CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 18,610 COMMITMENTS 10,450 7,905 715 7,405 9,981 18,570 18,601 40 9 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.2 42.5 3.8 39.8 53.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 6 2 6 7 14 13 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,135 COMMITMENTS 5,985 6,519 2,250 14,900 14,366 23,135 23,135 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -35) -135 0 0 100 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 28.2 9.7 64.4 62.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 3 9 8 17 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,487,257 COMMITMENTS 459,783 389,447 956,112 3039851 3123547 4455746 4469106 31,511 18,151 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 27,565) 17,732 -4,725 -6,109 19,506 37,289 31,129 26,455 -3,564 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 8.7 21.3 67.7 69.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 30 47 60 140 107 209 175 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 520,730 COMMITMENTS 138,567 96,611 122,943 259,155 300,566 520,665 520,120 65 610 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 18,510) -3,251 -469 19,754 2,007 -775 18,510 18,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 18.6 23.6 49.8 57.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 21 12 24 38 34 69 60 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 230,122 COMMITMENTS 10,272 12,307 6,004 198,703 204,888 214,979 223,199 15,143 6,923 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,299) -761 5,223 251 9,583 6,099 9,073 11,573 -774 -3,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.3 2.6 86.3 89.0 93.4 97.0 6.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 7 5 34 32 41 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,435 COMMITMENTS 12,519 0 1,036 71,221 84,244 84,776 85,280 4,659 4,155 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,728) 2,501 0 -84 120 2,491 2,537 2,407 191 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 0.0 1.2 79.6 94.2 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 0 1 27 28 30 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,974 COMMITMENTS 7,401 11,806 4,670 197,063 188,408 209,134 204,884 6,840 11,090 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,454) 897 -454 1,219 1,158 -467 3,274 298 180 3,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 5.5 2.2 91.2 87.2 96.8 94.9 3.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 4 24 27 30 33 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 678,650 COMMITMENTS 30,842 13,865 15,509 623,989 641,581 670,340 670,955 8,310 7,695 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 19,176) 9,929 -7,519 -1,394 9,957 27,885 18,492 18,972 684 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 2.0 2.3 91.9 94.5 98.8 98.9 1.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 4 4 48 35 52 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,454 COMMITMENTS 0 13,166 252 257,085 240,401 257,337 253,819 7,117 10,635 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,769) 0 -1,392 -294 5,703 6,361 5,409 4,675 360 1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.1 97.2 90.9 97.3 96.0 2.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 3 1 33 31 34 34 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 261,754 COMMITMENTS 1,722 5,006 5,269 248,778 248,436 255,769 258,711 5,985 3,043 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,535) 162 261 115 8,685 9,415 8,962 9,791 -427 -1,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.9 2.0 95.0 94.9 97.7 98.8 2.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 5 5 34 41 39 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,251 COMMITMENTS 6,159 0 1,747 106,520 108,441 114,426 110,188 4,825 9,063 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 8,810) -563 0 84 9,771 7,258 9,292 7,342 -482 1,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 1.5 89.3 90.9 96.0 92.4 4.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 21 22 23 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,401 COMMITMENTS 0 2,880 4,325 92,170 91,004 96,495 98,209 12,906 11,192 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -3,057) 0 -190 128 -4,305 -3,123 -4,177 -3,185 1,120 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 4.0 84.2 83.2 88.2 89.8 11.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 22 19 23 20 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,773 COMMITMENTS 707 1,211 0 19,989 19,615 20,696 20,826 1,077 947 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,568) 0 0 0 1,456 1,288 1,456 1,288 112 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 5.6 0.0 91.8 90.1 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 10 17 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,745 COMMITMENTS 0 2,327 1,524 74,253 74,962 75,777 78,813 10,968 7,932 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,983) -287 1,175 -133 1,220 1,024 800 2,066 1,183 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 1.8 85.6 86.4 87.4 90.9 12.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 14 15 16 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 202,051 COMMITMENTS 0 0 0 191,235 195,986 191,235 195,986 10,816 6,065 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 516) 0 0 0 -114 454 -114 454 630 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.6 97.0 94.6 97.0 5.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 24 23 24 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,100 COMMITMENTS 0 0 0 73,972 79,012 73,972 79,012 10,128 5,088 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,578) 0 0 0 1,350 1,484 1,350 1,484 228 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.0 94.0 88.0 94.0 12.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 14 20 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 310,016 COMMITMENTS 0 248 0 302,700 299,410 302,700 299,658 7,316 10,358 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,914) 0 0 0 5,121 3,984 5,121 3,984 -1,207 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 97.6 96.6 97.6 96.7 2.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 1 0 45 34 45 35 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,203 COMMITMENTS 0 6,921 2,909 74,257 60,667 77,166 70,497 4,037 10,706 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,546) -256 -600 742 3,054 2,835 3,540 2,977 -994 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 3.6 91.4 74.7 95.0 86.8 5.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 3 20 17 23 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,382 COMMITMENTS 1,847 0 1,439 62,566 63,346 65,852 64,785 5,530 6,597 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,652) 230 -362 117 4,742 4,354 5,089 4,109 -437 543 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 2.0 87.6 88.7 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 2 15 14 17 16 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,811 COMMITMENTS 16,404 0 372 62,917 77,185 79,693 77,557 3,118 5,254 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.0 0.4 76.0 93.2 96.2 93.7 3.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 11 13 13 14 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,963 COMMITMENTS 21,685 1,457 428 43,814 63,937 65,927 65,822 1,036 1,141 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,352) 0 0 0 2,240 2,383 2,240 2,383 112 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 2.2 0.6 65.4 95.5 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 3 2 26 31 35 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,115 COMMITMENTS 806 7,820 248 58,782 51,191 59,836 59,259 279 856 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,744) 0 0 0 2,744 2,632 2,744 2,632 0 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 13.0 0.4 97.8 85.2 99.5 98.6 0.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 19 15 21 17 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,053 COMMITMENTS 809 30 1,188 151,647 152,709 153,644 153,927 7,409 7,126 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,346) -848 0 212 4,833 4,527 4,197 4,739 149 -393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.7 94.2 94.8 95.4 95.6 4.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 1 2 29 29 31 31 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,264 COMMITMENTS 0 3,005 1,653 99,177 93,465 100,830 98,123 4,434 7,141 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,201) 0 2,632 157 5,244 3,286 5,401 6,075 -200 -874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 1.6 94.2 88.8 95.8 93.2 4.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 22 26 24 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,943 COMMITMENTS 1,790 0 81 65,967 65,914 67,838 65,995 4,105 5,948 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,417) 487 -12 -825 437 996 99 159 1,318 1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.1 91.7 91.6 94.3 91.7 5.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 19 15 20 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,817 COMMITMENTS 0 15,388 0 91,650 81,281 91,650 96,669 8,167 3,148 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,909) 0 302 0 5,359 3,721 5,359 4,023 -450 886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.4 0.0 91.8 81.4 91.8 96.8 8.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 20 11 20 12 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,929 COMMITMENTS 922 329 28 21,678 21,840 22,628 22,197 301 732 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,632) 550 0 28 1,156 1,176 1,734 1,204 -102 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.4 0.1 94.5 95.3 98.7 96.8 1.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 11 16 13 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,046 COMMITMENTS 736 7,578 758 100,763 97,697 102,257 106,033 7,789 4,013 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -2,591) 165 -1,250 -116 -2,721 -797 -2,672 -2,163 81 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 6.9 0.7 91.6 88.8 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 18 14 20 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 207,508 COMMITMENTS 1,748 12,412 3,421 188,806 187,917 193,975 203,750 13,533 3,758 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,474) -3,088 214 594 5,579 3,670 3,085 4,478 1,389 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.0 1.6 91.0 90.6 93.5 98.2 6.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 2 2 33 30 35 34 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,724 COMMITMENTS 825 0 0 12,454 15,106 13,279 15,106 2,445 618 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,660) 0 0 0 2,436 2,352 2,436 2,352 224 308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 0.0 0.0 79.2 96.1 84.5 96.1 15.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 10 13 12 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,953 COMMITMENTS 0 0 0 28,893 29,951 28,893 29,951 2,060 1,002 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,604) 0 0 0 3,660 3,576 3,660 3,576 -56 28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 96.8 93.3 96.8 6.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 12 15 12 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 263,102 COMMITMENTS 0 17,093 2,197 249,487 239,679 251,684 258,969 11,418 4,133 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,116) 0 61 104 13,961 12,296 14,065 12,461 -1,949 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.8 94.8 91.1 95.7 98.4 4.3 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 4 3 38 36 41 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 80,085 COMMITMENTS 0 0 0 74,976 76,015 74,976 76,015 5,109 4,070 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,617) 0 0 0 4,063 6,169 4,063 6,169 554 -1,552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 94.9 93.6 94.9 6.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 20 21 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 95,351 COMMITMENTS 0 0 0 89,544 91,173 89,544 91,173 5,807 4,178 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,215) 0 0 0 1,519 1,215 1,519 1,215 -304 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.9 95.6 93.9 95.6 6.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 18 23 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 82,984 COMMITMENTS 0 0 0 78,662 79,106 78,662 79,106 4,322 3,878 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 3,331) 0 0 0 3,126 4,187 3,126 4,187 205 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 95.3 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 22 13 22 13 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 135,284 COMMITMENTS 16,341 10,062 10,753 107,262 113,910 134,356 134,725 928 559 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 777) 14 466 -128 829 373 715 711 62 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.4 7.9 79.3 84.2 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 9 13 47 47 62 64 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,788 COMMITMENTS 338 101 2,491 38,959 39,196 41,788 41,788 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 439) 102 -981 131 206 1,289 439 439 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.2 6.0 93.2 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 23 22 27 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 363,813 COMMITMENTS 16,242 5,048 27,031 320,540 331,734 363,813 363,813 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,433) 2,921 288 -288 3,800 6,433 6,433 6,433 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 1.4 7.4 88.1 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 20 20 22 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,460,599 COMMITMENTS 19,136 8,311 52,331 1389132 1399957 1460599 1460599 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 15,054) 3,618 -588 668 10,768 14,974 15,054 15,054 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.6 3.6 95.1 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 7 37 44 46 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,509 COMMITMENTS 3,334 1,077 3,395 39,759 42,016 46,488 46,488 21 21 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 893) -60 0 311 642 606 893 917 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.3 7.3 85.5 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 19 18 22 22 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 292,609 COMMITMENTS 5,983 33,735 24,064 262,562 234,810 292,609 292,609 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,774) -1,904 0 0 6,678 4,774 4,774 4,774 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 11.5 8.2 89.7 80.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 15 16 18 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 647,840 COMMITMENTS 17,171 17,968 16,973 613,696 612,899 647,840 647,840 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 766) -4,121 0 1,929 2,958 -1,163 766 766 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.8 2.6 94.7 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 25 27 29 29 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,851 COMMITMENTS 3,761 5,054 2,337 46,113 45,209 52,211 52,600 640 251 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 372) -390 40 146 699 144 455 330 -83 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 9.6 4.4 87.3 85.5 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 25 26 30 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,599 COMMITMENTS 130 0 370 60,519 60,924 61,019 61,294 580 305 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,020) 0 0 0 1,045 1,180 1,045 1,180 -25 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.6 98.2 98.9 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 27 20 28 21 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,425 COMMITMENTS 570 0 390 74,340 75,010 75,300 75,400 125 25 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,245) 100 0 0 1,145 1,300 1,245 1,300 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.5 98.6 99.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 1 29 22 31 23 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,410 COMMITMENTS 50 310 0 16,300 16,100 16,350 16,410 60 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 270) 0 0 0 270 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.9 0.0 99.3 98.1 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 16 18 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 266,088 COMMITMENTS 7,344 0 2,352 256,392 263,736 266,088 266,088 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,560) 352 0 0 2,208 2,560 2,560 2,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.9 96.4 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 18 25 19 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,225 COMMITMENTS 2,990 221 132 5,083 7,549 8,205 7,902 20 323 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 165) -8 92 8 165 65 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 2.7 1.6 61.8 91.8 99.8 96.1 0.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 16 18 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,850 COMMITMENTS 4,200 350 0 9,650 13,500 13,850 13,850 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -1,400) -600 250 0 -800 -1,650 -1,400 -1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 2.5 0.0 69.7 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 11 11 12 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,145 COMMITMENTS 0 460 0 18,145 17,685 18,145 18,145 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 0 21 19 21 21 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,830 COMMITMENTS 0 860 380 13,190 12,590 13,570 13,830 260 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 380) 0 0 0 380 380 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 2.7 95.4 91.0 98.1 100.0 1.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 19 22 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,797 COMMITMENTS 1,935 38 367 14,944 15,970 17,246 16,375 551 1,422 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,034) 26 0 0 986 994 1,012 994 22 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.2 2.1 84.0 89.7 96.9 92.0 3.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 25 24 27 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,882 COMMITMENTS 0 9,873 1,205 44,301 34,780 45,506 45,858 376 24 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -20) 0 -12 10 134 -18 144 -20 -164 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.5 2.6 96.6 75.8 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 2 32 32 34 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,807 COMMITMENTS 82 10,235 1,527 52,921 42,995 54,530 54,757 277 50 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 451) 0 322 10 446 113 456 445 -5 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 18.7 2.8 96.6 78.4 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 2 34 35 37 41 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,870 COMMITMENTS 600 80 0 42,980 43,765 43,580 43,845 290 25 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -320) 500 -1,225 0 -820 905 -320 -320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.0 98.0 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 26 14 27 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,245 COMMITMENTS 0 80 0 48,005 48,165 48,005 48,245 240 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -500) 0 -1,225 0 -500 725 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 99.5 99.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 27 15 27 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 380,173 COMMITMENTS 86,539 0 22,364 271,270 357,809 380,173 380,173 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 18,904) -1,000 0 0 19,904 18,904 18,904 18,904 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 0.0 5.9 71.4 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 27 28 31 29 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,184 COMMITMENTS 5,248 146 851 18,044 22,655 24,143 23,652 41 532 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 67) -113 0 90 175 256 152 346 -85 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 0.6 3.5 74.6 93.7 99.8 97.8 0.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 4 23 29 30 33 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 12,988 COMMITMENTS 447 408 1,155 11,386 11,425 12,988 12,988 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 360) 154 177 -77 283 260 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 3.1 8.9 87.7 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 15 9 17 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 549,233 COMMITMENTS 0 5,859 16,778 532,455 526,596 549,233 549,233 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 13,574) -426 5,859 -3,534 17,534 11,249 13,574 13,574 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 3.1 96.9 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 24 17 25 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,457 COMMITMENTS 8,688 0 2,815 37,593 46,160 49,096 48,975 361 482 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 76) -63 0 -81 264 117 120 36 -44 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.0 5.7 76.0 93.3 99.3 99.0 0.7 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 2 22 17 26 19 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,579 COMMITMENTS 5,136 0 298 10,382 15,342 15,816 15,640 763 939 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -66) 50 0 -66 -70 0 -86 -66 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 0.0 1.8 62.6 92.5 95.4 94.3 4.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 2 16 20 21 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 238,664 COMMITMENTS 45,878 0 1,224 191,562 237,440 238,664 238,664 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 13,120) 14,176 0 -1,408 352 14,528 13,120 13,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 0.5 80.3 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 1 14 18 17 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,818 COMMITMENTS 1,484 586 330 10,878 11,605 12,692 12,521 126 297 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 663) -66 44 66 663 553 663 663 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 4.6 2.6 84.9 90.5 99.0 97.7 1.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 18 19 20 23 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 118,292 COMMITMENTS 12,409 0 799 105,084 117,493 118,292 118,292 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 0.0 0.7 88.8 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 18 17 21 18 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,559 COMMITMENTS 0 2,364 1,336 20,199 17,859 21,535 21,559 24 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -78) 0 202 -154 76 -126 -78 -78 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.0 6.2 93.7 82.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 16 18 18 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,630 COMMITMENTS 0 900 0 19,235 18,730 19,235 19,630 395 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 0.0 98.0 95.4 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 12 20 13 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,035 COMMITMENTS 0 900 0 15,650 15,135 15,650 16,035 385 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.6 0.0 97.6 94.4 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 10 19 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,070 COMMITMENTS 0 100 0 24,070 23,910 24,070 24,010 0 60 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 -4,550 0 0 4,550 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.3 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 11 21 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,035 COMMITMENTS 0 0 0 16,035 16,035 16,035 16,035 0 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 -2,550 -50 50 2,600 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 8 19 8 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,225 COMMITMENTS 50 0 0 16,155 17,105 16,205 17,105 1,020 120 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 93.8 99.3 94.1 99.3 5.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 9 14 9 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,610 COMMITMENTS 200 50 0 16,725 17,560 16,925 17,610 685 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 180) 0 0 0 120 180 120 180 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.0 95.0 99.7 96.1 100.0 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 10 22 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,265 COMMITMENTS 200 25 0 17,380 18,240 17,580 18,265 685 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 250) 0 0 0 190 250 190 250 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.1 0.0 95.2 99.9 96.2 100.0 3.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 10 24 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 104,878 COMMITMENTS 1,715 628 517 102,486 103,733 104,718 104,878 160 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 831) 0 -285 0 841 1,116 841 831 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.6 0.5 97.7 98.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 2 2 35 29 38 32 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 133,955 COMMITMENTS 3,589 75 420 129,876 133,460 133,885 133,955 70 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,299) -125 -310 100 1,314 1,509 1,289 1,299 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.1 0.3 97.0 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 2 37 36 42 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 156,311 COMMITMENTS 24,137 8,462 5,695 126,217 142,010 156,049 156,167 262 144 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 2,341) -127 37 215 2,225 2,075 2,313 2,327 28 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 5.4 3.6 80.7 90.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 8 6 8 39 35 50 46 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,393 COMMITMENTS 2,771 2,240 1,409 92,033 92,744 96,213 96,393 180 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 820) 300 20 0 520 800 820 820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.3 1.5 95.5 96.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 4 4 3 37 31 42 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,915 COMMITMENTS 375 940 25 16,005 15,820 16,405 16,785 510 130 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 235) -25 0 25 235 200 235 225 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 5.6 0.1 94.6 93.5 97.0 99.2 3.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 23 13 24 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,180 COMMITMENTS 1,175 315 0 14,630 15,745 15,805 16,060 375 120 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 285) 25 0 0 250 285 275 285 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.9 0.0 90.4 97.3 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 12 19 13 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 16,555 COMMITMENTS 0 415 325 15,205 14,855 15,530 15,595 1,025 960 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 600) 0 300 0 600 300 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 2.0 91.8 89.7 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,905 COMMITMENTS 3,798 3,240 650 26,928 27,994 31,376 31,884 529 21 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 652) 0 70 0 652 582 652 652 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 10.2 2.0 84.4 87.7 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 19 22 23 24 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,512 COMMITMENTS 4,955 0 0 14,859 20,224 19,814 20,224 698 288 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 745) 445 0 0 315 795 760 795 -15 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 0.0 0.0 72.4 98.6 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 17 20 19 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,554 COMMITMENTS 256 644 140 23,935 23,702 24,331 24,486 223 68 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,108) 256 21 -256 1,108 1,343 1,108 1,108 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.6 0.6 97.5 96.5 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 2 27 23 30 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,146 COMMITMENTS 242 880 158 21,618 21,108 22,018 22,146 128 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -84) 0 0 0 -84 -84 -84 -84 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 4.0 0.7 97.6 95.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 25 21 26 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,935 COMMITMENTS 0 1,120 0 14,752 13,815 14,752 14,935 183 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 98.8 92.5 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 15 13 15 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,840 COMMITMENTS 0 210 0 9,510 9,570 9,510 9,780 330 60 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.0 96.6 97.3 96.6 99.4 3.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 13 15 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,975 COMMITMENTS 50 3,455 465 21,340 17,965 21,855 21,885 120 90 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 1,120) 0 0 125 995 995 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 15.7 2.1 97.1 81.8 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 1 26 27 28 30 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 6,340 COMMITMENTS 75 0 0 6,135 6,340 6,210 6,340 130 0 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 55) 0 0 0 175 105 175 105 -120 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 96.8 100.0 97.9 100.0 2.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 13 19 13 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 01/20/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,845 COMMITMENTS 920 350 460 7,915 8,935 9,295 9,745 550 100 CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 80) 0 0 0 200 80 200 80 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 3.6 4.7 80.4 90.8 94.4 99.0 5.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 12 17 14
Updated January 23, 2015