CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 16,378 COMMITMENTS 4,810 3,136 4,616 6,908 8,594 16,334 16,346 44 32 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 625) 3 435 10 612 181 625 626 0 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 19.1 28.2 42.2 52.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 7 6 10 7 21 17 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,441 COMMITMENTS 10,258 5,494 1,387 13,796 18,560 25,441 25,441 -0 -0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -132) -2 0 2 -132 -134 -132 -132 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 21.6 5.5 54.2 73.0 100.0 100.0 -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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 14,479 COMMITMENTS 2,335 2,021 1,832 10,211 10,625 14,379 14,479 100 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 120) 8 204 -107 118 23 20 120 100 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 14.0 12.7 70.5 73.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 5 3 11 10 16 16 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,326,876 COMMITMENTS 512,466 347,738 999,011 2791007 2970344 4302484 4317093 24,392 9,783 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 43,994) -41,010 1,520 37,585 49,026 7,043 45,601 46,148 -1,607 -2,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 8.0 23.1 64.5 68.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 29 40 57 149 120 214 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,157,485 COMMITMENTS 86,213 73,810 997,592 1072843 1085401 2156647 2156803 837 682 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 118,263) 2,859 -917 84,695 30,460 34,325 118,014 118,104 249 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 3.4 46.2 49.7 50.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 24 22 41 55 56 99 100 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,164 COMMITMENTS 20,841 2,386 6,684 175,425 199,526 202,950 208,596 17,214 11,568 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,472) -209 646 -26 6,950 3,126 6,715 3,746 -2,243 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.1 3.0 79.7 90.6 92.2 94.7 7.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 2 4 29 27 36 32 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,871 COMMITMENTS 2,790 908 858 98,097 100,726 101,745 102,492 4,126 3,379 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 198) -496 87 -167 526 -415 -137 -495 335 693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.9 0.8 92.7 95.1 96.1 96.8 3.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 2 27 29 30 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 202,289 COMMITMENTS 13,721 11,162 1,764 179,705 182,069 195,190 194,995 7,099 7,294 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 8,820) -414 -1,613 754 6,798 10,040 7,138 9,181 1,682 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 5.5 0.9 88.8 90.0 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 2 1 28 30 32 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 703,705 COMMITMENTS 62,098 3,268 11,203 627,849 686,524 701,150 700,995 2,555 2,710 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,250) -866 -27 436 4,192 2,844 3,762 3,253 488 997 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.5 1.6 89.2 97.6 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 4 2 4 52 42 57 47 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,619 COMMITMENTS 18,520 14,356 1,414 211,077 214,543 231,011 230,313 6,608 7,306 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 6,549) 503 -124 92 6,209 6,605 6,804 6,573 -255 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.0 0.6 88.8 90.3 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 1 3 25 26 32 30 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,665 COMMITMENTS 0 2,365 3,487 229,209 223,629 232,696 229,481 2,969 6,184 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,778) 0 -547 486 5,178 6,513 5,664 6,452 114 -674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 1.5 97.3 94.9 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 0 3 2 39 40 41 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 88,209 COMMITMENTS 2,902 1,239 3,970 76,611 76,181 83,483 81,390 4,726 6,819 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 351) -3,249 -495 1,728 2,267 1,159 746 2,392 -395 -2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.4 4.5 86.9 86.4 94.6 92.3 5.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 2 21 23 23 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,449 COMMITMENTS 682 5,183 10,019 88,850 89,457 99,551 104,659 8,898 3,790 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,362) 217 -579 -413 5,249 5,871 5,053 4,879 -691 -517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.8 9.2 81.9 82.5 91.8 96.5 8.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 4 3 27 24 31 28 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,354 COMMITMENTS 248 0 0 24,949 25,567 25,197 25,567 1,157 787 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 94.7 97.0 95.6 97.0 4.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 15 11 16 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,192 COMMITMENTS 887 756 1,642 68,994 69,467 71,523 71,865 7,669 7,327 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,953) -798 539 272 2,301 1,539 1,775 2,350 178 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.0 2.1 87.1 87.7 90.3 90.7 9.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 17 20 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 207,942 COMMITMENTS 434 0 0 200,400 202,101 200,834 202,101 7,108 5,841 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 8,451) 0 0 0 9,770 8,420 9,770 8,420 -1,319 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 96.4 97.2 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 0 0 31 29 32 29 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,793 COMMITMENTS 0 0 0 82,862 87,951 82,862 87,951 6,931 1,842 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 752) 0 0 0 690 504 690 504 62 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 97.9 92.3 97.9 7.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 25 25 25 25 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 296,766 COMMITMENTS 0 8,044 450 286,022 282,863 286,472 291,357 10,294 5,409 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,967) 0 248 0 6,631 5,685 6,631 5,933 -664 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.2 96.4 95.3 96.5 98.2 3.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 0 3 1 46 37 47 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 59,467 COMMITMENTS 309 232 4,308 50,052 47,752 54,669 52,292 4,798 7,175 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,827) -1,120 -304 -151 1,903 2,429 632 1,974 1,195 -147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.4 7.2 84.2 80.3 91.9 87.9 8.1 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 21 20 23 22 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,244 COMMITMENTS 2,778 0 3,403 67,335 64,399 73,516 67,802 3,728 9,442 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 931) -198 0 156 1,066 744 1,024 900 -93 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 4.4 87.2 83.4 95.2 87.8 4.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 18 17 20 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,428 COMMITMENTS 14,079 1,626 806 86,844 95,438 101,729 97,870 1,699 5,558 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 6,844) 1,761 0 0 4,843 6,540 6,604 6,540 240 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 1.6 0.8 84.0 92.3 98.4 94.6 1.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 2 16 25 20 27 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,907 COMMITMENTS 13,841 6,066 1,706 54,056 61,223 69,603 68,995 1,304 1,912 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 7,470) 1,041 -168 168 5,407 7,251 6,616 7,251 854 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.6 2.4 76.2 86.3 98.2 97.3 1.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 2 3 28 25 34 29 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,565 COMMITMENTS 0 210 0 42,721 42,897 42,721 43,107 844 458 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 6,045) 0 0 0 6,045 5,921 6,045 5,921 0 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 98.1 98.5 98.1 98.9 1.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 14 24 14 25 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 144,738 COMMITMENTS 0 998 872 134,712 133,420 135,584 135,290 9,154 9,448 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,791) -313 657 18 3,394 931 3,099 1,606 -1,308 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.6 93.1 92.2 93.7 93.5 6.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 1 32 29 33 31 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 21,090 COMMITMENTS 438 5,070 120 19,892 15,016 20,450 20,206 640 884 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,448) 124 620 0 2,077 1,582 2,201 2,202 247 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 24.0 0.6 94.3 71.2 97.0 95.8 3.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 12 11 13 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,284 COMMITMENTS 0 2,893 1,173 52,570 49,760 53,743 53,826 2,541 2,458 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 7) -334 314 120 314 -427 100 7 -93 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 2.1 93.4 88.4 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 16 16 18 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,462 COMMITMENTS 0 2,100 1,569 100,947 94,098 102,516 97,767 1,946 6,695 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,787) -46 1,100 -801 5,278 2,246 4,431 2,545 -1,644 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 1.5 96.6 90.1 98.1 93.6 1.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 23 25 25 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,400 COMMITMENTS 3,682 1,504 344 68,501 76,136 72,527 77,984 9,873 4,416 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,740) 635 238 -183 1,259 2,880 1,711 2,935 1,029 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.8 0.4 83.1 92.4 88.0 94.6 12.0 5.4 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,891 COMMITMENTS 0 26,127 1,355 111,204 91,103 112,559 118,585 7,332 1,306 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,600) 0 1,290 267 -156 328 111 1,885 1,489 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.8 1.1 92.8 76.0 93.9 98.9 6.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 18 19 19 22 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 230,829 COMMITMENTS 3,765 18,876 2,498 213,753 202,138 220,016 223,512 10,813 7,317 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,358) 833 1,718 -147 3,716 3,814 4,402 5,385 956 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 8.2 1.1 92.6 87.6 95.3 96.8 4.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 3 36 30 39 33 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,595 COMMITMENTS 4,001 0 0 24,642 29,650 28,643 29,650 1,952 945 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,030) 62 -957 0 3,906 4,552 3,968 3,595 62 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 0.0 0.0 80.5 96.9 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 13 18 16 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,694 COMMITMENTS 2,038 0 0 33,600 36,176 35,638 36,176 1,056 518 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -4,211) 248 0 0 -4,399 -4,217 -4,151 -4,217 -60 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 0.0 91.6 98.6 97.1 98.6 2.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 14 20 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 263,199 COMMITMENTS 4,288 30,765 4,317 248,250 224,023 256,855 259,105 6,344 4,094 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 12,020) -103 72 -350 13,859 14,205 13,406 13,927 -1,386 -1,907 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 11.7 1.6 94.3 85.1 97.6 98.4 2.4 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 1 5 4 47 36 51 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 56,342 COMMITMENTS 5,803 0 0 46,683 53,973 52,486 53,973 3,856 2,369 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -1,520) 151 0 0 -1,099 -2,185 -948 -2,185 -572 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 0.0 0.0 82.9 95.8 93.2 95.8 6.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 18 22 19 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,909 COMMITMENTS 0 248 0 75,026 76,757 75,026 77,005 3,883 1,904 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 335) 0 0 0 366 -124 366 -124 -31 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 95.1 97.3 95.1 97.6 4.9 2.4 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 56,775 COMMITMENTS 217 3,376 62 50,937 48,947 51,216 52,385 5,559 4,390 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,836) 217 2,364 -217 5,183 -690 5,183 1,457 -2,347 1,379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.9 0.1 89.7 86.2 90.2 92.3 9.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 21 15 23 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 161,484 COMMITMENTS 24,872 8,479 17,128 118,663 134,773 160,662 160,380 821 1,103 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 544) 516 812 -201 427 -45 743 566 -199 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.3 10.6 73.5 83.5 99.5 99.3 0.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 7 15 51 55 67 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 49,187 COMMITMENTS 4,043 713 2,591 42,553 45,883 49,187 49,187 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,349) -1,046 174 581 1,814 594 1,349 1,349 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.4 5.3 86.5 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 4 26 20 30 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 368,215 COMMITMENTS 31,647 0 20,337 316,231 347,878 368,215 368,215 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 943) -2,184 0 624 2,503 319 943 943 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 5.5 85.9 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 18 20 20 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,494,996 COMMITMENTS 55,400 24,927 47,481 1392115 1422588 1494996 1494996 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 22,403) -7,720 1,930 4,313 25,810 16,160 22,403 22,403 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 1.7 3.2 93.1 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 3 6 43 45 52 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,373 COMMITMENTS 2,144 5,286 4,864 42,313 39,146 49,322 49,296 52 77 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,984) -53 627 -340 2,325 1,620 1,932 1,907 52 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 10.7 9.9 85.7 79.3 99.9 99.8 0.1 0.2 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 287,481 COMMITMENTS 8 61,375 11,910 275,563 214,196 287,481 287,481 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,327) 0 0 0 5,327 5,327 5,327 5,327 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.3 4.1 95.9 74.5 100.0 100.0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 639,028 COMMITMENTS 39,935 0 18,613 580,480 620,415 639,028 639,028 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,389) 793 0 -376 3,972 4,765 4,389 4,389 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 2.9 90.8 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 0 2 25 31 30 33 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,969 COMMITMENTS 4,514 4,496 2,978 43,630 43,835 51,122 51,309 847 660 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 185) 70 -88 88 -268 -91 -110 -91 295 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.7 5.7 84.0 84.3 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 24 24 30 28 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,165 COMMITMENTS 150 300 0 44,125 44,770 44,275 45,070 890 95 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 545) 0 300 0 425 245 425 545 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.7 0.0 97.7 99.1 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 24 18 25 19 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,931 COMMITMENTS 150 600 0 56,421 56,271 56,571 56,871 360 60 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 675) 0 300 0 555 375 555 675 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.1 0.0 99.1 98.8 99.4 99.9 0.6 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,395 COMMITMENTS 50 310 0 12,345 12,085 12,395 12,395 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 125) 0 50 0 125 75 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.5 0.0 99.6 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 0 20 20 21 22 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 268,992 COMMITMENTS 8,936 0 3,544 256,512 265,448 268,992 268,992 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -1,560) 48 -328 -48 -1,560 -1,184 -1,560 -1,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.0 1.3 95.4 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 2 25 18 27 20 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,283 COMMITMENTS 2,885 148 44 6,244 9,047 9,173 9,239 110 44 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 23) 0 0 0 23 23 23 23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 1.6 0.5 67.3 97.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 1 13 16 17 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,750 COMMITMENTS 4,200 250 150 13,400 17,350 17,750 17,750 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -50) 150 0 -50 -150 0 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 1.4 0.8 75.5 97.7 100.0 100.0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,530 COMMITMENTS 500 330 150 17,640 18,050 18,290 18,530 240 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 570) -120 130 20 670 420 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 1.8 0.8 95.2 97.4 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 2 1 23 24 25 26 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,838 COMMITMENTS 0 635 375 13,213 12,548 13,588 13,558 250 280 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 270) 0 0 0 275 430 275 430 -5 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 2.7 95.5 90.7 98.2 98.0 1.8 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 19 19 20 20 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,684 COMMITMENTS 1,507 0 537 14,854 16,106 16,898 16,643 786 1,041 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 297) 20 0 -1 278 257 297 256 0 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 3.0 84.0 91.1 95.6 94.1 4.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 0 1 24 25 26 26 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,095 COMMITMENTS 0 8,451 1,573 36,163 28,026 37,736 38,050 359 45 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,637) 0 236 -52 2,679 2,468 2,627 2,652 10 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.2 4.1 94.9 73.6 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 3 32 31 35 35 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,971 COMMITMENTS 400 6,775 3,045 43,396 37,150 46,841 46,970 130 1 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 3,552) 0 412 -120 3,672 3,260 3,552 3,552 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 14.4 6.5 92.4 79.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 4 4 34 37 40 42 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,675 COMMITMENTS 0 1,535 0 32,555 31,080 32,555 32,615 120 60 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -720) 0 0 0 -480 -780 -480 -780 -240 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.0 99.6 95.1 99.6 99.8 0.4 0.2 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,450 COMMITMENTS 0 1,545 0 46,210 44,905 46,210 46,450 240 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 3,060) 0 0 0 3,240 3,105 3,240 3,105 -180 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 99.5 96.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 30 15 30 16 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 425,986 COMMITMENTS 68,254 2,585 32,436 325,296 390,965 425,986 425,986 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -101) -2,279 -3,907 2,678 -500 1,128 -101 -101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.6 7.6 76.4 91.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 26 29 30 32 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,820 COMMITMENTS 6,489 276 1,353 21,278 27,807 29,120 29,436 700 384 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 256) 556 23 -284 6 517 278 256 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 0.9 4.5 71.4 93.2 97.7 98.7 2.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 2 6 26 34 34 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,873 COMMITMENTS 1,101 0 1,644 15,128 16,229 17,873 17,873 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,115) 313 -115 168 634 1,062 1,115 1,115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.0 9.2 84.6 90.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 3 20 12 24 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 222,866 COMMITMENTS 54,380 0 8,655 159,831 214,211 222,866 222,866 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 943) -943 0 943 943 0 943 943 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 0.0 3.9 71.7 96.1 100.0 100.0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 469,838 COMMITMENTS 1,569 3,199 20,641 447,628 445,998 469,838 469,838 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,230) 0 0 0 -3,230 -3,230 -3,230 -3,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.7 4.4 95.3 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 24 17 26 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,329 COMMITMENTS 12,091 0 930 34,424 46,125 47,445 47,055 884 1,274 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -472) 22 0 -23 -515 -493 -516 -516 44 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 0.0 1.9 71.2 95.4 98.2 97.4 1.8 2.6 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 6,577 COMMITMENTS 287 1,678 0 5,824 4,493 6,111 6,171 466 406 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -4) 0 0 0 -69 60 -69 60 65 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 25.5 0.0 88.6 68.3 92.9 93.8 7.1 6.2 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 09/23/14 | --------------------------------------------------------------| 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 09/16/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,018 COMMITMENTS 3,775 1,863 540 10,917 13,019 15,232 15,422 786 596 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 359) 311 1,615 42 285 -1,255 638 402 -279 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 11.6 3.4 68.2 81.3 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 4 18 21 23 25 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 198,223 COMMITMENTS 38,431 0 5,459 154,333 192,764 198,223 198,223 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -431) 734 -465 34 -1,199 0 -431 -431 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 0.0 2.8 77.9 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 2 19 21 23 23 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,543 COMMITMENTS 1,970 284 599 9,803 11,511 12,372 12,394 171 149 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 246) 823 66 -104 -362 261 357 223 -111 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 2.3 4.8 78.2 91.8 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 3 21 24 27 27 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 129,581 COMMITMENTS 11,040 0 4,020 114,521 125,561 129,581 129,581 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -1,945) 0 0 0 -1,945 -1,945 -1,945 -1,945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 3.1 88.4 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 16 17 19 19 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,830 COMMITMENTS 0 1,684 1,861 20,969 19,285 22,830 22,830 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 465) 0 108 0 465 357 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.4 8.2 91.8 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 18 14 19 15 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 217,106 COMMITMENTS 3,856 0 4,168 209,082 212,938 217,106 217,106 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -624) 0 0 0 -624 -624 -624 -624 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 106,323 COMMITMENTS 643 1,228 2,096 9,488 8,989 12,226 12,313 94,096 94,009 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -1,596) -2 -19 40 -246 -149 -209 -128 -1,388 -1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.2 2.0 8.9 8.5 11.5 11.6 88.5 88.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 4 18 17 22 22 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,725 COMMITMENTS 0 975 50 21,110 20,700 21,160 21,725 565 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 300) 0 100 -25 325 225 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.2 97.2 95.3 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 13 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,335 COMMITMENTS 0 1,000 0 17,530 17,335 17,530 18,335 805 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 375) 0 100 0 375 275 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 0.0 95.6 94.5 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 10 16 11 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,500 COMMITMENTS 0 0 0 16,500 16,455 16,500 16,455 0 45 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,945 COMMITMENTS 0 0 0 11,645 11,905 11,645 11,905 300 40 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 99.7 97.5 99.7 2.5 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,380 COMMITMENTS 50 50 0 19,015 19,330 19,065 19,380 315 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 100) 0 0 0 80 100 80 100 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.0 98.1 99.7 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 15 11 16 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,895 COMMITMENTS 0 0 0 19,015 19,895 19,015 19,895 880 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 100.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 18 7 18 7 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,883 COMMITMENTS 0 0 0 20,693 21,883 20,693 21,883 1,190 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 888) 0 0 0 648 888 648 888 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 100.0 94.6 100.0 5.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 19 10 19 10 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,130 COMMITMENTS 2,830 470 100 112,200 114,560 115,130 115,130 0 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 55) 465 -85 -115 -295 255 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.4 0.1 97.5 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 1 39 34 43 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 140,886 COMMITMENTS 4,100 655 325 136,460 139,906 140,885 140,886 1 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,810) 125 175 75 1,610 1,560 1,810 1,810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.5 0.2 96.9 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 2 2 42 36 47 40 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 157,327 COMMITMENTS 22,706 6,280 8,589 125,525 141,585 156,819 156,455 507 872 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 1,180) 321 -153 314 271 710 906 871 274 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 4.0 5.5 79.8 90.0 99.7 99.4 0.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 5 9 43 37 56 47 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,450 COMMITMENTS 2,720 2,270 1,930 91,635 92,010 96,285 96,210 165 240 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 415) 15 0 10 450 165 475 175 -60 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.4 2.0 95.0 95.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 2 4 34 36 40 41 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,800 COMMITMENTS 475 1,640 0 21,615 21,160 22,090 22,800 710 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -530) 75 50 0 -605 -580 -530 -530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 7.2 0.0 94.8 92.8 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 22 12 23 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,725 COMMITMENTS 300 515 0 19,900 20,210 20,200 20,725 525 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -600 -600 -600 -600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.5 0.0 96.0 97.5 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 0 23 12 24 14 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 6,490 COMMITMENTS 0 0 0 5,990 5,840 5,990 5,840 500 650 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 65) 0 0 0 65 65 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 90.0 92.3 90.0 7.7 10.0 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,630 COMMITMENTS 4,153 780 980 15,081 18,767 20,214 20,527 416 103 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 693) -810 580 675 878 -562 743 693 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 3.8 4.8 73.1 91.0 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 3 25 22 30 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,165 COMMITMENTS 4,125 70 180 7,791 12,843 12,096 13,093 1,069 72 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 62) -110 70 0 47 -8 -63 62 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 0.5 1.4 59.2 97.6 91.9 99.5 8.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 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 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,769 COMMITMENTS 100 3,015 600 16,932 14,154 17,632 17,769 137 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -208) -25 321 25 192 -499 192 -153 -400 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 17.0 3.4 95.3 79.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 2 26 20 28 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,015 COMMITMENTS 125 707 100 12,196 12,208 12,421 13,015 594 0 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -185) -845 502 45 490 -732 -310 -185 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 5.4 0.8 93.7 93.8 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 21 20 23 22 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,025 COMMITMENTS 350 1,435 340 8,280 6,715 8,970 8,490 55 535 CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 155) 50 25 50 115 160 215 235 -60 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 15.9 3.8 91.7 74.4 99.4 94.1 0.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 20 18 22 20
Updated September 26, 2014