CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 15,205 COMMITMENTS 5,541 4,684 2,770 6,855 7,724 15,166 15,178 39 27 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 172) 5 0 150 -8 22 147 172 25 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 30.8 18.2 45.1 50.8 99.7 99.8 0.3 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,098 COMMITMENTS 10,144 6,144 1,751 12,203 16,203 24,098 24,098 0 -0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 10) -1 350 1 10 -341 10 10 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.1 25.5 7.3 50.6 67.2 100.0 100.0 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 24,795 COMMITMENTS 1,445 1,409 3,209 20,142 20,178 24,795 24,795 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 4,961) -377 -370 1,041 4,297 4,290 4,961 4,961 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 5.7 12.9 81.2 81.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 3 12 9 17 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,482,944 COMMITMENTS 599,417 339,151 952,645 2903687 3179046 4455749 4470842 27,195 12,102 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 205,437) 107,869 -22,743 71,047 28,617 155,922 207,533 204,226 -2,096 1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.6 21.3 64.8 70.9 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 43 28 56 142 117 209 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,321,768 COMMITMENTS 70,463 65,126 1210957 1039851 1044801 2321271 2320884 497 884 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 158,280) -10,451 -8,049 138,995 29,915 27,388 158,459 158,334 -179 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.8 52.2 44.8 45.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 28 18 41 54 56 98 99 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,875 COMMITMENTS 13,303 8,429 5,720 174,861 189,112 193,884 203,261 14,991 5,614 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -11,322) 1,499 416 -1,187 -11,611 -10,376 -11,299 -11,147 -23 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 4.0 2.7 83.7 90.5 92.8 97.3 7.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 5 3 33 34 39 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 95,283 COMMITMENTS 4,679 0 1,425 84,067 90,122 90,171 91,547 5,112 3,736 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -8,077) -4,202 0 450 -2,034 -8,181 -5,786 -7,731 -2,291 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.0 1.5 88.2 94.6 94.6 96.1 5.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 0 2 27 24 31 26 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 205,291 COMMITMENTS 17,126 14,931 1,526 179,648 179,966 198,300 196,423 6,991 8,868 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -21,123) -2,666 1,141 -1,859 -17,450 -21,438 -21,975 -22,156 852 1,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 7.3 0.7 87.5 87.7 96.6 95.7 3.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 2 29 28 34 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 668,442 COMMITMENTS 12,603 6,960 17,931 632,733 637,110 663,267 662,001 5,175 6,441 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 16,575) 1,231 -807 559 14,297 14,496 16,087 14,248 488 2,327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.0 2.7 94.7 95.3 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 3 4 5 51 37 57 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,617 COMMITMENTS 7,680 14,577 2,614 234,397 229,090 244,691 246,281 6,926 5,336 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -9,685) -3,322 1,082 1,617 -7,259 -6,961 -8,964 -4,262 -721 -5,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 5.8 1.0 93.2 91.0 97.2 97.9 2.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 4 32 30 38 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 244,648 COMMITMENTS 1,262 3,172 4,623 233,132 228,755 239,017 236,550 5,631 8,098 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -14,112) -929 -551 145 -14,168 -13,950 -14,952 -14,356 840 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.3 1.9 95.3 93.5 97.7 96.7 2.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 3 4 35 44 39 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 99,295 COMMITMENTS 5,190 1,750 1,043 88,227 83,235 94,460 86,028 4,835 13,267 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,418) 2,238 1,750 -762 -3,470 -8,333 -1,994 -7,345 -1,424 3,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 1.8 1.1 88.9 83.8 95.1 86.6 4.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 18 21 20 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,517 COMMITMENTS 179 2,004 5,474 83,370 90,909 89,023 98,387 13,494 4,130 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,532) 179 -1,137 280 -2,898 -2,837 -2,439 -3,694 -1,093 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.0 5.3 81.3 88.7 86.8 96.0 13.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 20 19 22 21 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,677 COMMITMENTS 1,275 4,080 709 75,069 71,408 77,053 76,197 6,624 7,480 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -5,718) 298 1,943 -919 -5,061 -6,698 -5,682 -5,674 -36 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.9 0.8 89.7 85.3 92.1 91.1 7.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 216,008 COMMITMENTS 0 3,652 0 207,808 205,503 207,808 209,155 8,200 6,853 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,449) -331 -1,745 0 -6,011 -5,064 -6,342 -6,809 -107 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 96.2 95.1 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 1 0 28 27 28 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,983 COMMITMENTS 0 0 0 83,108 86,748 83,108 86,748 8,875 5,235 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,537) 0 0 0 -5,875 -4,069 -5,875 -4,069 1,338 -468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 94.3 90.4 94.3 9.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 21 17 21 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 317,584 COMMITMENTS 496 0 0 309,887 310,181 310,383 310,181 7,201 7,403 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -13,771) -148 0 0 -14,792 -11,884 -14,940 -11,884 1,169 -1,887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 97.6 97.7 97.7 97.7 2.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 1 0 0 47 36 48 36 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,577 COMMITMENTS 2,548 3,790 2,294 59,729 56,139 64,571 62,223 5,006 7,354 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -158) -157 -1,414 240 267 1,315 350 141 -508 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 5.4 3.3 85.8 80.7 92.8 89.4 7.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 19 23 21 25 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,874 COMMITMENTS 3,151 0 1,800 56,700 57,321 61,651 59,121 4,223 6,753 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,736) 1,576 -469 -1,153 -3,781 -622 -3,358 -2,244 -1,378 -2,492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 2.7 86.1 87.0 93.6 89.7 6.4 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 15 18 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,673 COMMITMENTS 16,814 1,452 0 67,961 80,442 84,775 81,894 2,898 5,779 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -40,964) -10,268 1,452 -1,452 -27,023 -36,442 -38,743 -36,442 -2,221 -4,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 1.7 0.0 77.5 91.8 96.7 93.4 3.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 12 15 13 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,039 COMMITMENTS 25,748 4,350 1,452 45,149 64,441 72,349 70,243 690 2,796 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -44,250) -2,213 -6,580 -60 -42,184 -37,969 -44,457 -44,609 207 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 6.0 2.0 61.8 88.2 99.1 96.2 0.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 1 1 24 27 28 29 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,476 COMMITMENTS 480 6,280 0 50,212 44,562 50,692 50,842 784 634 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -15,283) 0 0 0 -14,281 -14,287 -14,281 -14,287 -1,002 -996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 12.2 0.0 97.5 86.6 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 13 18 14 19 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 166,422 COMMITMENTS 1,353 0 0 154,982 157,145 156,335 157,145 10,087 9,277 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,192) -331 -49 -890 -4,538 -4,304 -5,759 -5,243 -433 -949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 93.1 94.4 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 0 30 28 32 28 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,245 COMMITMENTS 756 1,818 1,926 46,996 46,713 49,678 50,457 5,567 4,788 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,941) -51 -280 -665 -3,649 -3,480 -4,365 -4,425 -576 -516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.3 3.5 85.1 84.6 89.9 91.3 10.1 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 14 17 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,083 COMMITMENTS 1,528 1,157 1,978 100,945 97,181 104,451 100,316 2,632 6,767 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -5,081) 1,528 -1,275 -1,227 -4,747 -2,644 -4,446 -5,146 -635 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.1 1.8 94.3 90.8 97.5 93.7 2.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 18 26 20 28 NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY Code-0233BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,722 COMMITMENTS 3,534 478 0 25,693 27,008 29,227 27,486 1,495 3,236 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 1.6 0.0 83.6 87.9 95.1 89.5 4.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 15 12 16 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,823 COMMITMENTS 4,101 714 52 77,399 80,648 81,552 81,414 5,271 5,409 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -8,575) 2,333 -273 -723 -8,860 -6,755 -7,250 -7,751 -1,325 -824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.8 0.1 89.1 92.9 93.9 93.8 6.1 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 19 17 21 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,930 COMMITMENTS 1,001 13,478 812 113,274 107,481 115,087 121,771 7,843 1,159 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -8,999) 1,001 -8,949 -1,509 -8,539 1,634 -9,047 -8,824 48 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 11.0 0.7 92.1 87.4 93.6 99.1 6.4 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 16 19 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,961 COMMITMENTS 2,862 10,303 4,209 190,202 191,885 197,273 206,397 15,688 6,564 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -14,811) 2,449 -3,078 -1,677 -18,529 -7,375 -17,757 -12,130 2,946 -2,681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.8 2.0 89.3 90.1 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 3 32 28 35 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,644 COMMITMENTS 480 2,220 0 17,462 17,124 17,942 19,344 1,702 300 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -12,803) -2,044 62 -62 -9,422 -12,555 -11,528 -12,555 -1,275 -248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 11.3 0.0 88.9 87.2 91.3 98.5 8.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 0 10 10 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 257,406 COMMITMENTS 2,909 23,623 1,492 243,633 227,266 248,034 252,381 9,372 5,025 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -17,709) 237 -1,299 -377 -17,824 -16,134 -17,964 -17,810 255 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 9.2 0.6 94.6 88.3 96.4 98.0 3.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 5 4 38 33 43 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 65,893 COMMITMENTS 2,849 0 0 59,544 61,402 62,393 61,402 3,500 4,491 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,302) 300 0 0 -1,892 -4,423 -1,592 -4,423 -1,710 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.0 0.0 90.4 93.2 94.7 93.2 5.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 18 20 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 78,698 COMMITMENTS 0 0 0 74,875 73,686 74,875 73,686 3,823 5,012 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,484) 0 0 0 -4,380 -2,270 -4,380 -2,270 896 -1,214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.1 93.6 95.1 93.6 4.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 15 20 15 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 64,091 COMMITMENTS 0 0 0 58,002 58,477 58,002 58,477 6,089 5,614 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,568) 0 0 0 -4,284 -1,313 -4,284 -1,313 716 -2,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.5 91.2 90.5 91.2 9.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 12 19 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 148,491 COMMITMENTS 16,907 9,288 16,663 113,806 121,858 147,376 147,809 1,114 682 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,322) 604 367 -1,185 -2,544 -1,604 -3,125 -2,422 803 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 6.3 11.2 76.6 82.1 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 9 10 18 52 54 71 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,055 COMMITMENTS 3,092 885 2,438 35,501 37,708 41,031 41,031 24 24 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,193) 462 -64 -125 -1,527 -1,001 -1,190 -1,190 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 2.2 5.9 86.5 91.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 25 22 28 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 337,694 COMMITMENTS 27,232 0 20,674 289,788 317,020 337,694 337,694 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,837) 4,760 0 -4,760 -4,837 -77 -4,837 -4,837 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 6.1 85.8 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 16 17 19 18 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,406,362 COMMITMENTS 17,000 26,433 56,310 1333052 1323619 1406362 1406362 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -67,773) -376 -775 -2,256 -65,141 -64,742 -67,773 -67,773 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.9 4.0 94.8 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 3 7 40 44 49 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 50,528 COMMITMENTS 1,754 1,304 5,966 42,789 43,214 50,508 50,484 20 44 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,915) -232 -595 -302 -2,382 -1,776 -2,916 -2,673 1 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 2.6 11.8 84.7 85.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 19 20 22 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 272,176 COMMITMENTS 656 55,578 8,461 263,059 208,137 272,176 272,176 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -24,013) 0 1,569 -2,824 -21,189 -22,758 -24,013 -24,013 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 20.4 3.1 96.7 76.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 14 15 16 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 609,426 COMMITMENTS 42,397 6,463 22,991 544,038 579,972 609,426 609,426 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -18,816) -3,793 -2,664 3,448 -18,471 -19,600 -18,816 -18,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.1 3.8 89.3 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 2 28 28 33 30 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,464 COMMITMENTS 5,596 6,285 2,408 42,602 42,027 50,606 50,720 858 744 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,550) -656 132 -259 -1,587 -2,397 -2,502 -2,524 -48 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 12.2 4.7 82.8 81.7 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 24 29 29 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,081 COMMITMENTS 500 0 0 43,457 44,610 43,957 44,610 1,124 471 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -554) 200 0 0 -983 -620 -783 -620 229 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 96.4 99.0 97.5 99.0 2.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 23 20 25 20 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,731 COMMITMENTS 405 0 300 56,057 57,065 56,762 57,365 969 366 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,545) 405 -70 70 -2,249 -1,551 -1,774 -1,551 229 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.5 97.1 98.8 98.3 99.4 1.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 1 30 20 31 21 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,675 COMMITMENTS 100 110 0 11,575 11,565 11,675 11,675 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,425) 100 0 -50 -1,475 -1,325 -1,425 -1,375 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.9 0.0 99.1 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 20 17 21 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 277,448 COMMITMENTS 10,056 0 3,552 263,840 273,896 277,448 277,448 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -15,072) -1,896 0 0 -13,176 -15,072 -15,072 -15,072 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 1.3 95.1 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 1 23 21 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,332 COMMITMENTS 3,114 0 41 5,057 7,971 8,212 8,012 120 320 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -766) -227 -43 -3 -469 -953 -699 -999 -67 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.4 0.0 0.5 60.7 95.7 98.6 96.2 1.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 1 14 16 18 17 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,275 COMMITMENTS 4,225 0 100 11,950 16,175 16,275 16,275 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,850) -350 0 -50 -1,450 -1,800 -1,850 -1,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.0 0.6 73.4 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 14 10 16 12 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 5,280 COMMITMENTS 50 0 0 4,690 5,280 4,740 5,280 540 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.0 0.0 88.8 100.0 89.8 100.0 10.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 15 11 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,865 COMMITMENTS 90 75 40 17,495 17,670 17,625 17,785 240 80 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,250) -100 -50 0 -2,150 -2,055 -2,250 -2,105 0 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.4 0.2 97.9 98.9 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 22 23 23 26 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,274 COMMITMENTS 0 690 360 12,664 11,984 13,024 13,034 250 240 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -397) 0 -10 0 -372 -387 -372 -397 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 2.7 95.4 90.3 98.1 98.2 1.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 21 20 22 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,744 COMMITMENTS 1,122 79 598 14,178 14,649 15,898 15,326 846 1,418 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -824) 61 0 -46 -794 -709 -779 -755 -45 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.5 3.6 84.7 87.5 94.9 91.5 5.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 24 20 26 22 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,339 COMMITMENTS 0 10,433 1,096 42,004 31,797 43,100 43,326 239 13 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -284) 0 -183 46 -316 103 -270 -34 -14 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.1 2.5 96.9 73.4 99.4 100.0 0.6 0.0 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,700 COMMITMENTS 170 9,885 1,632 49,469 40,149 51,271 51,666 429 34 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 484) 0 1,197 -213 389 -506 176 478 308 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 19.1 3.2 95.7 77.7 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 5 2 35 36 39 41 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,585 COMMITMENTS 200 1,455 0 29,195 28,060 29,395 29,515 190 70 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,705) 0 -80 0 -3,705 -3,625 -3,705 -3,705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 4.9 0.0 98.7 94.8 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 25 17 26 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,215 COMMITMENTS 20 1,460 80 36,915 35,675 37,015 37,215 200 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,885) 0 -85 0 -4,660 -4,800 -4,660 -4,885 -225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 3.9 0.2 99.2 95.9 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 30 18 31 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 388,737 COMMITMENTS 77,679 0 24,453 286,605 364,284 388,737 388,737 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -24,513) -707 0 -1,920 -21,886 -22,593 -24,513 -24,513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.0 6.3 73.7 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 1 28 30 32 31 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 26,354 COMMITMENTS 6,123 110 866 19,223 25,041 26,212 26,017 142 337 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,716) -26 -17 -28 -2,388 -2,648 -2,442 -2,693 -274 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 0.4 3.3 72.9 95.0 99.5 98.7 0.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 1 6 27 33 35 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,823 COMMITMENTS 728 71 1,238 12,857 13,490 14,823 14,799 0 24 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,596) -56 -282 66 -1,336 -1,380 -1,326 -1,596 -270 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 0.5 8.4 86.7 91.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 20 11 23 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 547,317 COMMITMENTS 5,459 0 21,587 520,271 525,730 547,317 547,317 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,213) -792 0 -1,128 -1,293 -2,085 -3,213 -3,213 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 3.9 95.1 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,346 COMMITMENTS 10,075 0 2,175 36,651 46,669 48,901 48,844 445 502 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -775) -276 0 10 -613 -501 -879 -491 104 -284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.0 4.4 74.3 94.6 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 2 20 18 24 20 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 57,459 COMMITMENTS 0 3,904 0 57,459 53,555 57,459 57,459 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,376) 0 0 0 -3,376 -3,376 -3,376 -3,376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.0 100.0 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 13 10 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,003 COMMITMENTS 6,186 38 295 10,396 16,313 16,877 16,646 126 357 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,215) -29 0 -46 -1,117 -1,123 -1,192 -1,169 -23 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 0.2 1.7 61.1 95.9 99.3 97.9 0.7 2.1 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 184,060 COMMITMENTS 42,530 0 392 141,138 183,668 184,060 184,060 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -12,768) -4,504 0 0 -8,264 -12,768 -12,768 -12,768 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.0 0.2 76.7 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 21 21 24 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,473 COMMITMENTS 2,021 164 123 9,244 11,003 11,388 11,290 85 183 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -988) -637 -46 44 -349 -705 -942 -707 -46 -281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.4 1.1 80.6 95.9 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 1 2 21 22 26 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 115,906 COMMITMENTS 6,777 0 1,935 107,194 113,971 115,906 115,906 0 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,627) -1,135 0 759 -3,251 -4,386 -3,627 -3,627 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.0 1.7 92.5 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 17 22 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,548 COMMITMENTS 0 1,648 1,608 19,892 18,292 21,500 21,548 48 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 333) 0 -104 0 333 437 333 333 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 7.5 92.3 84.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 17 13 18 14 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| 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 11/04/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 136,210 COMMITMENTS 17 970 2,506 10,519 9,566 13,042 13,042 123,168 123,168 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 11,099) -154 -118 102 127 -11 75 -27 11,024 11,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 1.8 7.7 7.0 9.6 9.6 90.4 90.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 4 17 18 21 23 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,640 COMMITMENTS 0 950 25 20,070 19,665 20,095 20,640 545 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -870) 0 25 -25 -830 -870 -855 -870 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.1 97.2 95.3 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,920 COMMITMENTS 0 1,000 0 17,385 16,920 17,385 17,920 535 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -880) 0 0 0 -865 -880 -865 -880 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.0 97.0 94.4 97.0 100.0 3.0 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,375 COMMITMENTS 100 6,000 0 22,275 16,175 22,375 22,175 0 200 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -125) 0 600 0 -125 -715 -125 -115 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 26.8 0.0 99.6 72.3 100.0 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,210 COMMITMENTS 0 0 0 13,210 13,070 13,210 13,070 0 140 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -570) 0 0 0 -570 -560 -570 -560 0 -10 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,360 COMMITMENTS 50 50 0 18,695 19,310 18,745 19,360 615 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,420) 0 0 0 -1,400 -1,420 -1,400 -1,420 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.0 96.6 99.7 96.8 100.0 3.2 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,195 COMMITMENTS 200 0 0 18,210 19,195 18,410 19,195 785 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -660) 200 0 0 -820 -660 -620 -660 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 94.9 100.0 95.9 100.0 4.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 20 10 21 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,320 COMMITMENTS 250 0 0 19,185 20,320 19,435 20,320 885 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -763) 250 0 0 -983 -763 -733 -763 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 0.0 0.0 94.4 100.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 23 11 24 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,730 COMMITMENTS 2,890 425 400 104,235 106,895 107,525 107,720 205 10 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,380) -455 -45 250 -6,115 -6,585 -6,320 -6,380 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.4 0.4 96.8 99.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 1 3 34 35 37 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 131,165 COMMITMENTS 4,460 705 300 126,345 130,150 131,105 131,155 60 10 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -7,961) -560 -100 50 -7,390 -7,921 -7,900 -7,971 -61 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.5 0.2 96.3 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 2 3 43 37 47 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 160,058 COMMITMENTS 20,484 2,910 7,920 130,842 148,316 159,246 159,146 812 912 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -6,726) 297 -1,896 -1,151 -6,079 -3,939 -6,932 -6,985 205 259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 1.8 4.9 81.7 92.7 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 11 3 10 43 38 57 48 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 94,531 COMMITMENTS 2,299 1,670 1,671 90,421 91,190 94,391 94,531 140 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -2,899) -165 -50 -14 -2,715 -2,835 -2,894 -2,899 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.8 1.8 95.7 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 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,550 COMMITMENTS 550 1,395 0 18,355 18,155 18,905 19,550 645 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,560) -50 -125 0 -1,480 -1,435 -1,530 -1,560 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 7.1 0.0 93.9 92.9 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 23 15 24 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,045 COMMITMENTS 550 415 0 17,015 17,630 17,565 18,045 480 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -1,285) 0 -50 0 -1,265 -1,235 -1,265 -1,285 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.3 0.0 94.3 97.7 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 14 22 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 9,300 COMMITMENTS 220 0 90 8,625 8,630 8,935 8,720 365 580 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 200) 0 0 0 380 135 380 135 -180 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 1.0 92.7 92.8 96.1 93.8 3.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 1 18 18 19 19 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,295 COMMITMENTS 2,573 850 795 22,392 24,650 25,760 26,295 535 0 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 637) 35 -50 -35 766 802 766 717 -129 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 3.2 3.0 85.2 93.7 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 4 25 23 30 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,044 COMMITMENTS 4,325 0 35 13,128 17,997 17,488 18,032 556 12 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 253) -175 0 0 423 253 248 253 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.0 0.2 72.8 99.7 96.9 99.9 3.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 18 21 20 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,241 COMMITMENTS 0 1,335 110 19,626 18,721 19,736 20,166 505 75 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 323) 0 15 -5 439 328 434 338 -111 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.5 97.0 92.5 97.5 99.6 2.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 27 22 28 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,947 COMMITMENTS 135 555 155 16,542 16,227 16,832 16,937 115 10 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 723) -50 0 50 854 673 854 723 -131 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.3 0.9 97.6 95.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 24 22 25 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,267 COMMITMENTS 0 75 0 11,858 11,872 11,858 11,947 409 320 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 960) 0 0 0 1,005 985 1,005 985 -45 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 96.7 96.8 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,555 COMMITMENTS 0 2,675 375 10,985 8,415 11,360 11,465 195 90 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 165) 0 -95 95 -85 75 10 75 155 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.2 3.2 95.1 72.8 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 1 23 23 24 26 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,567 COMMITMENTS 735 200 465 6,827 7,802 8,027 8,467 540 100 CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -97) -85 0 35 -47 -122 -97 -87 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 2.3 5.4 79.7 91.1 93.7 98.8 6.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 16 14 17 16
Updated November 14, 2014