CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 15,753 COMMITMENTS 4,807 2,701 4,606 6,296 8,413 15,709 15,720 44 33 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -346) 310 156 -200 -468 -303 -357 -347 11 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 17.1 29.2 40.0 53.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 7 6 10 6 21 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,573 COMMITMENTS 10,260 5,494 1,385 13,928 18,694 25,573 25,573 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -8) -12 0 12 -8 -20 -8 -8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 21.5 5.4 54.5 73.1 100.0 100.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,359 COMMITMENTS 2,327 1,817 1,939 10,093 10,603 14,359 14,359 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 395) -487 -98 260 622 233 395 395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 12.7 13.5 70.3 73.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 4 11 10 17 16 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,282,882 COMMITMENTS 553,476 346,218 961,426 2741981 2963301 4256883 4270945 25,999 11,937 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 40,481) -16,649 33,685 -3,824 63,247 9,489 42,774 39,350 -2,293 1,131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.1 22.4 64.0 69.2 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 41 28 59 144 118 210 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,039,222 COMMITMENTS 83,354 74,727 912,896 1042383 1051076 2038633 2038699 589 523 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 46,613) 9,722 4,355 37,063 -57 5,715 46,727 47,132 -114 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.7 44.8 51.1 51.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 23 22 41 54 56 97 99 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,692 COMMITMENTS 21,050 1,740 6,710 168,475 196,400 196,235 204,850 19,457 10,842 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,418) 132 -632 38 2,390 3,448 2,560 2,854 858 564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.8 3.1 78.1 91.1 91.0 95.0 9.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 1 4 28 25 35 30 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,673 COMMITMENTS 3,286 821 1,025 97,571 101,141 101,882 102,987 3,791 2,686 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,454) 267 -656 176 1,045 1,860 1,488 1,380 -34 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.8 1.0 92.3 95.7 96.4 97.5 3.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 27 28 30 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 193,469 COMMITMENTS 14,135 12,775 1,010 172,907 172,029 188,052 185,814 5,417 7,655 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,330) -96 -868 -2 4,225 5,271 4,127 4,401 203 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 6.6 0.5 89.4 88.9 97.2 96.0 2.8 4.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 699,455 COMMITMENTS 62,964 3,295 10,767 623,657 683,680 697,388 697,742 2,067 1,713 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 11,212) -1,511 -315 518 12,263 11,071 11,270 11,274 -58 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.5 1.5 89.2 97.7 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 3 3 4 54 42 59 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,070 COMMITMENTS 18,017 14,480 1,322 204,868 207,938 224,207 223,740 6,863 7,330 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,904) 1,770 -62 -58 1,949 4,567 3,661 4,447 243 -543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.3 0.6 88.7 90.0 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 1 3 25 25 32 29 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,887 COMMITMENTS 0 2,912 3,001 224,031 217,116 227,032 223,029 2,855 6,858 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,003) -274 743 -271 4,635 4,013 4,090 4,485 -87 -482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.3 1.3 97.5 94.4 98.8 97.0 1.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 3 2 38 39 40 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 87,858 COMMITMENTS 6,151 1,734 2,242 74,344 75,022 82,737 78,998 5,121 8,860 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 318) 389 0 -279 -89 576 21 297 297 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.0 2.6 84.6 85.4 94.2 89.9 5.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 20 22 22 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,087 COMMITMENTS 465 5,762 10,432 83,601 83,586 94,498 99,780 9,589 4,307 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,569) 62 -2,681 2,480 4,919 5,799 7,461 5,598 -1,892 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.5 10.0 80.3 80.3 90.8 95.9 9.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 3 3 28 23 32 26 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,239 COMMITMENTS 1,685 217 1,370 66,693 67,928 69,748 69,515 7,491 7,724 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,375) 592 -310 -212 1,931 2,513 2,311 1,991 64 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.3 1.8 86.3 87.9 90.3 90.0 9.7 10.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 199,491 COMMITMENTS 434 0 0 190,630 193,681 191,064 193,681 8,427 5,810 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,818) 0 0 0 1,320 2,790 1,320 2,790 1,498 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 95.6 97.1 95.8 97.1 4.2 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,041 COMMITMENTS 0 0 0 82,172 87,447 82,172 87,447 6,869 1,594 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,032) 0 0 0 1,938 1,094 1,938 1,094 -906 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 98.2 92.3 98.2 7.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 26 25 26 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 290,799 COMMITMENTS 0 7,796 450 279,391 277,178 279,841 285,424 10,958 5,375 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,871) 0 0 0 2,223 2,406 2,223 2,406 648 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.2 96.1 95.3 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 3 1 43 36 44 39 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,640 COMMITMENTS 1,429 536 4,459 48,149 45,323 54,037 50,318 3,603 7,322 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -920) 189 -688 886 -2,103 -2,962 -1,028 -2,764 108 1,844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.9 7.7 83.5 78.6 93.7 87.3 6.3 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 2 20 19 23 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,313 COMMITMENTS 2,976 0 3,247 66,269 63,655 72,492 66,902 3,821 9,411 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 904) -1,762 0 844 2,953 124 2,035 968 -1,131 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.0 4.3 86.8 83.4 95.0 87.7 5.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 15 18 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,584 COMMITMENTS 12,318 1,626 806 82,001 88,898 95,125 91,330 1,459 5,254 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,064) 2,480 0 0 584 3,064 3,064 3,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 1.7 0.8 84.9 92.0 98.5 94.6 1.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 14 18 17 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,437 COMMITMENTS 12,800 6,234 1,538 48,649 53,972 62,987 61,744 450 1,693 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,954) 2,480 0 0 4,534 6,954 7,014 6,954 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 9.8 2.4 76.7 85.1 99.3 97.3 0.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 3 26 23 32 27 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,520 COMMITMENTS 0 210 0 36,676 36,976 36,676 37,186 844 334 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,012) 0 0 0 3,888 4,012 3,888 4,012 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 97.8 98.6 97.8 99.1 2.2 0.9 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,947 COMMITMENTS 313 341 854 131,318 132,489 132,485 133,684 10,462 9,263 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,013) -510 0 267 3,357 2,620 3,114 2,887 -1,101 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.6 91.9 92.7 92.7 93.5 7.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 32 28 33 30 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 18,642 COMMITMENTS 314 4,450 120 17,815 13,434 18,249 18,004 393 638 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -1,367) 314 -1,957 120 -1,180 563 -746 -1,274 -621 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 23.9 0.6 95.6 72.1 97.9 96.6 2.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 11 10 12 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,277 COMMITMENTS 334 2,579 1,053 52,256 50,187 53,643 53,819 2,634 2,458 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 260) -151 365 -131 573 26 291 260 -31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.6 1.9 92.9 89.2 95.3 95.6 4.7 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,675 COMMITMENTS 46 1,000 2,370 95,669 91,852 98,085 95,222 3,590 6,453 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,692) -810 -720 958 6,386 7,655 6,534 7,893 1,158 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 2.3 94.1 90.3 96.5 93.7 3.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 21 23 23 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,660 COMMITMENTS 3,047 1,266 527 67,242 73,256 70,816 75,049 8,844 4,611 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,549) 178 866 -59 5,011 4,689 5,130 5,496 419 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 1.6 0.7 84.4 92.0 88.9 94.2 11.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 17 19 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,291 COMMITMENTS 0 24,837 1,088 111,360 90,775 112,448 116,700 5,843 1,591 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 4,218) 0 155 -178 3,754 4,027 3,576 4,004 642 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.0 0.9 94.1 76.7 95.1 98.7 4.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 1 19 18 20 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 225,471 COMMITMENTS 2,932 17,158 2,645 210,037 198,324 215,614 218,127 9,857 7,344 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -165) 360 -1,452 -459 -189 2,115 -288 204 123 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 7.6 1.2 93.2 88.0 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 3 35 29 38 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,565 COMMITMENTS 3,939 957 0 20,736 25,098 24,675 26,055 1,890 510 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,821) 62 279 0 2,697 2,662 2,759 2,941 62 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 3.6 0.0 78.1 94.5 92.9 98.1 7.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 14 14 17 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 251,179 COMMITMENTS 4,391 30,693 4,667 234,391 209,818 243,449 245,178 7,730 6,001 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,623) -2,390 -337 2,009 7,123 5,381 6,742 7,053 -119 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 12.2 1.9 93.3 83.5 96.9 97.6 3.1 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 6 4 44 32 49 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 57,862 COMMITMENTS 5,652 0 0 47,782 56,158 53,434 56,158 4,428 1,704 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5,369) 2,128 0 0 3,000 6,038 5,128 6,038 241 -669 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.0 0.0 82.6 97.1 92.3 97.1 7.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 17 21 18 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,574 COMMITMENTS 0 248 0 74,660 76,881 74,660 77,129 3,914 1,445 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,532) 0 0 0 1,198 1,135 1,198 1,135 334 397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 95.0 97.8 95.0 98.2 5.0 1.8 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 53,939 COMMITMENTS 0 1,012 279 45,754 49,637 46,033 50,928 7,906 3,011 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 494) 0 0 0 463 463 463 463 31 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.5 84.8 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 160,939 COMMITMENTS 24,355 7,667 17,328 118,236 134,819 159,919 159,814 1,020 1,125 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,579) -415 -389 582 2,095 2,368 2,261 2,560 318 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 4.8 10.8 73.5 83.8 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 7 14 51 56 67 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 47,838 COMMITMENTS 5,089 539 2,010 40,739 45,289 47,838 47,838 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -8) -373 0 -5 370 -3 -8 -8 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 1.1 4.2 85.2 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 4 25 21 29 26 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 367,272 COMMITMENTS 33,831 0 19,713 313,728 347,559 367,272 367,272 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,882) -344 -328 -608 8,834 8,818 7,882 7,882 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.0 5.4 85.4 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 17 20 19 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,472,593 COMMITMENTS 63,120 22,997 43,168 1366305 1406428 1472593 1472593 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 21,605) -2,640 -2,962 1,961 22,284 22,606 21,605 21,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 1.6 2.9 92.8 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 2 5 44 45 52 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,389 COMMITMENTS 2,197 4,659 5,204 39,988 37,526 47,389 47,389 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -2,918) -149 -320 326 -3,096 -2,717 -2,918 -2,710 0 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 9.8 11.0 84.4 79.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 7 5 22 22 27 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 282,154 COMMITMENTS 8 61,375 11,910 270,236 208,869 282,154 282,154 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -23,056) 0 -376 -2,576 -20,480 -20,104 -23,056 -23,056 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 4.2 95.8 74.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 3 15 15 18 18 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 634,639 COMMITMENTS 39,142 0 18,989 576,508 615,650 634,639 634,639 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 16,500) 72 0 7,832 8,596 8,668 16,500 16,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 3.0 90.8 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 2 24 30 29 32 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,784 COMMITMENTS 4,444 4,584 2,890 43,898 43,926 51,232 51,400 552 384 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 652) -152 -255 344 776 1,373 968 1,462 -316 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 8.9 5.6 84.8 84.8 98.9 99.3 1.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 4 26 28 32 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,620 COMMITMENTS 150 0 0 43,700 44,525 43,850 44,525 770 95 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 97.9 99.8 98.3 99.8 1.7 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,256 COMMITMENTS 150 300 0 55,866 55,896 56,016 56,196 240 60 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 850) 0 0 0 910 850 910 850 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 99.3 99.4 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 0 32 18 33 19 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,270 COMMITMENTS 50 260 0 12,220 12,010 12,270 12,270 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 450) -50 60 0 500 400 450 460 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.1 0.0 99.6 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 19 19 20 21 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 270,552 COMMITMENTS 8,888 328 3,592 258,072 266,632 270,552 270,552 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,864) -392 -784 392 3,864 4,256 3,864 3,864 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.1 1.3 95.4 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 25 18 27 20 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,260 COMMITMENTS 2,885 148 44 6,221 9,024 9,150 9,216 110 44 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 134) 0 23 0 111 111 111 134 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 1.6 0.5 67.2 97.5 98.8 99.5 1.2 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 09/16/14 | --------------------------------------------------------------| 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 09/09/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,960 COMMITMENTS 620 200 130 16,970 17,630 17,720 17,960 240 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 445) -150 0 100 495 345 445 445 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 1.1 0.7 94.5 98.2 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 21 23 23 25 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,568 COMMITMENTS 0 635 375 12,938 12,118 13,313 13,128 255 440 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -440) 0 -240 0 -460 -200 -460 -440 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 2.8 95.4 89.3 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 20 18 21 19 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,387 COMMITMENTS 1,487 0 538 14,576 15,849 16,601 16,387 786 1,000 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 533) 44 0 0 744 619 788 619 -255 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 3.1 83.8 91.2 95.5 94.2 4.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 2 24 25 26 27 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,458 COMMITMENTS 0 8,215 1,625 33,484 25,558 35,109 35,398 349 60 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,164) 0 1,427 -242 1,112 -21 870 1,164 294 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.2 4.6 94.4 72.1 99.0 99.8 1.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 3 33 32 36 36 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,419 COMMITMENTS 400 6,363 3,165 39,724 33,890 43,289 43,418 130 1 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,250) -40 919 -160 1,450 531 1,250 1,290 0 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 14.7 7.3 91.5 78.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 4 35 37 41 42 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,395 COMMITMENTS 0 1,535 0 33,035 31,860 33,035 33,395 360 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 900) -400 0 0 1,300 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 98.9 95.4 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 26 14 26 15 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,390 COMMITMENTS 0 1,545 0 42,970 41,800 42,970 43,345 420 45 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 100) -1,000 0 0 1,100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 99.0 96.3 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 27 15 27 16 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 426,087 COMMITMENTS 70,533 6,492 29,758 325,796 389,837 426,087 426,087 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,169) -6,886 -1,083 301 8,754 2,951 2,169 2,169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 1.5 7.0 76.5 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 26 29 30 31 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,564 COMMITMENTS 5,933 253 1,637 21,272 27,290 28,842 29,180 722 384 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -534) -337 -534 -336 139 381 -534 -489 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 0.9 5.5 72.0 92.3 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 7 27 33 36 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,758 COMMITMENTS 788 115 1,476 14,494 15,167 16,758 16,758 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -1,070) 50 -467 -64 -1,056 -539 -1,070 -1,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.7 8.8 86.5 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 20 12 23 13 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 221,923 COMMITMENTS 55,323 0 7,712 158,888 214,211 221,923 221,923 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -11,552) -7,544 0 0 -4,008 -11,552 -11,552 -11,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 0.0 3.5 71.6 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 13 6 17 7 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 473,068 COMMITMENTS 1,569 3,199 20,641 450,858 449,228 473,068 473,068 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 6,832) -1,120 -3,145 2,761 5,191 7,216 6,832 6,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.7 4.4 95.3 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 22 17 24 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,801 COMMITMENTS 12,069 0 953 34,939 46,618 47,961 47,571 840 1,230 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 255) -122 0 255 186 0 319 255 -64 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 0.0 2.0 71.6 95.5 98.3 97.5 1.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 1 19 17 23 18 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,581 COMMITMENTS 287 1,678 0 5,893 4,433 6,180 6,111 401 470 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -382) 164 59 0 -608 -528 -444 -469 62 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 25.5 0.0 89.5 67.4 93.9 92.9 6.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 11 9 13 12 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 66,627 COMMITMENTS 0 3,904 0 66,627 62,723 66,627 66,627 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 809) 0 0 0 809 809 809 809 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,659 COMMITMENTS 3,464 248 498 10,632 14,274 14,594 15,020 1,065 639 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 951) 256 92 69 647 809 972 970 -21 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 1.6 3.2 67.9 91.2 93.2 95.9 6.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 4 17 21 22 25 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 198,654 COMMITMENTS 37,697 465 5,425 155,532 192,764 198,654 198,654 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 7,849) 3,909 465 1,137 2,803 6,247 7,849 7,849 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 0.2 2.7 78.3 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 2 19 21 23 23 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,297 COMMITMENTS 1,147 218 703 10,165 11,250 12,015 12,171 282 126 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: -27) 68 118 -53 -65 -92 -50 -27 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 1.8 5.7 82.7 91.5 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 20 22 25 25 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 131,526 COMMITMENTS 11,040 0 4,020 116,466 127,506 131,526 131,526 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,808) 1,185 0 0 2,623 3,808 3,808 3,808 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 3.1 88.5 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,365 COMMITMENTS 0 1,576 1,861 20,504 18,928 22,365 22,365 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2) 0 81 -27 29 -52 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 8.3 91.7 84.6 100.0 100.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 217,730 COMMITMENTS 3,856 0 4,168 209,706 213,562 217,730 217,730 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 312) -312 0 312 312 0 312 312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 1.9 96.3 98.1 100.0 100.0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 107,919 COMMITMENTS 644 1,248 2,056 9,734 9,138 12,435 12,442 95,484 95,477 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,542) -76 17 104 125 34 153 154 2,389 2,388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.2 1.9 9.0 8.5 11.5 11.5 88.5 88.5 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,425 COMMITMENTS 0 875 75 20,785 20,475 20,860 21,425 565 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,960 COMMITMENTS 0 900 0 17,155 17,060 17,155 17,960 805 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,240 COMMITMENTS 0 0 0 16,240 16,195 16,240 16,195 0 45 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,190 1,125 1,190 1,125 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 23 10 23 10 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,645 COMMITMENTS 0 0 0 11,345 11,605 11,345 11,605 300 40 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 3,050) 0 0 0 3,115 3,050 3,115 3,050 -65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 99.7 97.4 99.7 2.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 9 17 9 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,280 COMMITMENTS 50 50 0 18,935 19,230 18,985 19,280 295 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 345) 0 50 0 325 295 325 345 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.0 98.2 99.7 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 12 17 13 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,995 COMMITMENTS 0 0 0 20,045 20,995 20,045 20,995 950 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,850) 0 0 0 2,730 2,850 2,730 2,850 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 100.0 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 10 18 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,075 COMMITMENTS 2,365 555 215 112,495 114,305 115,075 115,075 0 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,580) -165 85 215 1,530 1,280 1,580 1,580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.5 0.2 97.8 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 1 40 34 44 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 139,076 COMMITMENTS 3,975 480 250 134,850 138,346 139,075 139,076 1 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 246) 100 0 200 -55 46 245 246 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.3 0.2 97.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 1 2 42 35 47 38 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 156,147 COMMITMENTS 22,385 6,433 8,275 125,253 140,875 155,913 155,584 234 563 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 2,431) -19 183 673 1,790 1,340 2,445 2,196 -14 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.1 5.3 80.2 90.2 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 8 5 9 43 38 55 48 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,035 COMMITMENTS 2,705 2,270 1,920 91,185 91,845 95,810 96,035 225 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 5) -25 0 25 -130 -20 -130 5 135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.4 2.0 94.9 95.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 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 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,330 COMMITMENTS 400 1,590 0 22,220 21,740 22,620 23,330 710 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,525) 400 50 0 1,005 1,475 1,405 1,525 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.8 0.0 95.2 93.2 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 23 11 24 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,325 COMMITMENTS 300 515 0 20,500 20,810 20,800 21,325 525 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,660) 300 50 0 1,240 1,610 1,540 1,660 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.4 0.0 96.1 97.6 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 23 13 24 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 6,425 COMMITMENTS 0 0 0 5,925 5,775 5,925 5,775 500 650 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 605) 0 -30 -50 660 700 610 620 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.2 89.9 92.2 89.9 7.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 15 13 15 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,937 COMMITMENTS 4,963 200 305 14,203 19,329 19,471 19,834 466 103 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,789) 540 0 80 1,339 1,949 1,959 2,029 -170 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 1.0 1.5 71.2 97.0 97.7 99.5 2.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 2 26 22 30 25 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,103 COMMITMENTS 4,235 0 180 7,744 12,851 12,159 13,031 944 72 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 200) 360 0 -15 -185 215 160 200 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.0 1.4 59.1 98.1 92.8 99.5 7.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 18 18 21 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,977 COMMITMENTS 125 2,694 575 16,740 14,653 17,440 17,922 537 55 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 244) 50 634 0 391 -380 441 254 -197 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 15.0 3.2 93.1 81.5 97.0 99.7 3.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 1 25 19 27 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,200 COMMITMENTS 970 205 55 11,706 12,940 12,731 13,200 469 0 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 424) 125 0 0 264 429 389 429 35 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.6 0.4 88.7 98.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 22 21 24 23 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,870 COMMITMENTS 300 1,410 290 8,165 6,555 8,755 8,255 115 615 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 1,410) 0 400 -300 1,710 1,385 1,410 1,485 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 15.9 3.3 92.1 73.9 98.7 93.1 1.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 19 17 21 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,348 COMMITMENTS 1,180 200 370 6,318 7,655 7,868 8,225 480 123 CHANGES FROM 09/09/14 (CHANGE IN OPEN INTEREST: 395) 0 100 0 440 280 440 380 -45 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 2.4 4.4 75.7 91.7 94.3 98.5 5.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 16 11 18 13
Updated September 19, 2014