CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 15,926 COMMITMENTS 8,046 4,582 795 7,019 10,539 15,860 15,916 66 10 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 401) 400 171 -20 19 240 399 391 2 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 28.8 5.0 44.1 66.2 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 9 6 1 5 7 15 13 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 26,170 COMMITMENTS 4,055 7,469 1,000 21,115 17,701 26,170 26,170 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 20) 20 0 0 0 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 28.5 3.8 80.7 67.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 1 9 7 17 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,423,956 COMMITMENTS 410,441 287,778 945,169 3035751 3175620 4391361 4408567 32,595 15,389 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -18,045) 22,644 -19,652 -7,219 -29,041 11,801 -13,616 -15,070 -4,429 -2,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 6.5 21.4 68.6 71.8 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 31 46 61 140 117 208 189 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 668,287 COMMITMENTS 167,696 87,428 177,563 292,992 323,316 638,251 588,307 30,036 79,980 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 83,078) -6,775 -59,963 30,071 29,875 33,561 53,171 3,669 29,907 79,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 13.1 26.6 43.8 48.4 95.5 88.0 4.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 24 18 26 38 36 77 65 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,903 COMMITMENTS 7,659 10,867 5,408 221,128 227,987 234,195 244,262 12,708 2,641 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,651) -313 -2,920 -358 3,014 5,447 2,343 2,169 -692 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.4 2.2 89.6 92.3 94.9 98.9 5.1 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 4 37 34 43 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,267 COMMITMENTS 15,670 3,034 2,424 87,208 102,802 105,302 108,260 5,965 3,007 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 7,212) 2,408 -276 -82 3,936 7,356 6,262 6,998 950 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.7 2.2 78.4 92.4 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 2 31 30 36 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 238,125 COMMITMENTS 4,250 10,747 4,155 222,759 215,955 231,164 230,857 6,961 7,268 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 13,677) 428 2,020 410 12,106 11,522 12,944 13,952 733 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.5 1.7 93.5 90.7 97.1 96.9 2.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 4 26 30 30 36 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 723,125 COMMITMENTS 45,025 19,601 12,124 659,658 680,563 716,807 712,288 6,318 10,837 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 27,155) 1,663 6,221 -2,262 29,704 24,007 29,105 27,966 -1,950 -811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 2.7 1.7 91.2 94.1 99.1 98.5 0.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 3 4 51 38 55 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 269,403 COMMITMENTS 210 16,367 1,629 260,579 242,669 262,418 260,665 6,985 8,738 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,257) -346 -1,684 503 961 3,984 1,118 2,803 139 -1,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 6.1 0.6 96.7 90.1 97.4 96.8 2.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 3 2 34 31 36 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,909 COMMITMENTS 0 6,939 4,792 264,392 257,484 269,184 269,215 5,725 5,694 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,847) 0 1,518 -540 6,785 492 6,245 1,470 -3,398 1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.7 96.2 93.7 97.9 97.9 2.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 4 3 38 40 41 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 125,631 COMMITMENTS 2,378 341 4,068 114,356 112,948 120,802 117,357 4,829 8,274 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,605) -616 -727 2,041 1,097 2,032 2,522 3,346 83 -741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.3 3.2 91.0 89.9 96.2 93.4 3.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 2 22 21 24 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,415 COMMITMENTS 230 2,956 4,810 100,016 101,807 105,056 109,573 11,359 6,842 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 4,696) -331 453 -118 5,808 4,675 5,359 5,010 -663 -314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.5 4.1 85.9 87.5 90.2 94.1 9.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 4 3 24 21 27 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,273 COMMITMENTS 0 1,176 0 19,273 18,401 19,273 19,577 1,000 696 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,643) 0 0 0 1,426 1,457 1,426 1,457 217 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 0.0 95.1 90.8 95.1 96.6 4.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 19 13 19 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,061 COMMITMENTS 902 1,371 2,192 79,426 80,867 82,520 84,430 9,541 7,631 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 523) -823 -276 449 542 1,175 168 1,348 355 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.5 2.4 86.3 87.8 89.6 91.7 10.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 16 17 18 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 202,519 COMMITMENTS 0 0 0 189,926 196,664 189,926 196,664 12,593 5,855 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,267) 0 -1,988 0 2,003 2,643 2,003 655 -736 612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 97.1 93.8 97.1 6.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 25 23 25 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,375 COMMITMENTS 0 0 0 72,285 81,655 72,285 81,655 13,090 3,720 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 538) 0 0 0 538 259 538 259 0 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.7 95.6 84.7 95.6 15.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 15 19 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 328,727 COMMITMENTS 0 624 0 321,630 323,572 321,630 324,196 7,097 4,531 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 15,454) 0 624 0 15,274 15,442 15,274 16,066 180 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 97.8 98.4 97.8 98.6 2.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 0 1 0 45 38 45 39 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 82,893 COMMITMENTS 0 5,288 2,764 73,777 65,534 76,541 73,586 6,352 9,307 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,019) -1,217 647 532 2,122 464 1,437 1,643 -418 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 3.3 89.0 79.1 92.3 88.8 7.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 2 20 22 22 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,950 COMMITMENTS 2,063 0 1,486 61,440 62,059 64,989 63,545 5,961 7,405 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -929) -1 -991 -426 -1,558 -1,163 -1,985 -2,580 1,056 1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 2.1 86.6 87.5 91.6 89.6 8.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 15 13 17 15 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,191 COMMITMENTS 10,919 651 868 76,550 84,322 88,337 85,841 2,854 5,350 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 14,342) -1,241 651 868 14,188 12,065 13,815 13,584 527 758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.7 1.0 83.9 92.5 96.9 94.1 3.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 1 16 23 19 25 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,634 COMMITMENTS 11,901 2,919 1,652 59,705 68,805 73,258 73,376 1,376 1,258 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 13,081) -1,419 399 1,232 13,226 11,209 13,039 12,840 42 241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 3.9 2.2 80.0 92.2 98.2 98.3 1.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 3 3 30 34 36 39 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 56,753 COMMITMENTS 0 6,356 0 56,210 49,109 56,210 55,465 543 1,288 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 12,135) 0 0 0 12,160 11,949 12,160 11,949 -25 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.2 0.0 99.0 86.5 99.0 97.7 1.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 20 20 20 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 159,620 COMMITMENTS 2,267 6,788 453 153,519 144,731 156,239 151,972 3,381 7,648 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 7,296) 1,218 3,694 -548 7,669 5,665 8,339 8,811 -1,043 -1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 4.3 0.3 96.2 90.7 97.9 95.2 2.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 32 33 33 35 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,917 COMMITMENTS 1,712 2,481 1,734 51,326 52,336 54,772 56,551 8,145 6,366 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -55) -251 2,481 -1,151 1,403 -1,416 1 -86 -56 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.9 2.8 81.6 83.2 87.1 89.9 12.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 14 18 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,881 COMMITMENTS 0 5,283 2,414 112,873 106,404 115,287 114,101 5,594 6,780 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 5,810) 0 3,001 -780 6,160 3,943 5,380 6,164 430 -354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 2.0 93.4 88.0 95.4 94.4 4.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 25 29 27 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,633 COMMITMENTS 2,396 734 888 63,644 65,355 66,928 66,977 4,705 4,656 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,083) 949 734 875 -1,320 2,748 504 4,357 579 -3,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.0 1.2 88.8 91.2 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 18 17 20 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,082 COMMITMENTS 1,007 15,794 642 98,431 85,817 100,080 102,253 5,002 2,829 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 5,769) 1,007 0 642 5,082 5,108 6,731 5,750 -962 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.0 0.6 93.7 81.7 95.2 97.3 4.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 13 21 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,936 COMMITMENTS 1,048 8,036 1,126 97,321 94,355 99,495 103,517 7,441 3,419 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -453) 1,011 -766 -134 -1,362 109 -485 -791 32 338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 7.5 1.1 91.0 88.2 93.0 96.8 7.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 20 15 22 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 211,365 COMMITMENTS 2,818 11,498 3,503 189,108 189,197 195,429 204,198 15,936 7,167 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 5,935) 728 -210 -155 4,722 4,151 5,295 3,786 640 2,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 5.4 1.7 89.5 89.5 92.5 96.6 7.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 3 2 34 31 36 35 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,837 COMMITMENTS 426 803 0 16,463 17,633 16,889 18,436 1,948 401 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,104) 62 555 0 1,736 1,484 1,798 2,039 306 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.3 0.0 87.4 93.6 89.7 97.9 10.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 11 10 12 11 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,166 COMMITMENTS 0 268 372 41,729 42,942 42,101 43,582 2,065 584 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 3,813) 0 -124 372 3,479 3,578 3,851 3,826 -38 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.8 94.5 97.2 95.3 98.7 4.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 19 16 20 18 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 276,961 COMMITMENTS 1,294 13,091 3,458 258,559 256,006 263,311 272,555 13,650 4,406 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 2,665) 743 2 215 4,378 6,630 5,336 6,847 -2,671 -4,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.7 1.2 93.4 92.4 95.1 98.4 4.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 2 42 37 44 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 111,302 COMMITMENTS 0 0 0 108,490 108,186 108,490 108,186 2,812 3,116 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 6,870) 0 0 0 8,496 6,630 8,496 6,630 -1,626 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.5 97.2 97.5 97.2 2.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 21 26 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 96,983 COMMITMENTS 0 0 0 89,065 93,470 89,065 93,470 7,918 3,513 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,499) 0 0 0 1,470 1,436 1,470 1,436 29 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.8 96.4 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 20 21 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 89,239 COMMITMENTS 0 0 0 81,204 85,237 81,204 85,237 8,035 4,002 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,088 2,491 1,088 2,491 87 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 95.5 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 15 18 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 37,754 COMMITMENTS 0 733 0 37,328 36,139 37,328 36,872 426 882 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 4,340) 0 341 0 4,278 4,027 4,278 4,368 62 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 0.0 98.9 95.7 98.9 97.7 1.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 11 16 11 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 138,939 COMMITMENTS 16,132 8,113 10,331 111,652 120,321 138,115 138,765 824 174 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,905) -1,289 1,067 366 2,870 839 1,947 2,272 -42 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 5.8 7.4 80.4 86.6 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 11 9 16 45 48 64 65 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,504 COMMITMENTS 204 847 1,928 39,372 38,729 41,504 41,504 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,234) -26 479 -149 1,409 904 1,234 1,234 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.0 4.6 94.9 93.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 21 23 25 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 385,236 COMMITMENTS 17,989 3,036 23,181 344,066 359,019 385,236 385,236 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 13,246) -2,765 -258 1,394 15,271 12,110 13,900 13,246 -654 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.8 6.0 89.3 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 20 20 22 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,574,342 COMMITMENTS 16,567 15,275 50,464 1507311 1508603 1574342 1574342 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 14,473) -3,184 -10,936 5,142 12,515 20,267 14,473 14,473 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.0 3.2 95.7 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 3 7 36 43 45 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 47,577 COMMITMENTS 0 1,476 5,775 41,790 40,290 47,565 47,541 12 36 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -744) -1,656 222 318 594 -1,284 -744 -744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 12.1 87.8 84.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 6 3 23 17 26 23 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 314,227 COMMITMENTS 3,911 12,495 26,553 283,763 275,179 314,227 314,227 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 10,342) -885 24 2,512 8,715 7,806 10,342 10,342 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.0 8.5 90.3 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 15 19 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 624,239 COMMITMENTS 13,091 26,098 16,196 594,952 581,945 624,239 624,239 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 14,411) 0 5,825 391 14,020 8,195 14,411 14,411 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.2 2.6 95.3 93.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 28 25 32 28 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,467 COMMITMENTS 2,693 2,912 2,895 45,305 45,494 50,893 51,301 574 166 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,434) -272 -1,209 619 1,065 2,046 1,412 1,456 22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 5.7 5.6 88.0 88.4 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 26 27 31 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,892 COMMITMENTS 0 95 300 58,415 58,197 58,715 58,592 177 300 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 450) -50 0 50 438 400 438 450 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.5 99.2 98.8 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 2 27 24 29 26 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,184 COMMITMENTS 405 50 230 73,417 73,599 74,052 73,879 132 305 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,000) 50 50 -50 988 1,000 988 1,000 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.1 0.3 99.0 99.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 29 25 30 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,280 COMMITMENTS 1,170 0 80 15,975 17,200 17,225 17,280 55 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 600) 600 0 0 0 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.0 0.5 92.4 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 19 16 21 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 279,768 COMMITMENTS 1,016 0 8,624 270,128 271,144 279,768 279,768 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 4,744) -6,272 0 6,272 4,744 -1,528 4,744 4,744 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 3.1 96.6 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 25 23 27 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,148 COMMITMENTS 3,104 474 198 5,571 8,241 8,873 8,913 275 235 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 348) 0 0 0 348 393 348 393 0 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 5.2 2.2 60.9 90.1 97.0 97.4 3.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 16 20 20 22 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,350 COMMITMENTS 5,550 300 0 8,800 14,050 14,350 14,350 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 2.1 0.0 61.3 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 10 13 11 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,850 COMMITMENTS 900 450 300 17,650 18,100 18,850 18,850 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,150) 550 0 50 550 1,100 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 2.4 1.6 93.6 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 21 20 22 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,825 COMMITMENTS 0 920 255 14,310 13,650 14,565 14,825 260 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 540) 0 250 -100 640 390 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.2 1.7 96.5 92.1 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 23 22 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,689 COMMITMENTS 632 60 369 15,093 14,939 16,094 15,368 595 1,321 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -762) -321 0 44 -485 -806 -762 -762 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.4 2.2 90.4 89.5 96.4 92.1 3.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 25 29 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,545 COMMITMENTS 0 11,217 1,115 47,329 36,213 48,444 48,545 101 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -242) 0 -167 50 -292 85 -242 -32 0 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 23.1 2.3 97.5 74.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 2 34 34 36 38 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,511 COMMITMENTS 41 11,246 1,369 54,847 43,877 56,257 56,492 254 19 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 23) 0 -372 -53 74 693 21 268 2 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 19.9 2.4 97.1 77.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 6 3 35 38 39 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,700 COMMITMENTS 600 0 0 45,030 45,700 45,630 45,700 70 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 5,095) 0 0 0 5,080 5,095 5,080 5,095 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 98.5 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 29 16 30 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,730 COMMITMENTS 0 0 0 47,510 47,670 47,510 47,670 220 60 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 4,015) 0 0 0 4,015 4,015 4,015 4,015 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.5 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 29 16 29 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 397,800 COMMITMENTS 80,501 0 21,956 295,343 375,844 397,800 397,800 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 3,523) 457 0 0 3,066 3,523 3,523 3,523 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 0.0 5.5 74.2 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 29 32 33 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,736 COMMITMENTS 4,997 168 766 17,762 21,907 23,525 22,841 211 895 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 145) -276 0 0 421 167 145 167 0 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 0.7 3.2 74.8 92.3 99.1 96.2 0.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 4 23 30 30 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,309 COMMITMENTS 1,133 638 1,007 12,121 12,664 14,261 14,309 48 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,003) 511 71 -71 563 1,003 1,003 1,003 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 4.5 7.0 84.7 88.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 13 11 17 13 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 558,296 COMMITMENTS 0 5,893 15,554 542,742 536,849 558,296 558,296 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 9,668) 0 0 0 9,668 9,668 9,668 9,668 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 2.8 97.2 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 21 22 22 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 48,402 COMMITMENTS 6,838 0 2,844 38,249 45,201 47,931 48,045 471 357 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 285) -462 0 277 490 28 305 305 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 5.9 79.0 93.4 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 2 20 21 24 23 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,370 COMMITMENTS 4,729 0 402 10,516 14,943 15,647 15,345 723 1,025 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -236) 0 0 0 -236 -236 -236 -236 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 0.0 2.5 64.2 91.3 95.6 93.7 4.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 2 17 20 22 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 233,604 COMMITMENTS 47,532 0 0 185,290 233,604 232,822 233,604 782 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 3,509) 782 0 0 1,945 3,509 2,727 3,509 782 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.0 0.0 79.3 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 16 19 19 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,739 COMMITMENTS 1,277 501 286 10,963 11,587 12,526 12,374 213 365 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 18) 22 0 -22 106 82 106 60 -88 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 3.9 2.2 86.1 91.0 98.3 97.1 1.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 19 19 23 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 105,974 COMMITMENTS 10,777 0 391 94,806 105,583 105,974 105,974 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,957) 0 0 0 1,957 1,957 1,957 1,957 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.4 89.5 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 20 20 23 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,990 COMMITMENTS 123 0 1,521 21,346 21,469 22,990 22,990 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,335) 123 -1,161 -225 1,437 2,721 1,335 1,335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 6.6 92.8 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 17 14 18 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,520 COMMITMENTS 0 900 0 31,150 30,620 31,150 31,520 370 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 98.8 97.1 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 13 22 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,405 COMMITMENTS 0 900 0 28,040 27,385 28,040 28,285 365 120 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 850) 0 0 0 850 850 850 850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 98.7 96.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 11 21 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,455 COMMITMENTS 0 0 0 25,375 25,400 25,375 25,400 80 55 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 820) 0 0 0 820 820 820 820 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 11 21 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,500 COMMITMENTS 0 0 0 17,500 17,500 17,500 17,500 0 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 1,390 1,150 1,390 1,150 -240 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: 24) 0 0 0 18 9 18 9 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,340 COMMITMENTS 25 50 0 16,375 17,230 16,400 17,280 940 60 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 460) 0 0 0 460 510 460 510 0 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.0 94.4 99.4 94.6 99.7 5.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 10 15 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,385 COMMITMENTS 100 25 0 15,535 16,360 15,635 16,385 750 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.2 0.0 94.8 99.8 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 9 24 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,575 COMMITMENTS 100 0 0 16,580 17,575 16,680 17,575 895 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 590) -25 0 0 475 590 450 590 140 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 94.3 100.0 94.9 100.0 5.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 10 25 10 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,682 COMMITMENTS 1,715 50 520 110,292 112,112 112,527 112,682 155 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -690) 150 -450 -10 -825 -230 -685 -690 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.5 97.9 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 1 3 34 34 38 38 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 142,276 COMMITMENTS 3,575 0 420 138,281 141,846 142,276 142,266 0 10 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -1,310) 225 0 175 -1,710 -1,485 -1,310 -1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.3 97.2 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 6 0 2 38 39 44 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 155,715 COMMITMENTS 20,342 8,091 6,719 128,386 140,725 155,447 155,535 268 180 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -1,745) 288 -244 -31 -2,029 -1,095 -1,772 -1,370 27 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 5.2 4.3 82.4 90.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 7 9 45 39 57 52 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 102,698 COMMITMENTS 2,464 2,380 1,766 98,273 98,542 102,503 102,688 195 10 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,146) 23 -200 162 946 1,634 1,131 1,596 15 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.3 1.7 95.7 96.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 4 37 31 43 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,730 COMMITMENTS 385 865 50 25,810 25,675 26,245 26,590 485 140 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -355) 0 0 0 -355 -355 -355 -355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.2 0.2 96.6 96.1 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 12 23 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,780 COMMITMENTS 1,009 315 0 23,421 24,345 24,430 24,660 350 120 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -580) -50 0 0 -530 -580 -580 -580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.3 0.0 94.5 98.2 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 12 22 13 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 19,725 COMMITMENTS 0 945 325 18,740 17,530 19,065 18,800 660 925 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 1.6 95.0 88.9 96.7 95.3 3.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 18 23 19 25 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,885 COMMITMENTS 3,218 3,270 685 27,597 27,930 31,500 31,885 385 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 322) 0 0 0 325 343 325 343 -3 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 10.3 2.1 86.6 87.6 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 22 24 26 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,003 COMMITMENTS 4,925 0 0 16,288 21,731 21,213 21,731 790 272 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,440 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 0.0 0.0 74.0 98.8 96.4 98.8 3.6 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 18 21 20 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,812 COMMITMENTS 250 479 220 25,130 25,063 25,600 25,762 212 50 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 172) 0 -35 10 122 427 132 402 40 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.9 0.9 97.4 97.1 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 2 26 25 29 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,523 COMMITMENTS 582 815 170 22,634 22,528 23,386 23,513 137 10 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 622) -40 0 42 620 580 622 622 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.5 0.7 96.2 95.8 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 23 22 24 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,664 COMMITMENTS 0 1,150 0 15,496 14,514 15,496 15,664 168 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 25) 0 10 0 25 15 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.3 0.0 98.9 92.7 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 14 17 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,789 COMMITMENTS 0 120 0 10,504 10,614 10,504 10,734 285 55 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 40) 0 10 0 360 30 360 40 -320 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 97.4 98.4 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 12 15 13 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,540 COMMITMENTS 50 2,605 465 25,890 23,380 26,405 26,450 135 90 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 430) 0 -600 50 380 980 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.8 1.8 97.6 88.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 1 24 26 27 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 7,865 COMMITMENTS 375 0 0 7,355 7,850 7,730 7,850 135 15 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 490) 0 0 0 480 475 480 475 10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 0.0 0.0 93.5 99.8 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 17 16 18 16 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 02/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,125 COMMITMENTS 375 225 380 10,040 10,520 10,795 11,125 330 0 CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 105) -900 0 0 1,045 105 145 105 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 2.0 3.4 90.2 94.6 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 19 14 20 16
Updated February 27, 2015