CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 12,545 COMMITMENTS 5,288 2,789 600 6,589 9,156 12,477 12,545 68 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -7,167) -5,808 -1,912 -252 -1,046 -5,003 -7,106 -7,167 -61 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.2 22.2 4.8 52.5 73.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 5 3 3 9 15 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,875 COMMITMENTS 4,790 5,889 1,000 18,085 16,986 23,875 23,875 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -1,550) 335 -1,015 -85 -1,800 -450 -1,550 -1,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 24.7 4.2 75.7 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 1 6 7 15 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,975,622 COMMITMENTS 351,833 350,184 774,650 2813878 2833906 3940361 3958740 35,261 16,882 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -126,968) 8,471 20,238 -22,854 -110,651 -122,662 -125,034 -125,278 -1,934 -1,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 8.8 19.5 70.8 71.3 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 35 42 55 128 105 192 173 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 406,172 COMMITMENTS 104,871 77,856 78,152 223,105 249,148 406,128 405,156 44 1,016 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -52,044) 4,953 2,232 -30,337 -26,550 -24,507 -51,934 -52,612 -110 568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 19.2 19.2 54.9 61.3 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 18 15 24 35 32 64 60 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 249,944 COMMITMENTS 4,550 16,045 4,501 224,101 222,364 233,152 242,910 16,792 7,034 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,759) 270 621 -781 7,472 9,830 6,961 9,670 798 -1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 6.4 1.8 89.7 89.0 93.3 97.2 6.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 8 4 37 31 42 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,094 COMMITMENTS 21,482 4,592 1,286 91,364 108,149 114,132 114,027 4,962 5,067 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,875) 836 148 -254 3,142 3,454 3,724 3,348 151 527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 3.9 1.1 76.7 90.8 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 2 2 32 31 39 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,460 COMMITMENTS 2,379 7,657 6,245 229,664 224,682 238,288 238,584 7,172 6,876 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 12,175) -451 -964 1,583 10,389 13,324 11,521 13,943 654 -1,768 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 3.1 2.5 93.6 91.5 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 3 4 25 33 30 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 742,317 COMMITMENTS 65,063 14,986 12,207 655,846 705,511 733,116 732,704 9,201 9,613 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,970) 1,634 -1,055 362 807 5,116 2,803 4,423 1,167 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 2.0 1.6 88.4 95.0 98.8 98.7 1.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 3 4 47 36 51 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 283,581 COMMITMENTS 3,271 17,251 1,683 271,375 253,870 276,329 272,804 7,252 10,777 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,522) 335 1,421 111 6,470 6,926 6,916 8,458 1,606 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 6.1 0.6 95.7 89.5 97.4 96.2 2.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 2 30 31 32 37 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 270,742 COMMITMENTS 575 5,621 6,226 256,168 255,656 262,969 267,503 7,773 3,239 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,512) 575 -1,741 913 5,325 7,070 6,813 6,242 -2,301 -1,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.1 2.3 94.6 94.4 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 5 4 41 42 46 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,921 COMMITMENTS 2,268 444 4,653 111,496 107,148 118,417 112,245 3,504 9,676 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,354) -1,586 24 998 4,216 2,333 3,628 3,355 -274 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.4 3.8 91.4 87.9 97.1 92.1 2.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 24 21 27 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,492 COMMITMENTS 662 758 6,088 100,341 106,248 107,091 113,094 11,401 5,398 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,508) 452 0 215 3,266 3,155 3,933 3,370 -425 138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.6 5.1 84.7 89.7 90.4 95.4 9.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 3 27 24 30 28 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,587 COMMITMENTS 718 2,670 2,333 82,700 80,149 85,751 85,152 7,836 8,435 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,593) 62 959 0 3,599 1,602 3,661 2,561 -1,068 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 2.9 2.5 88.4 85.6 91.6 91.0 8.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 18 18 20 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 201,143 COMMITMENTS 0 0 0 193,992 193,909 193,992 193,909 7,151 7,234 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 552) 0 0 0 675 -148 675 -148 -123 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 96.4 96.4 96.4 3.6 3.6 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,933 COMMITMENTS 0 0 0 69,679 78,914 69,679 78,914 15,254 6,019 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,084) 0 0 0 3,770 506 3,770 506 -2,686 578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 82.0 92.9 82.0 92.9 18.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 15 18 15 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,544 COMMITMENTS 0 0 0 20,943 22,292 20,943 22,292 2,601 1,252 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.0 94.7 89.0 94.7 11.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 13 13 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 346,197 COMMITMENTS 10 241 480 334,277 338,398 334,767 339,119 11,430 7,078 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,487) 10 -174 325 7,265 10,599 7,600 10,750 887 -2,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.1 96.6 97.7 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 1 1 42 39 43 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,773 COMMITMENTS 615 3,208 3,040 66,674 56,913 70,329 63,161 9,444 16,612 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 816) 60 254 103 -578 579 -415 936 1,231 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.0 3.8 83.6 71.3 88.2 79.2 11.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 16 16 18 18 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,382 COMMITMENTS 888 2,977 2,160 62,883 60,329 65,931 65,466 5,451 5,916 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 900) -56 857 420 -220 -1,265 144 12 756 888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.2 3.0 88.1 84.5 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 17 15 19 17 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,650 COMMITMENTS 6,214 1,950 0 96,851 98,649 103,065 100,599 2,585 5,051 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 18,672) 2,430 1,950 0 15,942 15,822 18,372 17,772 300 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 1.8 0.0 91.7 93.4 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 0 23 28 28 30 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,670 COMMITMENTS 8,668 2,074 1,331 85,665 92,844 95,664 96,249 2,006 1,421 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 21,988) 1,278 1,543 746 18,494 19,481 20,518 21,770 1,470 218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.1 1.4 87.7 95.1 97.9 98.5 2.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 9 2 3 29 42 38 47 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,786 COMMITMENTS 0 8,255 0 72,231 62,923 72,231 71,178 555 1,608 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 638) 0 -120 0 638 154 638 34 0 604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.3 0.0 99.2 86.4 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 4 0 20 25 20 29 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 160,773 COMMITMENTS 0 13,453 1,013 149,129 135,326 150,142 149,792 10,631 10,981 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,433) -1,261 2,321 -159 4,537 1,859 3,117 4,021 316 -588 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.4 0.6 92.8 84.2 93.4 93.2 6.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 25 27 27 29 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,547 COMMITMENTS 0 465 62 16,204 14,759 16,266 15,286 1,281 2,261 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 694) 0 0 0 424 360 424 360 270 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.4 92.3 84.1 92.7 87.1 7.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 11 13 12 15 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,414 COMMITMENTS 1,754 4,614 1,250 47,031 50,296 50,035 56,160 12,379 6,254 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 7.4 2.0 75.4 80.6 80.2 90.0 19.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 14 14 17 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 121,674 COMMITMENTS 0 5,572 1,972 112,934 107,029 114,906 114,573 6,768 7,101 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,561) 0 -420 -77 2,495 2,137 2,418 1,640 -857 -79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 1.6 92.8 88.0 94.4 94.2 5.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 2 26 25 28 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,368 COMMITMENTS 880 0 870 70,591 70,495 72,341 71,365 7,027 8,003 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,515) 124 -674 -252 2,401 2,581 2,273 1,655 242 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 1.1 88.9 88.8 91.1 89.9 8.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 12 12 14 14 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,082 COMMITMENTS 1,248 16,393 641 94,694 83,932 96,583 100,966 7,499 3,116 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,065) 0 609 0 2,035 1,152 2,035 1,761 30 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 15.8 0.6 91.0 80.6 92.8 97.0 7.2 3.0 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 20,521 COMMITMENTS 0 0 0 20,273 19,883 20,273 19,883 248 638 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 540) 0 0 0 540 450 540 450 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 96.9 98.8 96.9 1.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 11 20 11 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,191 COMMITMENTS 558 9,646 817 97,523 93,154 98,898 103,617 6,293 1,574 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -720) -422 184 247 -545 -1,027 -720 -596 0 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.2 0.8 92.7 88.6 94.0 98.5 6.0 1.5 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 205,809 COMMITMENTS 4,604 21,145 2,184 181,670 174,213 188,458 197,542 17,351 8,267 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,106) 1,906 3,475 -183 -10 -494 1,713 2,798 -607 -1,692 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 10.3 1.1 88.3 84.6 91.6 96.0 8.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 3 30 33 34 38 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,636 COMMITMENTS 0 1,737 0 25,084 21,998 25,084 23,735 1,552 2,901 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,092) 0 0 0 1,092 1,092 1,092 1,092 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 94.2 82.6 94.2 89.1 5.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 13 15 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,155 COMMITMENTS 620 248 0 42,033 43,301 42,653 43,549 1,502 606 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,460) 0 0 0 2,101 2,250 2,101 2,250 359 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.6 0.0 95.2 98.1 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 18 16 19 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 280,069 COMMITMENTS 727 11,534 3,238 266,646 261,488 270,611 276,260 9,458 3,809 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,390) 0 -231 339 5,148 4,970 5,487 5,078 -97 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 4.1 1.2 95.2 93.4 96.6 98.6 3.4 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 3 40 38 44 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 122,157 COMMITMENTS 0 0 0 119,841 118,679 119,841 118,679 2,316 3,478 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,529) 0 0 0 2,018 1,253 2,018 1,253 -489 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 97.2 98.1 97.2 1.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 24 26 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 100,928 COMMITMENTS 2,996 0 0 87,533 94,594 90,529 94,594 10,399 6,334 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,107) 0 0 0 233 301 233 301 874 806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 0.0 86.7 93.7 89.7 93.7 10.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 21 21 22 21 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,088 COMMITMENTS 0 0 0 83,681 84,817 83,681 84,817 9,407 8,271 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,144) 0 0 0 700 119 700 119 444 1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.9 91.1 89.9 91.1 10.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 15 19 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 36,310 COMMITMENTS 0 671 0 35,674 35,177 35,674 35,848 636 462 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,110) 0 330 0 784 780 784 1,110 326 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.8 0.0 98.2 96.9 98.2 98.7 1.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 11 14 11 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 135,690 COMMITMENTS 16,473 9,943 10,293 108,303 114,813 135,069 135,049 621 641 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,853) -494 -781 602 1,827 2,081 1,935 1,902 -82 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.3 7.6 79.8 84.6 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 10 10 15 45 49 62 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,306 COMMITMENTS 202 305 2,131 39,973 39,844 42,306 42,280 0 26 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 569) -55 200 4 620 339 569 543 0 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.7 5.0 94.5 94.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 5 26 25 31 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 404,965 COMMITMENTS 29,189 8,656 20,075 355,701 375,907 404,965 404,638 0 327 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 11,607) 1,640 -1,015 728 9,239 11,567 11,607 11,280 0 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 2.1 5.0 87.8 92.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 3 24 23 27 28 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,566,838 COMMITMENTS 30,172 27,135 40,901 1495765 1498802 1566838 1566838 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 23,152) 5,488 3,136 0 17,664 20,016 23,152 23,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.7 2.6 95.5 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 5 4 6 38 42 46 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,003 COMMITMENTS 26 2,461 5,344 47,627 45,192 52,997 52,997 6 6 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,538) -111 -163 33 3,616 3,668 3,538 3,538 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.6 10.1 89.9 85.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 6 3 26 20 30 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 350,426 COMMITMENTS 7,629 6,358 31,673 311,123 312,394 350,425 350,425 1 1 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 27,669) 0 952 0 27,669 26,717 27,669 27,669 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.8 9.0 88.8 89.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 17 15 20 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 584,616 COMMITMENTS 10,475 22,514 15,244 558,897 546,858 584,616 584,616 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -8,209) 0 0 0 -8,209 -8,209 -8,209 -8,209 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.9 2.6 95.6 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 26 23 28 27 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 48,526 COMMITMENTS 2,259 3,129 3,250 42,309 41,889 47,818 48,268 708 258 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 17) -301 -66 281 -49 -262 -69 -47 86 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 6.4 6.7 87.2 86.3 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 3 26 24 30 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,460 COMMITMENTS 0 345 100 58,556 59,015 58,656 59,460 804 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,480) 0 0 0 4,480 4,780 4,480 4,780 0 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.2 98.5 99.3 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 2 1 30 25 31 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,850 COMMITMENTS 90 150 230 73,278 73,466 73,598 73,846 252 4 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,155) 0 0 0 5,155 5,155 5,155 5,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.3 99.2 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 33 26 34 28 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,640 COMMITMENTS 1,190 125 10 17,390 18,505 18,590 18,640 50 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 355) 0 50 0 355 305 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 0.7 0.1 93.3 99.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 23 17 24 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 273,888 COMMITMENTS 3,128 3,832 7,080 263,680 262,976 273,888 273,888 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,952) 368 368 0 8,584 8,584 8,952 8,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.4 2.6 96.3 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 1 24 21 27 23 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,099 COMMITMENTS 2,850 278 198 5,947 8,300 8,995 8,776 104 323 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 716) 226 88 -88 538 650 676 650 40 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 3.1 2.2 65.4 91.2 98.9 96.5 1.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 2 18 19 23 21 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,775 COMMITMENTS 960 525 240 20,575 21,010 21,775 21,775 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 810) 0 0 0 810 810 810 810 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.4 1.1 94.5 96.5 100.0 100.0 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,270 COMMITMENTS 0 840 230 13,810 13,200 14,040 14,270 230 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 1.6 96.8 92.5 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 24 21 25 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,986 COMMITMENTS 636 18 329 15,294 15,249 16,259 15,596 727 1,390 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 287) 0 0 0 241 309 241 309 46 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.1 1.9 90.0 89.8 95.7 91.8 4.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 28 25 30 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,143 COMMITMENTS 275 11,437 1,090 53,314 42,416 54,679 54,943 464 200 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,574) 275 444 25 2,274 2,105 2,574 2,574 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 20.7 2.0 96.7 76.9 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 2 34 36 36 41 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,802 COMMITMENTS 220 10,990 1,402 57,903 47,405 59,525 59,797 277 5 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 26) 220 -106 65 -274 67 11 26 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 18.4 2.3 96.8 79.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 6 4 35 39 39 46 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,120 COMMITMENTS 500 0 0 48,475 49,030 48,975 49,030 145 90 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,540) 0 0 0 1,830 1,540 1,830 1,540 -290 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 98.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 30 14 31 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,230 COMMITMENTS 0 0 0 49,130 49,190 49,130 49,190 100 40 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,320) 0 0 0 1,320 1,280 1,320 1,280 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.8 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 32 15 32 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 397,984 COMMITMENTS 65,748 1,984 22,708 309,528 373,292 397,984 397,984 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 4,264) -2,265 1,984 368 6,161 1,912 4,264 4,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.5 5.7 77.8 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 2 31 32 35 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,969 COMMITMENTS 4,993 486 818 18,941 23,068 24,752 24,372 217 597 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 324) 40 173 66 196 107 302 346 22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 1.9 3.3 75.9 92.4 99.1 97.6 0.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 4 4 27 33 34 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,884 COMMITMENTS 1,033 1,101 772 12,077 12,009 13,882 13,882 2 2 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 78) 0 0 0 78 78 78 78 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 7.9 5.6 87.0 86.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 16 14 20 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 545,656 COMMITMENTS 1,952 7,333 14,498 529,206 523,825 545,656 545,656 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,416) 1,952 0 0 3,464 5,416 5,416 5,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.3 2.7 97.0 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 20 22 22 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,910 COMMITMENTS 6,458 0 3,098 35,923 42,493 45,479 45,591 431 319 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 350) -48 0 284 114 44 350 328 0 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 0.0 6.7 78.2 92.6 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 0 2 19 23 24 25 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,551 COMMITMENTS 3,367 0 855 12,749 15,393 16,971 16,248 580 1,303 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 710) -88 0 132 666 578 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 4.9 72.6 87.7 96.7 92.6 3.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 4 18 21 23 25 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 227,148 COMMITMENTS 50,172 736 0 176,194 226,412 226,366 227,148 782 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,472) 1,104 736 0 368 736 1,472 1,472 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 0.3 0.0 77.6 99.7 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 0 16 18 19 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,741 COMMITMENTS 1,205 167 308 11,968 12,195 13,481 12,670 260 1,071 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 110) 0 0 44 66 66 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 1.2 2.2 87.1 88.7 98.1 92.2 1.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 19 18 22 21 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 120,455 COMMITMENTS 10,448 48 1,127 108,880 119,280 120,455 120,455 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 7,008) 0 48 736 6,272 6,224 7,008 7,008 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 0.0 0.9 90.4 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 2 22 21 25 23 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,846 COMMITMENTS 558 0 1,313 21,975 22,533 23,846 23,846 0 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 283) 0 0 0 283 283 283 283 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 5.5 92.2 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 18 14 19 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,465 COMMITMENTS 0 850 50 30,010 29,445 30,060 30,345 405 120 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 170) 0 -50 50 60 170 110 170 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 0.2 98.5 96.7 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 22 15 23 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,985 COMMITMENTS 0 900 0 26,640 25,725 26,640 26,625 345 360 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (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 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,529 COMMITMENTS 0 0 0 19,319 19,529 19,319 19,529 210 0 CHANGES FROM 03/24/15 (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 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,780 COMMITMENTS 0 50 0 15,860 16,670 15,860 16,720 920 60 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,730) 0 0 0 1,730 1,730 1,730 1,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 94.5 99.3 94.5 99.6 5.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 10 11 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,965 COMMITMENTS 0 0 0 13,230 13,905 13,230 13,905 735 60 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 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 03/31/15 | --------------------------------------------------------------| 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 03/24/15 (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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,079 COMMITMENTS 1,815 55 390 112,734 114,634 114,939 115,079 140 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 2,130) 0 0 50 2,080 2,080 2,130 2,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.3 98.0 99.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 37 38 40 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 140,881 COMMITMENTS 2,770 0 470 137,626 140,411 140,866 140,881 15 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,135) -50 0 0 1,185 1,135 1,135 1,135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 0.3 97.7 99.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 0 2 39 40 43 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 155,125 COMMITMENTS 18,630 6,462 6,243 129,883 142,216 154,756 154,921 369 204 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,718) -660 -320 25 2,303 1,917 1,668 1,622 50 96 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 4.2 4.0 83.7 91.7 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 8 46 40 57 52 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 103,946 COMMITMENTS 1,178 2,100 3,077 99,497 98,754 103,752 103,931 194 15 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,003) 0 0 0 3,003 3,003 3,003 3,003 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.0 3.0 95.7 95.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 5 40 33 47 38 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,050 COMMITMENTS 295 815 0 25,395 25,105 25,690 25,920 360 130 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 685) 0 0 0 685 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.1 0.0 97.5 96.4 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 25 13 26 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,325 COMMITMENTS 684 315 0 23,276 23,890 23,960 24,205 365 120 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 675) 0 0 0 645 675 645 675 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.3 0.0 95.7 98.2 98.5 99.5 1.5 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 21,780 COMMITMENTS 0 950 300 21,235 19,770 21,535 21,020 245 760 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 860) 0 0 0 920 860 920 860 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 1.4 97.5 90.8 98.9 96.5 1.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 22 20 23 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,524 COMMITMENTS 2,553 2,770 703 29,768 30,051 33,024 33,524 500 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,055) 0 0 0 1,055 1,055 1,055 1,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 8.3 2.1 88.8 89.6 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,000 COMMITMENTS 3,915 0 0 16,137 20,728 20,052 20,728 948 272 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 130) 0 0 0 100 130 100 130 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.0 0.0 76.8 98.7 95.5 98.7 4.5 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 20 20 22 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,229 COMMITMENTS 396 310 260 24,913 25,624 25,569 26,194 660 35 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3) 30 0 30 -57 -27 3 3 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 1.2 1.0 95.0 97.7 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 27 24 31 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,976 COMMITMENTS 592 750 143 23,125 23,073 23,860 23,966 116 10 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 860) 25 50 0 835 810 860 860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 3.1 0.6 96.5 96.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 25 25 27 28 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,743 COMMITMENTS 0 1,070 0 15,359 14,673 15,359 15,743 384 0 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 274) 0 0 0 274 274 274 274 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.8 0.0 97.6 93.2 97.6 100.0 2.4 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 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,515 COMMITMENTS 25 2,585 290 26,075 23,430 26,390 26,305 125 210 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 370) 0 75 0 370 295 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.7 1.1 98.3 88.4 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 3 1 24 23 26 26 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,795 COMMITMENTS 975 0 0 7,615 9,760 8,590 9,760 1,205 35 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 810) 0 0 0 145 810 145 810 665 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 77.7 99.6 87.7 99.6 12.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 16 19 17 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 03/31/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,430 COMMITMENTS 430 125 300 8,540 10,905 9,270 11,330 2,160 100 CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 720) 0 0 0 -345 735 -345 735 1,065 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 1.1 2.6 74.7 95.4 81.1 99.1 18.9 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 16 17 17 19
Updated April 3, 2015