CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 19,712 COMMITMENTS 11,096 4,701 852 7,635 14,159 19,583 19,712 129 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 542) 350 -180 250 -78 472 522 542 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 23.8 4.3 38.7 71.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 11 7 3 5 10 19 17 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,425 COMMITMENTS 4,455 6,904 1,085 19,885 17,436 25,425 25,425 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 27.2 4.3 78.2 68.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 7 4 2 7 7 16 12 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 18,362 COMMITMENTS 3,407 250 200 14,755 17,912 18,362 18,362 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 640) 275 -50 50 315 640 640 640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 1.4 1.1 80.4 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 2 2 11 6 18 10 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,102,590 COMMITMENTS 343,362 329,946 797,504 2924529 2956568 4065395 4084018 37,195 18,572 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -9,048) -25,027 51,693 -27,841 43,318 -30,303 -9,550 -6,451 502 -2,597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 8.0 19.4 71.3 72.1 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 37 39 60 134 108 201 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 458,216 COMMITMENTS 99,918 75,624 108,489 249,655 273,655 458,062 457,768 154 448 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,325) -4,479 -3,388 3,921 3,883 2,792 3,325 3,325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 16.5 23.7 54.5 59.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 17 17 25 38 32 69 60 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,185 COMMITMENTS 4,280 15,424 5,282 216,629 212,534 226,191 233,240 15,994 8,945 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 720) -1,002 1,626 258 1,255 -1,710 511 174 209 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.4 2.2 89.4 87.8 93.4 96.3 6.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 10 4 35 29 40 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,219 COMMITMENTS 20,646 4,444 1,540 88,222 104,695 110,408 110,679 4,811 4,540 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,885) 3,953 -1,770 -311 1,133 5,352 4,775 3,271 -890 614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 3.9 1.3 76.6 90.9 95.8 96.1 4.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 2 3 32 31 39 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,285 COMMITMENTS 2,830 8,621 4,662 219,275 211,358 226,767 224,641 6,518 8,644 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,583) -2,876 284 1,158 -2,625 -5,101 -4,343 -3,659 760 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.7 2.0 94.0 90.6 97.2 96.3 2.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 4 24 31 28 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 738,347 COMMITMENTS 63,429 16,041 11,845 655,039 700,395 730,313 728,281 8,034 10,066 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 24,805) 6,253 5,316 124 19,787 19,808 26,164 25,248 -1,359 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 2.2 1.6 88.7 94.9 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 3 49 37 52 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 275,059 COMMITMENTS 2,936 15,830 1,572 264,905 246,944 269,413 264,346 5,646 10,713 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,865) -614 46 383 5,337 4,235 5,106 4,664 -1,241 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 5.8 0.6 96.3 89.8 97.9 96.1 2.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 3 2 32 31 34 36 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 266,230 COMMITMENTS 0 7,362 5,313 250,843 248,586 256,156 261,261 10,074 4,969 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,015) 0 1,141 -126 6,050 4,898 5,924 5,913 91 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 2.0 94.2 93.4 96.2 98.1 3.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 4 3 39 40 42 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 118,567 COMMITMENTS 3,854 420 3,655 107,280 104,815 114,789 108,890 3,778 9,677 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,913) -810 420 1,688 7,349 5,135 8,227 7,243 -1,314 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.4 3.1 90.5 88.4 96.8 91.8 3.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 23 21 25 24 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,984 COMMITMENTS 210 758 5,873 97,075 103,093 103,158 109,724 11,826 5,260 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 632) -62 1 205 739 759 882 965 -250 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.7 5.1 84.4 89.7 89.7 95.4 10.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 3 25 23 28 27 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,994 COMMITMENTS 656 1,711 2,333 79,101 78,547 82,090 82,591 8,904 8,403 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,092) 475 1,711 -70 3,651 1,607 4,056 3,248 36 844 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.9 2.6 86.9 86.3 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 16 18 18 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 200,591 COMMITMENTS 0 0 0 193,317 194,057 193,317 194,057 7,274 6,534 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,697) 0 0 0 3,300 2,859 3,300 2,859 -1,603 -1,162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 96.7 96.4 96.7 3.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 24 22 24 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,849 COMMITMENTS 0 0 0 65,909 78,408 65,909 78,408 17,940 5,441 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 774) 0 0 0 1,810 563 1,810 563 -1,036 211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 78.6 93.5 78.6 93.5 21.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 337,710 COMMITMENTS 0 415 155 327,012 327,799 327,167 328,369 10,543 9,341 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,357) 0 360 0 4,311 1,323 4,311 1,683 46 2,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 96.8 97.1 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 2 1 41 35 42 37 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,957 COMMITMENTS 555 2,954 2,937 67,252 56,334 70,744 62,225 8,213 16,732 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,148) 555 -818 120 132 1,505 807 807 341 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.7 3.7 85.2 71.3 89.6 78.8 10.4 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 15 19 17 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,482 COMMITMENTS 944 2,120 1,740 63,103 61,594 65,787 65,454 4,695 5,028 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,965) -420 1,712 373 2,102 0 2,055 2,085 -90 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 3.0 2.5 89.5 87.4 93.3 92.9 6.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 16 18 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,978 COMMITMENTS 3,784 0 0 80,909 82,827 84,693 82,827 2,285 4,151 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 93.0 95.2 97.4 95.2 2.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 18 16 21 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,682 COMMITMENTS 7,390 531 585 67,171 73,363 75,146 74,479 536 1,203 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,990) -5,089 531 -531 12,647 6,810 7,027 6,810 -37 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.7 0.8 88.8 96.9 99.3 98.4 0.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 1 1 29 36 37 37 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,148 COMMITMENTS 0 8,375 0 71,593 62,769 71,593 71,144 555 1,004 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 10,156) 0 1,620 0 10,066 9,186 10,066 10,806 90 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 0.0 99.2 87.0 99.2 98.6 0.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 0 18 25 18 28 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,340 COMMITMENTS 1,261 11,132 1,172 144,592 133,467 147,025 145,771 10,315 11,569 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 738) 1,261 596 -222 -842 278 197 652 541 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 7.1 0.7 91.9 84.8 93.4 92.6 6.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 23 27 25 29 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 16,853 COMMITMENTS 0 465 62 15,780 14,399 15,842 14,926 1,011 1,927 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.4 93.6 85.4 94.0 88.6 6.0 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 11 10 12 12 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 120,113 COMMITMENTS 0 5,992 2,049 110,439 104,892 112,488 112,933 7,625 7,180 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,059) 0 1,502 -147 2,968 434 2,821 1,789 -762 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 1.7 91.9 87.3 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 2 2 25 24 27 26 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,853 COMMITMENTS 756 674 1,122 68,190 67,914 70,068 69,710 6,785 7,143 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,527) -30 0 0 4,766 3,467 4,736 3,467 -1,209 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.9 1.5 88.7 88.4 91.2 90.7 8.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 12 14 14 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,017 COMMITMENTS 1,248 15,784 641 92,659 82,780 94,548 99,205 7,469 2,812 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,085) 0 520 0 585 1,138 585 1,658 500 -573 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 15.5 0.6 90.8 81.1 92.7 97.2 7.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 12 21 14 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,981 COMMITMENTS 0 0 0 19,733 19,433 19,733 19,433 248 548 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,734) 0 0 0 1,734 2,166 1,734 2,166 0 -432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 97.3 98.8 97.3 1.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 10 19 10 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,911 COMMITMENTS 980 9,462 570 98,068 94,181 99,618 104,213 6,293 1,698 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,997) 340 1,183 -155 3,118 1,492 3,303 2,520 -306 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 8.9 0.5 92.6 88.9 94.1 98.4 5.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 18 16 19 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,703 COMMITMENTS 2,698 17,670 2,367 181,680 174,707 186,745 194,744 17,958 9,959 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,217) -752 3,629 -397 2,640 -2,665 1,491 567 -274 650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.6 1.2 88.8 85.3 91.2 95.1 8.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 2 29 30 31 35 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,544 COMMITMENTS 0 1,737 0 23,992 20,906 23,992 22,643 1,552 2,901 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 6,422) 0 390 0 6,273 5,885 6,273 6,275 149 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 93.9 81.8 93.9 88.6 6.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 12 14 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,695 COMMITMENTS 620 248 0 39,932 41,051 40,552 41,299 1,143 396 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 1,350 1,355 1,350 1,355 -60 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.6 0.0 95.8 98.5 97.3 99.1 2.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 13 17 14 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 274,679 COMMITMENTS 727 11,765 2,899 261,498 256,518 265,124 271,182 9,555 3,497 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,187) 0 -965 66 1,851 1,623 1,917 724 -730 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 4.3 1.1 95.2 93.4 96.5 98.7 3.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 1 2 40 36 43 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 120,628 COMMITMENTS 0 0 0 117,823 117,426 117,823 117,426 2,805 3,202 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,390) 0 0 0 1,454 -320 1,454 -320 -64 1,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 97.3 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 23 26 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 99,821 COMMITMENTS 2,996 0 0 87,300 94,293 90,296 94,293 9,525 5,528 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -244) 0 0 0 489 416 489 416 -733 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 87.5 94.5 90.5 94.5 9.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 19 21 20 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,944 COMMITMENTS 0 0 0 82,981 84,698 82,981 84,698 8,963 7,246 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 3,800) 0 -852 0 4,041 2,942 4,041 2,090 -241 1,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.3 92.1 90.3 92.1 9.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 16 19 16 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 35,200 COMMITMENTS 0 341 0 34,890 34,397 34,890 34,738 310 462 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 99.1 97.7 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 7 13 7 14 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 133,837 COMMITMENTS 16,967 10,724 9,691 106,476 112,732 133,134 133,147 703 690 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,112) 385 1,100 62 1,700 1,022 2,147 2,184 -35 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 8.0 7.2 79.6 84.2 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 8 13 44 50 60 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 41,737 COMMITMENTS 257 105 2,127 39,353 39,505 41,737 41,737 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 97) -78 1 -27 202 123 97 97 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.3 5.1 94.3 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 4 23 23 27 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 393,358 COMMITMENTS 27,549 9,671 19,347 346,462 364,340 393,358 393,358 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -4,860) 0 -304 608 -5,468 -5,164 -4,860 -4,860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 2.5 4.9 88.1 92.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 23 22 26 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,543,686 COMMITMENTS 24,684 23,999 40,901 1478101 1478786 1543686 1543686 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 30,586) 1,840 -840 40 28,706 31,386 30,586 30,586 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.6 2.6 95.8 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 4 6 38 40 46 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,465 COMMITMENTS 137 2,624 5,311 44,011 41,524 49,459 49,459 6 6 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -670) -76 27 51 -645 -748 -670 -670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.3 10.7 89.0 83.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 3 24 18 28 24 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 322,757 COMMITMENTS 7,629 5,406 31,673 283,454 285,677 322,756 322,756 1 1 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 5,168) -1,560 608 1,216 5,512 3,344 5,168 5,168 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.7 9.8 87.8 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 15 16 18 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 592,825 COMMITMENTS 10,475 22,514 15,244 567,106 555,067 592,825 592,825 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,304) 0 56 368 936 880 1,304 1,304 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.8 2.6 95.7 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 2 25 24 27 28 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 48,509 COMMITMENTS 2,560 3,195 2,969 42,358 42,151 47,887 48,315 622 194 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 558) -368 -64 304 558 318 494 558 64 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 6.6 6.1 87.3 86.9 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 2 27 27 30 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,980 COMMITMENTS 0 345 100 54,076 54,235 54,176 54,680 804 300 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 330) 0 50 0 330 280 330 330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.2 98.4 98.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 2 1 29 22 30 24 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,695 COMMITMENTS 90 150 230 68,123 68,311 68,443 68,691 252 4 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 415) 0 50 0 415 665 415 715 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.3 99.2 99.4 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 31 24 32 26 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,285 COMMITMENTS 1,190 75 10 17,035 18,200 18,235 18,285 50 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.4 0.1 93.2 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 16 22 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 264,936 COMMITMENTS 2,760 3,464 7,080 255,096 254,392 264,936 264,936 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,264) 0 368 0 -1,264 -1,632 -1,264 -1,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.3 2.7 96.3 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 24 20 26 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,383 COMMITMENTS 2,624 190 286 5,409 7,650 8,319 8,126 64 257 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1) 40 -88 88 88 -41 216 -41 -215 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 2.3 3.4 64.5 91.3 99.2 96.9 0.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 19 21 21 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,965 COMMITMENTS 960 525 240 19,765 20,200 20,965 20,965 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 945) 0 0 0 945 945 945 945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 2.5 1.1 94.3 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 23 22 24 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,015 COMMITMENTS 0 840 230 13,555 12,945 13,785 14,015 230 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -550) 0 0 0 -550 -550 -550 -550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 1.6 96.7 92.4 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 23 20 24 21 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,699 COMMITMENTS 636 18 329 15,053 14,940 16,018 15,287 681 1,412 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 211) 0 0 0 211 190 211 190 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 0.1 2.0 90.1 89.5 95.9 91.5 4.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 28 24 30 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,569 COMMITMENTS 0 10,993 1,065 51,040 40,311 52,105 52,369 464 200 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,071) 0 -135 -25 1,091 1,231 1,066 1,071 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.9 2.0 97.1 76.7 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 4 1 34 34 35 38 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,776 COMMITMENTS 0 11,096 1,337 58,177 47,338 59,514 59,771 262 5 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,595) 0 209 -16 1,606 1,402 1,590 1,595 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.6 2.2 97.3 79.2 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 5 3 34 38 37 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,580 COMMITMENTS 500 0 0 46,645 47,490 47,145 47,490 435 90 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 1,055 1,150 1,055 1,150 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.0 99.8 99.1 99.8 0.9 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 28 13 29 13 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,910 COMMITMENTS 0 0 0 47,810 47,910 47,810 47,910 100 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,190) 0 0 0 1,190 1,190 1,190 1,190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 31 15 31 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 393,720 COMMITMENTS 68,013 0 22,340 303,367 371,380 393,720 393,720 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,682) -4,880 0 0 3,198 -1,682 -1,682 -1,682 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 0.0 5.7 77.1 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 28 31 32 32 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,645 COMMITMENTS 4,953 313 752 18,745 22,961 24,450 24,026 195 619 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 416) 63 22 0 386 534 449 556 -33 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 1.3 3.1 76.1 93.2 99.2 97.5 0.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 26 31 32 35 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,806 COMMITMENTS 1,033 1,101 772 11,999 11,931 13,804 13,804 2 2 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,001) -1 76 0 1,002 925 1,001 1,001 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 8.0 5.6 86.9 86.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 15 13 19 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 178,786 COMMITMENTS 21,758 0 10,568 146,449 168,207 178,775 178,775 11 11 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.0 5.9 81.9 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 12 7 16 8 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 540,240 COMMITMENTS 0 7,333 14,498 525,742 518,409 540,240 540,240 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 10,979) 0 0 0 10,979 10,979 10,979 10,979 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 2.7 97.3 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 20 21 21 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,560 COMMITMENTS 6,506 0 2,814 35,809 42,449 45,129 45,263 431 297 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 765) -358 0 148 975 617 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 6.2 78.6 93.2 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 19 22 23 24 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,841 COMMITMENTS 3,455 0 723 12,083 14,815 16,261 15,538 580 1,303 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 191) -555 0 66 614 83 125 149 66 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 4.3 71.7 88.0 96.6 92.3 3.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 3 18 21 23 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 225,676 COMMITMENTS 49,068 0 0 175,826 225,676 224,894 225,676 782 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,912) 1,104 0 0 3,808 4,912 4,912 4,912 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 0.0 0.0 77.9 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 16 18 19 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,631 COMMITMENTS 1,205 167 264 11,902 12,129 13,371 12,560 260 1,071 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,124) 0 41 0 1,121 869 1,121 910 3 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.2 1.9 87.3 89.0 98.1 92.1 1.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 17 21 20 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 113,447 COMMITMENTS 10,448 0 391 102,608 113,056 113,447 113,447 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,558) 0 0 0 -1,558 -1,558 -1,558 -1,558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 0.3 90.4 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 22 20 24 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,563 COMMITMENTS 558 0 1,313 21,692 22,250 23,563 23,563 0 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 513) 0 0 0 513 513 513 513 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 5.6 92.1 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 13 19 14 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,295 COMMITMENTS 0 900 0 29,950 29,275 29,950 30,175 345 120 CHANGES FROM 03/17/15 (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 3.0 0.0 98.9 96.6 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 14 21 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,035 COMMITMENTS 0 900 0 26,690 25,775 26,690 26,675 345 360 CHANGES FROM 03/17/15 (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 3.3 0.0 98.7 95.3 98.7 98.7 1.3 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,541 COMMITMENTS 0 0 0 26,331 26,491 26,331 26,491 210 50 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 23 11 23 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,979 COMMITMENTS 0 0 0 18,769 18,979 18,769 18,979 210 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 100.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 10 20 10 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,050 COMMITMENTS 0 50 0 14,130 14,940 14,130 14,990 920 60 CHANGES FROM 03/17/15 (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 0.3 0.0 93.9 99.3 93.9 99.6 6.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 12 10 12 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,915 COMMITMENTS 0 0 0 13,180 13,855 13,180 13,855 735 60 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 99.6 94.7 99.6 5.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 6 19 6 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,747 COMMITMENTS 0 0 0 14,140 14,747 14,140 14,747 607 0 CHANGES FROM 03/17/15 (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 0.0 0.0 95.9 100.0 95.9 100.0 4.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 22 8 22 8 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,949 COMMITMENTS 1,815 55 340 110,654 112,554 112,809 112,949 140 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,951) 0 0 0 2,956 2,951 2,956 2,951 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.3 98.0 99.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 37 34 40 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 139,746 COMMITMENTS 2,820 0 470 136,441 139,276 139,731 139,746 15 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,975) 0 0 0 2,975 2,975 2,975 2,975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.3 97.6 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 0 2 41 40 45 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 153,407 COMMITMENTS 19,290 6,782 6,218 127,580 140,299 153,088 153,299 319 108 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,831) -25 -175 495 1,362 1,511 1,832 1,831 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 4.4 4.1 83.2 91.5 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 8 46 41 57 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 100,943 COMMITMENTS 1,178 2,100 3,077 96,494 95,751 100,749 100,928 194 15 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -656) 0 0 0 -690 -656 -690 -656 34 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.1 3.0 95.6 94.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 5 39 34 46 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,365 COMMITMENTS 295 815 0 24,710 24,420 25,005 25,235 360 130 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 680) 0 0 0 680 680 680 680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.2 0.0 97.4 96.3 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 24 13 25 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,650 COMMITMENTS 684 315 0 22,631 23,215 23,315 23,530 335 120 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 935) 0 0 0 935 935 935 935 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.3 0.0 95.7 98.2 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 23 11 24 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 20,920 COMMITMENTS 0 950 300 20,315 18,910 20,615 20,160 305 760 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 265) 0 0 0 265 625 265 625 0 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 1.4 97.1 90.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 21 20 22 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,469 COMMITMENTS 2,553 2,770 703 28,713 28,996 31,969 32,469 500 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 945) 0 0 0 905 945 905 945 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 8.5 2.2 88.4 89.3 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 22 23 26 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,870 COMMITMENTS 3,915 0 0 16,037 20,598 19,952 20,598 918 272 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.8 0.0 0.0 76.8 98.7 95.6 98.7 4.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 19 20 21 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,226 COMMITMENTS 366 310 230 24,970 25,651 25,566 26,191 660 35 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,178) 40 0 0 1,138 1,178 1,178 1,178 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.2 0.9 95.2 97.8 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 27 24 30 26 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,116 COMMITMENTS 567 700 143 22,290 22,263 23,000 23,106 116 10 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -76) 0 0 0 -76 -76 -76 -76 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.0 0.6 96.4 96.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 24 24 25 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,469 COMMITMENTS 0 1,070 0 15,085 14,399 15,085 15,469 384 0 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 320) 0 0 0 320 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.0 97.5 93.1 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 14 17 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,145 COMMITMENTS 25 2,510 290 25,705 23,135 26,020 25,935 125 210 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 75 60 75 60 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.6 1.1 98.3 88.5 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 1 24 23 26 25 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,985 COMMITMENTS 975 0 0 7,470 8,950 8,445 8,950 540 35 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 660) 0 0 0 240 645 240 645 420 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 0.0 0.0 83.1 99.6 94.0 99.6 6.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 17 16 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 03/24/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,710 COMMITMENTS 430 125 300 8,885 10,170 9,615 10,595 1,095 115 CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 370) 0 0 0 -50 370 -50 370 420 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 1.2 2.8 83.0 95.0 89.8 98.9 10.2 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 16 15 17 17
Updated March 27, 2015