CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 15,033 COMMITMENTS 5,536 4,684 2,620 6,863 7,702 15,019 15,006 14 27 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 96) -433 28 105 480 -37 153 96 -57 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 31.2 17.4 45.7 51.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 3 9 7 17 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,088 COMMITMENTS 10,145 5,794 1,750 12,193 16,544 24,088 24,088 -0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 149) -363 250 363 149 -464 149 149 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 24.1 7.3 50.6 68.7 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 4 4 9 8 18 15 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 19,834 COMMITMENTS 1,822 1,779 2,167 15,845 15,888 19,834 19,834 -0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 279) -71 80 150 200 48 279 279 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 9.0 10.9 79.9 80.1 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 4 2 12 10 16 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,277,507 COMMITMENTS 491,548 361,894 881,598 2875070 3023124 4248216 4266616 29,291 10,891 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -187,201) 38,920 -131,765 -47,107 -176,127 -7,006 -184,314 -185,878 -2,887 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 8.5 20.6 67.2 70.7 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 40 33 58 140 116 209 179 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,163,488 COMMITMENTS 80,915 73,175 1071961 1009936 1017413 2162812 2162550 676 938 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 236,254) -1,324 11,048 153,251 84,255 72,278 236,183 236,576 72 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.4 49.5 46.7 47.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 19 40 52 54 94 97 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,197 COMMITMENTS 11,804 8,013 6,907 186,472 199,488 205,183 214,408 15,014 5,789 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,274) 88 1,476 106 7,330 5,228 7,524 6,810 -1,250 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 3.6 3.1 84.7 90.6 93.2 97.4 6.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 5 33 36 40 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,360 COMMITMENTS 8,881 0 975 86,101 98,303 95,957 99,278 7,403 4,082 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,572) 1,654 -535 194 1,183 3,906 3,031 3,565 541 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.0 0.9 83.3 95.1 92.8 96.1 7.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 0 2 26 23 29 25 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,414 COMMITMENTS 19,792 13,790 3,385 197,098 201,404 220,275 218,579 6,139 7,835 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 7,877) 2,148 280 366 5,625 7,245 8,139 7,891 -262 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 6.1 1.5 87.1 89.0 97.3 96.5 2.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 4 2 30 30 35 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 651,867 COMMITMENTS 11,372 7,767 17,372 618,436 622,614 647,180 647,753 4,687 4,114 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -14,453) -7,141 361 100 -8,227 -14,856 -15,268 -14,395 815 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.2 2.7 94.9 95.5 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 2 4 4 52 38 57 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,302 COMMITMENTS 11,002 13,495 997 241,656 236,051 253,655 250,543 7,647 10,759 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,412) 977 -1,647 -1,922 5,258 10,822 4,313 7,253 2,099 -841 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.2 0.4 92.5 90.3 97.1 95.9 2.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 1 4 30 26 36 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 258,760 COMMITMENTS 2,191 3,723 4,478 247,300 242,705 253,969 250,906 4,791 7,854 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,626) 1,711 -419 882 -332 2,040 2,261 2,503 365 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.4 1.7 95.6 93.8 98.1 97.0 1.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 5 37 43 43 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,713 COMMITMENTS 2,952 0 1,805 91,697 91,568 96,454 93,373 6,259 9,340 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,094) -463 0 224 4,148 1,488 3,909 1,712 -815 1,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.0 1.8 89.3 89.1 93.9 90.9 6.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 1 21 24 22 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,049 COMMITMENTS 0 3,141 5,194 86,268 93,746 91,462 102,081 14,587 3,968 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,287) -4,837 -1,040 -111 6,719 4,343 1,771 3,192 -484 -1,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 4.9 81.3 88.4 86.2 96.3 13.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 2 21 21 23 23 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,775 COMMITMENTS 788 0 0 26,497 29,319 27,285 29,319 2,490 456 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) 0 -210 0 -1,240 210 -1,240 0 1,240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.0 89.0 98.5 91.6 98.5 8.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 15 14 18 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,395 COMMITMENTS 977 2,137 1,628 80,130 74,036 82,735 77,801 6,660 11,594 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 26) 183 -676 225 -308 -3,545 100 -3,996 -74 4,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.4 1.8 89.6 82.8 92.5 87.0 7.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 16 20 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 222,457 COMMITMENTS 331 5,397 0 213,819 210,567 214,150 215,964 8,307 6,493 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,997) 331 776 0 9,309 6,062 9,640 6,838 -2,643 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.4 0.0 96.1 94.7 96.3 97.1 3.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 0 29 29 30 30 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,520 COMMITMENTS 0 0 0 88,983 90,817 88,983 90,817 7,537 5,703 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,439) 0 0 0 5,439 1,823 5,439 1,823 0 3,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.2 94.1 92.2 94.1 7.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 23 19 23 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 331,355 COMMITMENTS 644 0 0 324,679 322,065 325,323 322,065 6,032 9,290 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 19,372) 248 -5,994 -450 18,454 25,057 18,252 18,613 1,120 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 98.0 97.2 98.2 97.2 1.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 1 0 0 48 37 49 37 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,735 COMMITMENTS 2,705 5,204 2,054 59,462 54,824 64,221 62,082 5,514 7,653 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,537) 1,266 2,644 -795 2,154 73 2,625 1,922 -88 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 7.5 2.9 85.3 78.6 92.1 89.0 7.9 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 23 23 26 25 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,610 COMMITMENTS 1,575 469 2,953 60,481 57,943 65,009 61,365 5,601 9,245 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -176) -580 -540 92 46 -57 -442 -505 266 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.7 4.2 85.7 82.1 92.1 86.9 7.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 18 13 20 15 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 128,637 COMMITMENTS 27,082 0 1,452 94,984 116,884 123,518 118,336 5,119 10,301 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 10,478) 4,338 -4,110 0 2,031 9,422 6,369 5,312 4,109 5,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 0.0 1.1 73.8 90.9 96.0 92.0 4.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 0 1 24 34 28 35 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,289 COMMITMENTS 27,961 10,930 1,512 87,333 102,410 116,806 114,852 483 2,437 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 10,938) 1,145 356 60 9,373 10,214 10,578 10,630 360 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 9.3 1.3 74.5 87.3 99.6 97.9 0.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 5 7 2 32 37 38 45 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,759 COMMITMENTS 480 6,280 0 64,493 58,849 64,973 65,129 1,786 1,630 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,557) 0 0 0 663 658 663 658 894 899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 9.4 0.0 96.6 88.2 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 18 23 19 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 172,614 COMMITMENTS 1,684 49 890 159,520 161,449 162,094 162,388 10,520 10,226 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,987) 233 49 890 5,887 4,352 7,010 5,291 -1,023 696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.5 92.4 93.5 93.9 94.1 6.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 1 1 30 28 33 29 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 18,828 COMMITMENTS 1,087 217 240 16,305 16,901 17,632 17,358 1,196 1,470 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 420) 0 -1,867 0 270 1,579 270 -288 150 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 1.2 1.3 86.6 89.8 93.6 92.2 6.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 13 17 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,186 COMMITMENTS 807 2,098 2,591 50,645 50,193 54,043 54,882 6,143 5,304 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 872) -452 24 1,285 11 -831 844 478 28 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.5 4.3 84.1 83.4 89.8 91.2 10.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 16 15 18 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,164 COMMITMENTS 0 2,432 3,205 105,692 99,825 108,897 105,462 3,267 6,702 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,810) 0 -12 -32 2,114 2,920 2,082 2,876 728 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 2.9 94.2 89.0 97.1 94.0 2.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 2 21 26 23 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,398 COMMITMENTS 1,768 987 775 86,259 87,403 88,802 89,165 6,596 6,233 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 5,023) 2 -123 238 4,009 4,093 4,249 4,208 774 815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.0 0.8 90.4 91.6 93.1 93.5 6.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 20 16 23 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,131 COMMITMENTS 0 13,507 0 83,273 73,204 83,273 86,711 7,858 4,420 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.8 0.0 91.4 80.3 91.4 95.1 8.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 9 16 10 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 31,948 COMMITMENTS 10,574 0 0 16,511 31,368 27,085 31,368 4,863 580 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -188) 0 0 0 -4,961 -188 -4,961 -188 4,773 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 0.0 0.0 51.7 98.2 84.8 98.2 15.2 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 9 16 11 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 131,929 COMMITMENTS 0 22,427 2,321 121,813 105,847 124,134 130,595 7,795 1,334 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,475) -459 -408 130 2,428 3,933 2,099 3,655 376 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.0 1.8 92.3 80.2 94.1 99.0 5.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 20 17 21 20 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 227,772 COMMITMENTS 413 13,381 5,886 208,731 199,260 215,030 218,527 12,742 9,245 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,656) -993 -439 1,007 2,740 -412 2,754 156 902 3,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.9 2.6 91.6 87.5 94.4 95.9 5.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 4 3 37 31 41 36 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,286 COMMITMENTS 480 690 0 12,384 12,286 12,864 12,976 422 310 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -120) 0 -120 0 -120 0 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 5.2 0.0 93.2 92.5 96.8 97.7 3.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 11 13 12 14 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 32,447 COMMITMENTS 2,524 2,158 62 26,884 29,679 29,470 31,899 2,977 548 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) 0 240 0 -868 0 -868 240 868 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 6.7 0.2 82.9 91.5 90.8 98.3 9.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 1 12 16 17 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,136 COMMITMENTS 210 0 0 33,293 35,618 33,503 35,618 2,633 518 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 182) -774 0 0 -313 182 -1,087 182 1,269 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 92.1 98.6 92.7 98.6 7.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 19 19 20 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 275,115 COMMITMENTS 2,672 24,922 1,869 261,457 243,400 265,998 270,191 9,117 4,924 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,291) 2,672 -5,090 -920 1,055 8,431 2,807 2,421 484 870 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 9.1 0.7 95.0 88.5 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 5 5 42 37 48 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 69,195 COMMITMENTS 2,549 0 0 61,436 65,825 63,985 65,825 5,210 3,370 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,830) -2,537 0 0 5,221 2,098 2,684 2,098 146 732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 88.8 95.1 92.5 95.1 7.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 18 21 19 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,182 COMMITMENTS 0 0 0 79,255 75,956 79,255 75,956 2,927 6,226 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -180) 0 0 0 -180 -2,534 -180 -2,534 0 2,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.4 92.4 96.4 92.4 3.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 21 17 21 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 67,659 COMMITMENTS 0 0 0 62,286 59,790 62,286 59,790 5,373 7,869 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,366) -1,860 0 -4,346 8,177 3,652 1,971 -694 -605 2,060 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.1 88.4 92.1 88.4 7.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 20 11 20 11 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 18,564 COMMITMENTS 217 372 0 17,885 15,370 18,102 15,742 462 2,822 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 -1,372 240 -1,372 0 1,612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 2.0 0.0 96.3 82.8 97.5 84.8 2.5 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 10 13 11 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 150,812 COMMITMENTS 16,303 8,921 17,848 116,350 123,462 150,502 150,231 311 582 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -3,569) -3,582 -670 -317 316 -2,565 -3,583 -3,552 15 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 5.9 11.8 77.1 81.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 10 11 18 53 56 73 75 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,247 COMMITMENTS 2,630 949 2,563 37,027 38,709 42,220 42,220 27 27 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -4,494) 1,325 -133 -524 -5,298 -3,864 -4,497 -4,521 3 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.2 6.1 87.6 91.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 3 25 21 28 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 342,531 COMMITMENTS 22,472 0 25,434 294,625 317,097 342,531 342,531 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -22,722) -4,095 0 3,184 -21,811 -25,906 -22,722 -22,722 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 7.4 86.0 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 15 17 18 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,474,135 COMMITMENTS 17,376 27,208 58,566 1398193 1388361 1474135 1474135 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 4,842) -8,912 -15,969 2,212 11,542 18,599 4,842 4,842 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.8 4.0 94.8 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 7 41 44 50 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,443 COMMITMENTS 1,986 1,899 6,267 45,170 44,990 53,424 53,157 19 286 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,437) -335 273 185 2,580 1,729 2,430 2,187 8 251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.6 11.7 84.5 84.2 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 4 3 22 22 25 28 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 296,189 COMMITMENTS 656 54,009 11,285 284,248 230,895 296,189 296,189 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,256) 0 -2,612 -912 3,168 5,780 2,256 2,256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 18.2 3.8 96.0 78.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 1 14 16 16 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 628,242 COMMITMENTS 46,190 9,127 19,543 562,509 599,572 628,242 628,242 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 14,345) -1,664 9,127 2,818 13,191 2,400 14,345 14,345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 1.5 3.1 89.5 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 1 2 29 29 34 31 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 54,014 COMMITMENTS 6,252 6,153 2,667 44,189 44,424 53,108 53,244 906 770 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 868) 319 -664 -22 637 1,573 934 887 -66 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 11.4 4.9 81.8 82.2 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 1 3 23 29 28 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,635 COMMITMENTS 300 0 0 44,440 45,230 44,740 45,230 895 405 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 640) 150 -150 -150 315 855 315 555 325 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 97.4 99.1 98.0 99.1 2.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 0 27 22 30 22 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,276 COMMITMENTS 0 70 230 58,306 58,616 58,536 58,916 740 360 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 995) 0 -300 180 435 995 615 875 380 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.4 98.4 98.9 98.8 99.4 1.2 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 1 1 32 19 33 20 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,100 COMMITMENTS 0 110 50 13,050 12,890 13,100 13,050 0 50 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 250 300 250 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.4 99.6 98.4 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 21 21 22 23 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 292,520 COMMITMENTS 11,952 0 3,552 277,016 288,968 292,520 292,520 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 24) -784 0 392 416 -368 24 24 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 1.2 94.7 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 23 20 25 21 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,098 COMMITMENTS 3,341 43 44 5,526 8,924 8,911 9,011 187 87 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 300) 237 0 0 86 259 323 259 -23 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.7 0.5 0.5 60.7 98.1 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 14 19 18 20 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,125 COMMITMENTS 4,575 0 150 13,400 17,975 18,125 18,125 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 125) 125 -150 0 0 275 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 0.0 0.8 73.9 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 16 11 18 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,115 COMMITMENTS 190 125 40 19,645 19,725 19,875 19,890 240 225 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,475) -100 25 0 2,575 2,325 2,475 2,350 0 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.6 0.2 97.7 98.1 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 23 23 24 26 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,671 COMMITMENTS 0 700 360 13,036 12,371 13,396 13,431 275 240 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 115) 0 0 0 115 115 115 115 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 2.6 95.4 90.5 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 21 22 22 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,568 COMMITMENTS 1,061 79 644 14,972 15,358 16,677 16,081 891 1,487 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -489) -341 -3 126 -294 -532 -509 -409 20 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.4 3.7 85.2 87.4 94.9 91.5 5.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 24 21 26 23 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,623 COMMITMENTS 0 10,616 1,050 42,320 31,694 43,370 43,360 253 263 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,382) 0 387 -390 1,762 1,145 1,372 1,142 10 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.3 2.4 97.0 72.7 99.4 99.4 0.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 4 1 35 32 36 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,216 COMMITMENTS 170 8,688 1,845 49,080 40,655 51,095 51,188 121 28 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 929) -120 -2,033 -125 1,175 3,067 930 909 -1 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 17.0 3.6 95.8 79.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 3 36 37 41 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,290 COMMITMENTS 200 1,535 0 32,900 31,685 33,100 33,220 190 70 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,505) 0 0 0 2,435 2,495 2,435 2,495 70 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 4.6 0.0 98.8 95.2 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 17 28 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,100 COMMITMENTS 20 1,545 80 41,575 40,475 41,675 42,100 425 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -495 -250 -495 -250 245 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.2 98.8 96.1 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 31 18 32 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 413,250 COMMITMENTS 78,386 0 26,373 308,491 386,877 413,250 413,250 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,686) 807 -9,551 638 2,241 12,599 3,686 3,686 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 0.0 6.4 74.6 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 0 1 29 33 33 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 29,070 COMMITMENTS 6,149 127 894 21,611 27,689 28,654 28,710 416 360 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 212) -99 0 -706 853 918 48 212 164 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 0.4 3.1 74.3 95.2 98.6 98.8 1.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 4 28 33 35 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,419 COMMITMENTS 784 353 1,172 14,193 14,870 16,149 16,395 270 24 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 78) -248 0 0 56 78 -192 78 270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.1 7.1 86.4 90.6 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 22 11 26 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 550,530 COMMITMENTS 6,251 0 22,715 521,564 527,815 550,530 550,530 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 62,875) -760 -1,894 0 63,635 64,769 62,875 62,875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 4.1 94.7 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 25 19 27 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 50,121 COMMITMENTS 10,351 0 2,165 37,264 47,170 49,780 49,335 341 786 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 796) -1,774 0 1,001 1,610 -205 837 796 -41 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 0.0 4.3 74.3 94.1 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 22 16 26 18 NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 5,458 COMMITMENTS 164 1,914 0 4,420 3,522 4,584 5,436 874 22 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) -161 0 0 92 0 -69 0 69 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 35.1 0.0 81.0 64.5 84.0 99.6 16.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 11 10 12 13 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,835 COMMITMENTS 0 3,904 0 60,835 56,931 60,835 60,835 0 0 CHANGES FROM 10/28/14 (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 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 12 11 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 18,218 COMMITMENTS 6,215 38 341 11,513 17,436 18,069 17,815 149 403 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -104) 19 -1,782 -205 398 2,076 212 89 -316 -193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 0.2 1.9 63.2 95.7 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 1 2 20 24 25 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 196,828 COMMITMENTS 47,034 0 392 149,402 196,436 196,828 196,828 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 4,690) -2,468 0 -1,912 9,070 6,602 4,690 4,690 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 0.0 0.2 75.9 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 19 21 22 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,461 COMMITMENTS 2,658 210 79 9,593 11,708 12,330 11,997 131 464 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 16) 19 -277 -216 232 233 35 -260 -19 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 1.7 0.6 77.0 94.0 98.9 96.3 1.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 2 2 20 24 25 28 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 119,533 COMMITMENTS 7,912 0 1,176 110,445 118,357 119,533 119,533 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) -7,643 0 0 7,643 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 1.0 92.4 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 2 18 17 20 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,215 COMMITMENTS 0 1,752 1,608 19,559 17,855 21,167 21,215 48 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -660) 0 -162 0 -660 -498 -660 -660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 7.6 92.2 84.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 13 19 14 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 201,764 COMMITMENTS 7,696 0 3,856 190,212 197,908 201,764 201,764 0 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -8,037) 312 0 -312 -8,037 -7,725 -8,037 -8,037 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 1.9 94.3 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 9 15 10 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 125,111 COMMITMENTS 170 1,088 2,404 10,392 9,577 12,967 13,069 112,144 112,042 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 22,968) -252 142 398 1,669 1,377 1,815 1,917 21,153 21,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.9 1.9 8.3 7.7 10.4 10.4 89.6 89.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 4 17 18 21 23 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,510 COMMITMENTS 0 925 50 20,900 20,535 20,950 21,510 560 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) 0 -100 0 0 100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.2 97.2 95.5 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 18 14 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,800 COMMITMENTS 0 1,000 0 18,250 17,800 18,250 18,800 550 0 CHANGES FROM 10/28/14 (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 5.3 0.0 97.1 94.7 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,500 COMMITMENTS 100 5,400 0 22,400 16,890 22,500 22,290 0 210 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 3,370) 50 3,600 0 3,320 -230 3,370 3,370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 24.0 0.0 99.6 75.1 100.0 99.1 0.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 10 23 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,780 COMMITMENTS 0 0 0 13,780 13,630 13,780 13,630 0 150 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,630) 0 0 0 1,630 1,630 1,630 1,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 98.9 100.0 98.9 0.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 8 17 8 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,780 COMMITMENTS 50 50 0 20,095 20,730 20,145 20,780 635 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 485) -150 0 0 635 485 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.0 96.7 99.8 96.9 100.0 3.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 12 18 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,855 COMMITMENTS 0 0 0 19,030 19,855 19,030 19,855 825 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 200) -325 0 0 525 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 100.0 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 20 9 20 9 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,083 COMMITMENTS 0 0 0 20,168 21,083 20,168 21,083 915 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 150) -325 0 0 475 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 100.0 95.7 100.0 4.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 22 10 22 10 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 114,110 COMMITMENTS 3,345 470 150 110,350 113,480 113,845 114,100 265 10 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -85) 100 -275 -25 -395 205 -320 -95 235 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.4 0.1 96.7 99.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 1 33 35 36 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 139,126 COMMITMENTS 5,020 805 250 133,735 138,071 139,005 139,126 121 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,195) -10 -50 -125 1,210 1,370 1,075 1,195 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.6 0.2 96.1 99.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 3 2 43 37 48 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 166,784 COMMITMENTS 20,187 4,806 9,071 136,920 152,255 166,178 166,131 606 653 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,668) -725 -3,368 632 3,249 5,699 3,156 2,964 -488 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 2.9 5.4 82.1 91.3 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 9 4 10 41 37 54 48 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,430 COMMITMENTS 2,464 1,720 1,685 93,136 94,025 97,285 97,430 145 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 455) -1,346 100 65 1,741 290 460 455 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.8 1.7 95.6 96.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 3 36 32 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,110 COMMITMENTS 600 1,520 0 19,835 19,590 20,435 21,110 675 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -85) -25 -50 -50 -10 15 -85 -85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 7.2 0.0 94.0 92.8 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 24 15 25 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,330 COMMITMENTS 550 465 0 18,280 18,865 18,830 19,330 500 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) 0 -50 0 0 50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.4 0.0 94.6 97.6 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 22 14 23 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 9,100 COMMITMENTS 220 0 90 8,245 8,495 8,555 8,585 545 515 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 645) 0 0 0 645 645 645 645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 1.0 90.6 93.4 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 17 18 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,658 COMMITMENTS 2,538 900 830 21,626 23,848 24,994 25,578 664 80 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 405) -1,950 -730 -320 2,908 1,535 638 485 -233 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.5 3.2 84.3 92.9 97.4 99.7 2.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 4 24 22 29 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,791 COMMITMENTS 4,500 0 35 12,705 17,744 17,240 17,779 551 12 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 51) 0 -610 -40 35 761 -5 111 56 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 0.0 0.2 71.4 99.7 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 20 21 22 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,918 COMMITMENTS 0 1,320 115 19,187 18,393 19,302 19,828 616 90 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 291) -5 -745 -1,295 1,731 2,331 431 291 -140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.6 96.3 92.3 96.9 99.5 3.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 28 23 29 26 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,224 COMMITMENTS 185 555 105 15,688 15,554 15,978 16,214 246 10 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 222) 80 -797 0 22 1,019 102 222 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 3.4 0.6 96.7 95.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 24 21 25 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,307 COMMITMENTS 0 75 0 10,853 10,887 10,853 10,962 454 345 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 0) 0 -675 0 0 650 0 -25 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 96.0 96.3 96.0 96.9 4.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 13 15 13 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,390 COMMITMENTS 0 2,770 280 11,070 8,340 11,350 11,390 40 0 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 125) -600 0 0 725 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.3 2.5 97.2 73.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 22 19 23 22 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,664 COMMITMENTS 820 200 430 6,874 7,924 8,124 8,554 540 110 CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 35) -900 0 0 935 35 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 2.3 5.0 79.3 91.5 93.8 98.7 6.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 14 17 16
Updated November 7, 2014