CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 16,099 COMMITMENTS 4,497 2,545 4,806 6,764 8,716 16,066 16,067 33 32 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 2,998) 460 398 760 1,797 1,840 3,018 2,998 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 15.8 29.9 42.0 54.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 7 6 11 6 22 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,580 COMMITMENTS 10,272 5,494 1,373 13,935 18,714 25,580 25,580 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 2,351) -8 0 8 2,366 2,343 2,366 2,351 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 21.5 5.4 54.5 73.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 3 9 8 18 14 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 13,964 COMMITMENTS 2,814 1,916 1,679 9,471 10,370 13,964 13,964 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -78) 38 117 -108 -8 -88 -78 -78 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 13.7 12.0 67.8 74.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 2 10 10 15 16 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,242,401 COMMITMENTS 570,125 312,533 965,250 2678734 2953812 4214109 4231595 28,292 10,806 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 90,508) -26,077 48,035 30,623 86,486 12,193 91,032 90,851 -524 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.4 22.8 63.1 69.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 42 24 55 146 120 211 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 1,992,609 COMMITMENTS 73,633 70,373 875,833 1042440 1045361 1991906 1991567 703 1,042 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 45,674) 14,846 15,741 26,239 4,613 3,456 45,697 45,436 -23 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.5 44.0 52.3 52.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 21 22 39 52 55 93 96 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,274 COMMITMENTS 20,918 2,372 6,672 166,085 192,952 193,675 201,996 18,599 10,278 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,210) -5,213 -59 -1,113 -9,540 -13,724 -15,866 -14,896 656 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.1 3.1 78.2 90.9 91.2 95.2 8.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 2 4 28 25 35 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 104,219 COMMITMENTS 3,019 1,477 849 96,526 99,281 100,394 101,607 3,825 2,612 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,364) -1,381 43 96 -13,362 -14,221 -14,647 -14,082 -717 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.4 0.8 92.6 95.3 96.3 97.5 3.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 2 27 28 30 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 189,139 COMMITMENTS 14,231 13,643 1,012 168,682 166,758 183,925 181,413 5,214 7,726 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -10,394) -1,292 -419 -377 -7,121 -7,831 -8,790 -8,627 -1,604 -1,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 7.2 0.5 89.2 88.2 97.2 95.9 2.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 1 27 30 31 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 688,243 COMMITMENTS 64,475 3,610 10,249 611,394 672,609 686,118 686,468 2,125 1,775 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -46,907) -8,592 566 204 -37,948 -47,267 -46,336 -46,497 -571 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 0.5 1.5 88.8 97.7 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 3 3 4 53 39 58 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,166 COMMITMENTS 16,247 14,542 1,380 202,919 203,371 220,546 219,293 6,620 7,873 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,775) -3,807 -432 71 -3,657 -6,109 -7,393 -6,470 618 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 6.4 0.6 89.3 89.5 97.1 96.5 2.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 1 4 25 24 32 29 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,884 COMMITMENTS 274 2,169 3,272 219,396 213,103 222,942 218,544 2,942 7,340 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -21,188) -1,648 202 460 -19,946 -21,699 -21,134 -21,037 -54 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 1.4 97.1 94.3 98.7 96.8 1.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 2 38 38 40 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,540 COMMITMENTS 5,762 1,734 2,521 74,433 74,446 82,716 78,701 4,824 8,839 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,616) 3,559 -646 -1,909 -13,799 -11,585 -12,149 -14,140 533 2,524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.0 2.9 85.0 85.0 94.5 89.9 5.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 19 21 21 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,518 COMMITMENTS 403 8,443 7,952 78,682 77,787 87,037 94,182 11,481 4,336 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,163) -217 -5,594 2,420 -9,247 -3,311 -7,044 -6,485 1,881 1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 8.6 8.1 79.9 79.0 88.3 95.6 11.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 3 23 23 27 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,864 COMMITMENTS 1,093 527 1,582 64,762 65,415 67,437 67,524 7,427 7,340 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,984) -38 -642 32 -3,309 -3,946 -3,315 -4,556 -669 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.7 2.1 86.5 87.4 90.1 90.2 9.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 18 17 20 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 196,673 COMMITMENTS 434 0 0 189,310 190,891 189,744 190,891 6,929 5,782 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -9,737) -420 0 0 -8,971 -10,508 -9,391 -10,508 -346 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 96.3 97.1 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 30 29 31 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,009 COMMITMENTS 0 0 0 80,234 86,353 80,234 86,353 7,775 1,656 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,264) 0 0 0 -855 -566 -855 -566 -409 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.2 98.1 91.2 98.1 8.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 24 23 24 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 287,928 COMMITMENTS 0 7,796 450 277,168 274,772 277,618 283,018 10,310 4,910 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,341) 0 2,072 0 -11,903 -12,383 -11,903 -10,311 562 -1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.2 96.3 95.4 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 0 3 1 44 37 45 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,560 COMMITMENTS 1,240 1,224 3,573 50,252 48,285 55,065 53,082 3,495 5,478 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -7,595) -1,033 -198 475 -7,358 -5,389 -7,916 -5,112 321 -2,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.1 6.1 85.8 82.5 94.0 90.6 6.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 20 18 23 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,409 COMMITMENTS 4,738 0 2,403 63,316 63,531 70,457 65,934 4,952 9,475 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -4,634) 1,744 0 -1,197 -4,959 -7,460 -4,412 -8,657 -222 4,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 3.2 84.0 84.2 93.4 87.4 6.6 12.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,520 COMMITMENTS 9,838 1,626 806 81,417 85,834 92,061 88,266 1,459 5,254 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -29,939) -2,072 -4,608 -732 -26,753 -24,393 -29,557 -29,733 -382 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 1.7 0.9 87.1 91.8 98.4 94.4 1.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 13 16 15 18 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,483 COMMITMENTS 10,320 6,234 1,538 44,115 47,018 55,973 54,790 510 1,693 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -22,599) -5,339 -445 -1,074 -16,115 -20,299 -22,528 -21,818 -71 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 11.0 2.7 78.1 83.2 99.1 97.0 0.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 27 22 33 26 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,508 COMMITMENTS 0 210 0 32,788 32,964 32,788 33,174 720 334 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -15,159) -7 210 -210 -15,086 -14,482 -15,303 -14,482 144 -677 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 97.9 98.4 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 14 23 14 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 140,934 COMMITMENTS 823 341 587 127,961 129,869 129,371 130,797 11,563 10,137 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,250) 257 -330 -130 -3,858 -2,504 -3,731 -2,964 481 -286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.4 90.8 92.1 91.8 92.8 8.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 29 26 30 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,017 COMMITMENTS 485 2,214 1,184 51,683 50,161 53,352 53,559 2,665 2,458 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,599) 485 1,127 16 -1,932 728 -1,431 1,871 -1,168 -4,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.0 2.1 92.3 89.5 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 15 16 17 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,983 COMMITMENTS 856 1,720 1,412 89,283 84,197 91,551 87,329 2,432 6,654 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,105) 856 -1,584 -35 -5,843 -4,039 -5,022 -5,658 -1,083 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.8 1.5 95.0 89.6 97.4 92.9 2.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 21 22 23 24 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,111 COMMITMENTS 2,869 400 586 62,231 68,567 65,686 69,553 8,425 4,558 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -4,978) -2,595 -174 -261 -2,181 -4,188 -5,037 -4,623 59 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.5 0.8 84.0 92.5 88.6 93.8 11.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 17 15 19 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,073 COMMITMENTS 0 24,682 1,266 107,606 86,748 108,872 112,696 5,201 1,377 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,792) -412 495 -449 -5,421 -7,118 -6,282 -7,072 -510 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.6 1.1 94.3 76.0 95.4 98.8 4.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 18 17 19 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 225,636 COMMITMENTS 2,572 18,610 3,104 210,226 196,209 215,902 217,923 9,734 7,713 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -17,285) 1,127 -6,831 -1,868 -16,180 -7,855 -16,921 -16,554 -364 -731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 8.2 1.4 93.2 87.0 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 3 4 34 28 38 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,744 COMMITMENTS 3,877 678 0 18,039 22,436 21,916 23,114 1,828 630 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,656) -1,087 186 0 -10,621 -11,709 -11,708 -11,523 52 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 2.9 0.0 76.0 94.5 92.3 97.3 7.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 12 13 15 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,905 COMMITMENTS 1,790 0 0 37,999 40,393 39,789 40,393 1,116 512 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -9,827) -248 0 0 -9,176 -9,145 -9,424 -9,145 -403 -682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.0 92.9 98.7 97.3 98.7 2.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 15 19 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 244,556 COMMITMENTS 6,781 31,030 2,658 227,268 204,437 236,707 238,125 7,849 6,431 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -20,840) -1,119 -169 -675 -18,333 -20,344 -20,127 -21,188 -713 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 12.7 1.1 92.9 83.6 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 6 4 43 32 49 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 52,493 COMMITMENTS 3,524 0 0 44,782 50,120 48,306 50,120 4,187 2,373 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,154) -1,384 0 0 -3,712 -4,553 -5,096 -4,553 -58 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.0 0.0 85.3 95.5 92.0 95.5 8.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 16 20 17 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 77,042 COMMITMENTS 0 248 0 73,462 75,746 73,462 75,994 3,580 1,048 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -906) 0 -240 0 147 -516 147 -756 -1,053 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 95.4 98.3 95.4 98.6 4.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 23 17 23 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 53,445 COMMITMENTS 0 1,012 279 45,291 49,174 45,570 50,465 7,875 2,980 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,478) 0 -3,203 155 -7,496 -4,385 -7,341 -7,433 863 955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.5 84.7 92.0 85.3 94.4 14.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 21 17 22 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 158,360 COMMITMENTS 24,770 8,056 16,747 116,141 132,451 157,658 157,254 702 1,106 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 456) -591 939 655 485 -1,128 549 466 -93 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 5.1 10.6 73.3 83.6 99.6 99.3 0.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 6 14 51 55 67 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 47,846 COMMITMENTS 5,462 539 2,015 40,369 45,292 47,846 47,846 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 502) -163 231 86 579 185 502 502 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 1.1 4.2 84.4 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 4 24 20 28 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 359,390 COMMITMENTS 34,175 328 20,321 304,894 338,741 359,390 359,390 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 4,392) -566 0 1,904 3,054 2,488 4,392 4,392 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 0.1 5.7 84.8 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 17 19 19 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,450,988 COMMITMENTS 65,760 25,959 41,207 1344021 1383822 1450988 1450988 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -96,055) -4,277 -3,048 -9,160 -82,618 -83,847 -96,055 -96,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.8 2.8 92.6 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 6 2 5 43 44 51 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,307 COMMITMENTS 2,346 4,979 4,878 43,084 40,243 50,307 50,099 -0 208 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,115) 218 249 -68 2,966 2,726 3,115 2,907 -0 208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 9.9 9.7 85.6 80.0 100.0 99.6 -0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 6 4 24 22 29 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 305,210 COMMITMENTS 8 61,751 14,486 290,716 228,973 305,210 305,210 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 0) 0 -624 624 -624 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.2 4.7 95.3 75.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 15 16 18 19 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 618,139 COMMITMENTS 39,070 0 11,157 567,912 606,982 618,139 618,139 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -28,543) -2,728 0 1,128 -26,943 -29,671 -28,543 -28,543 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.0 1.8 91.9 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 23 29 27 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,132 COMMITMENTS 4,596 4,839 2,546 43,122 42,553 50,264 49,938 868 1,194 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,537) 11 -258 153 -2,681 -2,712 -2,517 -2,817 -20 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 9.5 5.0 84.3 83.2 98.3 97.7 1.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 25 28 31 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,870 COMMITMENTS 150 0 0 42,950 43,775 43,100 43,775 770 95 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5) 50 0 0 295 -55 345 -55 -350 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 97.9 99.8 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 23 18 24 18 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,406 COMMITMENTS 150 300 0 54,956 55,046 55,106 55,346 300 60 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,015) 0 50 -50 -1,365 -2,075 -1,415 -2,075 -600 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 99.2 99.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 0 31 17 32 18 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,820 COMMITMENTS 100 200 0 11,720 11,610 11,820 11,810 0 10 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -885) -200 50 -50 -635 -895 -885 -895 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.7 0.0 99.2 98.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 18 19 20 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 266,688 COMMITMENTS 9,280 1,112 3,200 254,208 262,376 266,688 266,688 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -19,704) -408 -1,288 -752 -18,544 -17,664 -19,704 -19,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.4 1.2 95.3 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 2 24 19 26 22 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,126 COMMITMENTS 2,885 125 44 6,110 8,913 9,039 9,082 87 44 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,514) 246 -609 -84 -1,696 -802 -1,534 -1,495 20 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 1.4 0.5 67.0 97.7 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 13 15 17 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,800 COMMITMENTS 4,050 250 200 13,550 17,350 17,800 17,800 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -850) -100 0 0 -750 -850 -850 -850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 1.4 1.1 76.1 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 11 17 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,515 COMMITMENTS 770 200 30 16,475 17,285 17,275 17,515 240 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,335) -260 0 10 -2,085 -2,345 -2,335 -2,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 1.1 0.2 94.1 98.7 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 1 20 23 23 25 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,008 COMMITMENTS 0 875 375 13,398 12,318 13,773 13,568 235 440 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -392) 0 -135 0 -377 -677 -377 -812 -15 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 2.7 95.6 87.9 98.3 96.9 1.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 21 18 22 19 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,854 COMMITMENTS 1,443 0 538 13,832 15,230 15,813 15,768 1,041 1,086 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,246) 25 -105 -66 -1,716 -1,117 -1,757 -1,288 511 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 3.2 82.1 90.4 93.8 93.6 6.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 23 23 25 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,294 COMMITMENTS 0 6,788 1,867 32,372 25,579 34,239 34,234 55 60 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,480) 0 -755 0 -1,470 -690 -1,470 -1,445 -10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.8 5.4 94.4 74.6 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 4 33 32 37 36 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,169 COMMITMENTS 440 5,444 3,325 38,274 33,359 42,039 42,128 130 41 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,973) -300 -1,073 160 -1,818 -1,061 -1,958 -1,974 -15 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 12.9 7.9 90.8 79.1 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 5 34 34 41 39 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,495 COMMITMENTS 400 1,535 0 31,735 30,960 32,135 32,495 360 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,175) -450 1,535 0 -1,650 -3,710 -2,100 -2,175 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 4.7 0.0 97.7 95.3 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 25 13 26 14 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,290 COMMITMENTS 1,000 1,545 0 41,870 41,700 42,870 43,245 420 45 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,805) 200 1,545 0 -2,185 -3,395 -1,985 -1,850 180 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.6 0.0 96.7 96.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 26 15 27 16 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 423,918 COMMITMENTS 77,419 7,575 29,457 317,042 386,886 423,918 423,918 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -31,235) 1,192 776 -4,080 -28,347 -27,931 -31,235 -31,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 1.8 6.9 74.8 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 3 26 29 30 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 30,098 COMMITMENTS 6,270 787 1,973 21,133 26,909 29,376 29,669 722 429 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,038) 242 -190 -296 -1,964 -1,875 -2,018 -2,361 -20 323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 2.6 6.6 70.2 89.4 97.6 98.6 2.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 6 27 30 35 36 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,828 COMMITMENTS 738 582 1,540 15,550 15,706 17,828 17,828 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 1,121) 608 383 -149 662 887 1,121 1,121 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.3 8.6 87.2 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 19 11 22 12 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 233,475 COMMITMENTS 62,867 0 7,712 162,896 225,763 233,475 233,475 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,767) 0 0 0 -5,767 -5,767 -5,767 -5,767 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 0.0 3.3 69.8 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 14 6 18 7 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 466,236 COMMITMENTS 2,689 6,344 17,880 445,667 442,012 466,236 466,236 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,905) 712 -2,016 384 -7,001 -4,273 -5,905 -5,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.4 3.8 95.6 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 22 16 25 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,546 COMMITMENTS 12,191 0 698 34,753 46,618 47,642 47,316 904 1,230 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,112) 1,096 0 253 1,682 2,432 3,031 2,685 81 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 0.0 1.4 71.6 96.0 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 0 1 18 16 22 17 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 65,818 COMMITMENTS 0 3,904 0 65,818 61,914 65,818 65,818 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -6,120) 0 0 0 -6,120 -6,120 -6,120 -6,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.0 100.0 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 11 13 11 14 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,708 COMMITMENTS 3,208 156 429 9,985 13,465 13,622 14,050 1,086 658 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,092) -152 77 -145 -928 -941 -1,225 -1,009 133 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 1.1 2.9 67.9 91.5 92.6 95.5 7.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 16 19 21 22 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 190,805 COMMITMENTS 33,788 0 4,288 152,729 186,517 190,805 190,805 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -14,232) -887 -23 39 -13,384 -14,248 -14,232 -14,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 0.0 2.2 80.0 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 18 20 22 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,324 COMMITMENTS 1,079 100 756 10,230 11,342 12,065 12,198 259 126 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -734) -114 100 52 -607 -865 -669 -713 -65 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.8 6.1 83.0 92.0 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 3 20 22 25 25 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 127,718 COMMITMENTS 9,855 0 4,020 113,843 123,698 127,718 127,718 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -11,471) -1,233 0 417 -10,655 -11,888 -11,471 -11,471 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 3.1 89.1 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 17 16 20 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,363 COMMITMENTS 0 1,495 1,888 20,475 18,980 22,363 22,363 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 51) 0 27 -27 78 51 51 51 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 8.4 91.6 84.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 18 13 19 14 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 217,418 COMMITMENTS 4,168 0 3,856 209,394 213,562 217,418 217,418 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,848) 3,848 0 0 0 3,848 3,848 3,848 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 1.8 96.3 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 10 19 11 PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 105,377 COMMITMENTS 720 1,231 1,953 9,609 9,104 12,282 12,288 93,096 93,090 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 6,646) -338 -234 148 -125 -226 -314 -312 6,960 6,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.2 1.9 9.1 8.6 11.7 11.7 88.3 88.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 4 17 18 21 23 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,365 COMMITMENTS 0 875 75 20,725 20,415 20,800 21,365 565 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,320) 0 0 0 -1,305 -1,320 -1,305 -1,320 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 0.4 97.0 95.6 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 12 19 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,900 COMMITMENTS 0 900 0 17,095 17,000 17,095 17,900 805 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -950) 0 0 0 -935 -950 -935 -950 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.0 95.5 95.0 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 16 9 16 10 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,115 COMMITMENTS 0 0 0 15,050 15,070 15,050 15,070 65 45 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -135) 0 0 0 -125 -125 -125 -125 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.6 99.7 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 22 10 22 10 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,595 COMMITMENTS 0 0 0 8,230 8,555 8,230 8,555 365 40 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 99.5 95.8 99.5 4.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 9 16 9 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,935 COMMITMENTS 50 0 0 18,610 18,935 18,660 18,935 275 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,540) 50 -100 -50 -2,520 -2,390 -2,520 -2,540 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 98.3 100.0 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 12 17 12 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,145 COMMITMENTS 0 0 0 17,315 18,145 17,315 18,145 830 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,080) 0 0 0 -3,040 -3,080 -3,040 -3,080 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.4 100.0 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 12 18 12 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,495 COMMITMENTS 2,530 470 0 110,965 113,025 113,495 113,495 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,995) 265 420 0 -4,080 -4,415 -3,815 -3,995 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.4 0.0 97.8 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 0 40 32 43 33 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 138,830 COMMITMENTS 3,875 480 50 134,905 138,300 138,830 138,830 0 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -5,438) -95 480 -100 -5,243 -5,818 -5,438 -5,438 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.3 0.0 97.2 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 1 1 42 33 47 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 153,715 COMMITMENTS 22,403 6,250 7,602 123,463 139,535 153,468 153,387 247 328 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -3,257) 865 1,207 -945 -3,190 -3,489 -3,270 -3,227 13 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 4.1 4.9 80.3 90.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 5 9 41 37 53 47 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,030 COMMITMENTS 2,730 2,270 1,895 91,315 91,865 95,940 96,030 90 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -326) 625 -75 -150 -791 -101 -316 -326 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.4 2.0 95.1 95.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 4 33 36 39 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,805 COMMITMENTS 0 1,540 0 21,215 20,265 21,215 21,805 590 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -2,025) 0 0 0 -2,025 -2,025 -2,025 -2,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 0.0 97.3 92.9 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 11 22 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,665 COMMITMENTS 0 465 0 19,260 19,200 19,260 19,665 405 0 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -1,320) 0 -50 0 -1,320 -1,270 -1,320 -1,320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 0.0 97.9 97.6 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 12 22 13 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,148 COMMITMENTS 4,423 200 225 12,864 17,380 17,512 17,805 636 343 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 873) 910 -50 -75 -2 813 833 688 40 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 1.1 1.2 70.9 95.8 96.5 98.1 3.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 2 25 22 29 25 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,903 COMMITMENTS 3,875 0 195 7,929 12,636 11,999 12,831 904 72 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 5) 215 0 -25 -285 30 -95 5 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 0.0 1.5 61.5 97.9 93.0 99.4 7.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 17 18 20 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,733 COMMITMENTS 75 2,060 575 16,349 15,033 16,999 17,668 734 65 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -14) 75 -130 0 -355 51 -280 -79 266 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 11.6 3.2 92.2 84.8 95.9 99.6 4.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 1 24 18 26 22 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,776 COMMITMENTS 845 205 55 11,442 12,511 12,342 12,771 434 5 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 313) -5 180 5 324 128 324 313 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 1.6 0.4 89.6 97.9 96.6 100.0 3.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 21 23 23 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,460 COMMITMENTS 300 1,010 590 6,455 5,170 7,345 6,770 115 690 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -125) 0 -50 25 -150 -215 -125 -240 0 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 13.5 7.9 86.5 69.3 98.5 90.8 1.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 19 16 21 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 7,953 COMMITMENTS 1,180 100 370 5,878 7,375 7,428 7,845 525 108 CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -127) -270 0 270 -127 -375 -127 -105 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 1.3 4.7 73.9 92.7 93.4 98.6 6.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 11 17 13
Updated September 12, 2014