,522 -16,254 8,206 28,344 42,076 34,028 34,028 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.7 3.6 80.8 90.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 5 9 7 41 44 53 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,992,589 COMMITMENTS 145,122 205,880 136,776 6710284 6649933 6992182 6992589 407 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 156,707) 21,454 0 -41,134 176,387 197,841 156,707 156,707 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.9 2.0 96.0 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 2 34 30 37 34 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 643,650 COMMITMENTS 2,680 4,250 1,000 639,970 638,400 643,650 643,650 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 11,860) -950 1,150 -1,150 13,960 11,860 11,860 11,860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.7 0.2 99.4 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 1 34 16 36 18 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,376,798 COMMITMENTS 7,040 11,830 0 2369758 2364968 2376798 2376798 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 54,710) 0 11,830 0 54,710 42,880 54,710 54,710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 99.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 31 15 32 16 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 155,905 COMMITMENTS 20,210 11,450 1,590 131,955 141,865 153,755 154,905 2,150 1,000 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 28,205) -210 0 -1,535 29,950 29,740 28,205 28,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 7.3 1.0 84.6 91.0 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 21 21 23 23 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 253,849 COMMITMENTS 25,080 0 0 228,769 253,849 253,849 253,849 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 0) -20,704 0 -2,816 23,520 2,816 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.0 0.0 90.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 18 12 19 12 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 135,217 COMMITMENTS 1,100 15,212 3,520 130,597 116,485 135,217 135,217 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 2,125) 0 -525 0 2,125 2,650 2,125 2,125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 11.3 2.6 96.6 86.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 5 2 26 19 30 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 275,025 COMMITMENTS 0 13,376 2,035 272,990 259,262 275,025 274,673 0 352 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 14,502) 0 2,035 0 14,502 12,467 14,502 14,502 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.7 99.3 94.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 15 18 16 20 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 16 MEGAWATTS PER HOUR) OPEN INTEREST: 110,998 COMMITMENTS 4,720 7,500 0 106,278 103,498 110,998 110,998 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: 7,475) 0 6,400 0 7,475 1,075 7,475 7,475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 6.8 0.0 95.7 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 0 17 13 19 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 5 MEGAWATTS PER HOUR) OPEN INTEREST: 135,830 COMMITMENTS 23,320 0 0 112,510 135,830 135,830 135,830 0 0 CHANGES FROM 02/11/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.0 0.0 82.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 13 13 14 13
Updated February 21, 2014