CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 12,685 COMMITMENTS 5,518 2,889 600 6,516 9,196 12,634 12,685 51 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 140) 230 100 0 -73 40 157 140 -17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 22.8 4.7 51.4 72.5 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 5 3 3 9 17 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| 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 03/31/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,965,263 COMMITMENTS 332,736 354,502 765,332 2829878 2827101 3927946 3946935 37,317 18,328 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -10,359) -19,097 4,318 -9,318 16,000 -6,805 -12,415 -11,805 2,056 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 8.9 19.3 71.4 71.3 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 31 41 53 131 108 190 175 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 412,056 COMMITMENTS 108,327 86,720 79,033 224,652 245,287 412,012 411,040 44 1,016 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 5,884) 3,456 8,864 881 1,547 -3,861 5,884 5,884 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 21.0 19.2 54.5 59.5 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 19 14 24 35 32 64 60 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,657 COMMITMENTS 5,100 9,829 5,167 217,631 220,558 227,898 235,554 14,759 7,103 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,287) 550 -6,216 666 -6,470 -1,806 -5,254 -7,356 -2,033 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 4.1 2.1 89.7 90.9 93.9 97.1 6.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 8 5 38 31 44 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,643 COMMITMENTS 16,170 3,834 1,662 89,952 104,263 107,784 109,759 5,859 3,884 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,451) -5,312 -758 376 -1,412 -3,886 -6,348 -4,268 897 -1,183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 3.4 1.5 79.2 91.7 94.8 96.6 5.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 2 28 30 35 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,335 COMMITMENTS 25 6,801 6,965 218,572 211,892 225,562 225,658 7,773 7,677 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -12,125) -2,354 -856 720 -11,092 -12,790 -12,726 -12,926 601 801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 3.0 93.7 90.8 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 4 4 24 31 28 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 703,539 COMMITMENTS 67,922 11,232 8,615 618,434 672,853 694,971 692,700 8,568 10,839 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -38,778) 2,859 -3,754 -3,592 -37,412 -32,658 -38,145 -40,004 -633 1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.6 1.2 87.9 95.6 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 2 3 4 45 35 49 40 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 277,388 COMMITMENTS 3,160 17,425 1,874 266,465 248,122 271,499 267,421 5,889 9,967 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -6,193) -111 174 191 -4,910 -5,748 -4,830 -5,383 -1,363 -810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 6.3 0.7 96.1 89.4 97.9 96.4 2.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 3 29 32 32 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 254,703 COMMITMENTS 446 3,451 6,211 239,128 240,618 245,785 250,280 8,918 4,423 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -16,039) -129 -2,170 -15 -17,040 -15,038 -17,184 -17,223 1,145 1,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.4 2.4 93.9 94.5 96.5 98.3 3.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 3 4 38 40 42 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,703 COMMITMENTS 3,371 0 2,962 96,437 95,642 102,770 98,604 4,933 9,099 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -14,218) 1,103 -444 -1,691 -15,059 -11,506 -15,647 -13,641 1,429 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 2.8 89.5 88.8 95.4 91.6 4.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 2 21 18 23 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,510 COMMITMENTS 851 1,868 4,817 93,064 95,324 98,732 102,009 10,778 7,501 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -8,982) 189 1,110 -1,271 -7,277 -10,924 -8,359 -11,085 -623 2,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 4.4 85.0 87.0 90.2 93.2 9.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 3 3 24 21 27 25 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,956 COMMITMENTS 112 986 1,951 76,129 77,720 78,192 80,657 9,764 7,299 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,631) -606 -1,684 -382 -6,571 -2,429 -7,559 -4,495 1,928 -1,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.1 2.2 86.6 88.4 88.9 91.7 11.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 15 20 17 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,729 COMMITMENTS 0 0 0 184,941 185,132 184,941 185,132 6,788 6,597 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -9,414) 0 0 0 -9,051 -8,777 -9,051 -8,777 -363 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 96.6 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 23 23 23 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,269 COMMITMENTS 0 0 0 71,513 77,934 71,513 77,934 12,756 6,335 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -664) 0 0 0 1,834 -980 1,834 -980 -2,498 316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.9 92.5 84.9 92.5 15.1 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 326,484 COMMITMENTS 0 0 0 315,056 316,943 315,056 316,943 11,428 9,541 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -19,713) -10 -241 -480 -19,221 -21,455 -19,711 -22,176 -2 2,463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.5 97.1 96.5 97.1 3.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 0 0 0 42 36 42 36 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,271 COMMITMENTS 1,236 2,627 2,805 63,785 53,174 67,826 58,606 6,445 15,665 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,502) 621 -581 -235 -2,889 -3,739 -2,503 -4,555 -2,999 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.5 3.8 85.9 71.6 91.3 78.9 8.7 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 17 14 19 16 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,376 COMMITMENTS 1,491 2,913 1,283 56,372 57,788 59,146 61,984 8,230 5,392 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -4,006) 603 -64 -877 -6,511 -2,541 -6,785 -3,482 2,779 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 4.3 1.9 83.7 85.8 87.8 92.0 12.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 15 13 17 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,914 COMMITMENTS 4,744 1,950 0 57,240 58,788 61,984 60,738 930 2,176 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -34,756) -3,924 -124 -1,331 -28,425 -34,056 -33,680 -35,511 -1,076 755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 3.1 0.0 91.0 93.4 98.5 96.5 1.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 0 22 27 27 29 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,385 COMMITMENTS 0 7,976 0 55,295 46,144 55,295 54,120 90 1,265 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -17,401) 0 -279 0 -16,936 -16,779 -16,936 -17,058 -465 -343 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.4 0.0 99.8 83.3 99.8 97.7 0.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 13 20 13 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 154,952 COMMITMENTS 0 14,037 949 142,538 131,099 143,487 146,085 11,465 8,867 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,821) 0 584 -64 -6,591 -4,227 -6,655 -3,707 834 -2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.1 0.6 92.0 84.6 92.6 94.3 7.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 24 27 26 29 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,989 COMMITMENTS 0 2,683 2,394 103,099 101,031 105,493 106,108 7,496 6,881 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -8,685) 0 -2,889 422 -9,835 -5,998 -9,413 -8,465 728 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 2.1 91.2 89.4 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 23 23 25 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,718 COMMITMENTS 552 109 855 64,420 66,052 65,827 67,016 7,891 6,702 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,650) -328 109 -15 -6,171 -4,443 -6,514 -4,349 864 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.1 1.2 87.4 89.6 89.3 90.9 10.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 11 13 13 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,606 COMMITMENTS 1,128 15,922 581 89,146 79,558 90,855 96,061 7,751 2,545 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,476) -120 -471 -60 -5,548 -4,374 -5,728 -4,905 252 -571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 16.1 0.6 90.4 80.7 92.1 97.4 7.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 13 20 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,933 COMMITMENTS 673 9,346 638 90,685 86,447 91,996 96,431 5,937 1,502 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,258) 115 -300 -179 -6,838 -6,707 -6,902 -7,186 -356 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.5 0.7 92.6 88.3 93.9 98.5 6.1 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 193,566 COMMITMENTS 4,235 16,966 2,054 171,162 167,063 177,451 186,083 16,115 7,483 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -12,243) -369 -4,179 -130 -10,508 -7,150 -11,007 -11,459 -1,236 -784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 8.8 1.1 88.4 86.3 91.7 96.1 8.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 2 30 32 32 37 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,049 COMMITMENTS 0 900 0 16,413 14,558 16,413 15,458 1,636 2,591 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -8,587) 0 -837 0 -8,671 -7,440 -8,671 -8,277 84 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 90.9 80.7 90.9 85.6 9.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 11 12 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,422 COMMITMENTS 0 0 0 37,712 39,822 37,712 39,822 2,710 600 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -3,733) -620 -248 0 -4,321 -3,479 -4,941 -3,727 1,208 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.3 98.5 93.3 98.5 6.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 259,444 COMMITMENTS 1,176 10,555 2,545 247,094 243,233 250,815 256,333 8,629 3,111 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -20,625) 449 -979 -693 -19,552 -18,255 -19,796 -19,927 -829 -698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 4.1 1.0 95.2 93.8 96.7 98.8 3.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 3 41 37 44 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 115,299 COMMITMENTS 0 0 0 112,852 111,018 112,852 111,018 2,447 4,281 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -6,858) 0 0 0 -6,989 -7,661 -6,989 -7,661 131 803 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 96.3 97.9 96.3 2.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 27 23 27 23 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 90,947 COMMITMENTS 2,576 0 0 78,608 84,937 81,184 84,937 9,763 6,010 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -9,981) -420 0 0 -8,925 -9,657 -9,345 -9,657 -636 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 86.4 93.4 89.3 93.4 10.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 85,358 COMMITMENTS 0 0 0 75,788 76,328 75,788 76,328 9,570 9,030 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,730) 0 0 0 -7,893 -8,489 -7,893 -8,489 163 759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.8 89.4 88.8 89.4 11.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 15 18 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 132,747 COMMITMENTS 15,940 9,382 10,006 106,222 113,207 132,168 132,595 579 152 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,943) -533 -561 -287 -2,081 -1,606 -2,901 -2,454 -42 -489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 7.1 7.5 80.0 85.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 8 14 46 51 63 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 39,897 COMMITMENTS 355 179 1,897 37,645 37,821 39,897 39,897 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,409) 153 -126 -234 -2,328 -2,023 -2,409 -2,383 0 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.4 4.8 94.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 4 26 23 30 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 377,048 COMMITMENTS 31,438 6,672 17,184 328,426 353,192 377,048 377,048 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -27,917) 2,249 -1,984 -2,891 -27,275 -22,715 -27,917 -27,590 0 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 1.8 4.6 87.1 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 2 22 22 25 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,508,768 COMMITMENTS 30,542 26,740 38,979 1439247 1443049 1508768 1508768 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -58,070) 370 -395 -1,922 -56,518 -55,753 -58,070 -58,070 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.8 2.6 95.4 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 7 37 42 46 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,654 COMMITMENTS 31 2,726 4,897 46,726 44,031 51,654 51,654 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,349) 5 265 -447 -901 -1,161 -1,343 -1,343 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 5.3 9.5 90.5 85.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 6 3 23 23 27 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 338,493 COMMITMENTS 5,272 3,810 32,017 301,203 302,665 338,492 338,492 1 1 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -11,933) -2,357 -2,548 344 -9,920 -9,729 -11,933 -11,933 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.1 9.5 89.0 89.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 17 14 20 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 560,958 COMMITMENTS 12,039 15,849 13,289 535,630 531,820 560,958 560,958 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -23,658) 1,564 -6,665 -1,955 -23,267 -15,038 -23,658 -23,658 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.8 2.4 95.5 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 23 25 25 29 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 46,650 COMMITMENTS 2,695 2,645 2,766 40,523 41,045 45,984 46,456 666 194 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,876) 436 -484 -484 -1,786 -844 -1,834 -1,812 -42 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 5.7 5.9 86.9 88.0 98.6 99.6 1.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 25 27 28 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,805 COMMITMENTS 0 345 50 55,981 56,410 56,031 56,805 774 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,655) 0 0 -50 -2,575 -2,605 -2,625 -2,655 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.1 98.5 99.3 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 2 1 30 25 31 27 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 69,964 COMMITMENTS 50 100 230 69,443 69,631 69,723 69,961 241 3 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -3,886) -40 -50 0 -3,835 -3,835 -3,875 -3,885 -11 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.3 99.3 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 34 25 35 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,760 COMMITMENTS 1,190 125 10 17,490 18,625 18,690 18,760 70 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 100 120 100 120 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 0.7 0.1 93.2 99.3 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 23 16 24 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 271,936 COMMITMENTS 0 3,832 7,080 264,856 261,024 271,936 271,936 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,952) -3,128 0 0 1,176 -1,952 -1,952 -1,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 2.6 97.4 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 26 21 27 23 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,162 COMMITMENTS 2,850 278 198 6,010 8,363 9,058 8,839 104 323 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 63) 0 0 0 63 63 63 63 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 3.0 2.2 65.6 91.3 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,680 COMMITMENTS 960 525 240 21,460 21,915 22,660 22,680 20 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 905) 0 0 0 885 905 885 905 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 2.3 1.1 94.6 96.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 24 22 25 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,565 COMMITMENTS 0 840 230 14,105 13,495 14,335 14,565 230 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 295) 0 0 0 295 295 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.8 1.6 96.8 92.7 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 24 23 25 24 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,558 COMMITMENTS 636 38 329 15,910 15,801 16,875 16,168 683 1,390 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 572) 0 20 0 616 552 616 572 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.2 1.9 90.6 90.0 96.1 92.1 3.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 28 27 30 29 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,984 COMMITMENTS 0 11,354 1,145 51,343 40,290 52,488 52,789 496 195 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,159) -275 -83 55 -1,971 -2,126 -2,191 -2,154 32 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.4 2.2 96.9 76.0 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 3 33 33 36 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,666 COMMITMENTS 0 10,594 1,432 56,029 45,600 57,461 57,626 205 40 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,136) -220 -396 30 -1,874 -1,805 -2,064 -2,171 -72 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 2.5 97.2 79.1 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 6 4 37 37 41 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,945 COMMITMENTS 1,250 0 0 44,580 45,870 45,830 45,870 115 75 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -3,175) 750 0 0 -3,895 -3,160 -3,145 -3,160 -30 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 97.0 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 29 14 31 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,415 COMMITMENTS 900 0 0 46,405 47,325 47,305 47,325 110 90 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,815) 900 0 0 -2,725 -1,865 -1,825 -1,865 10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 97.9 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 31 15 32 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 375,246 COMMITMENTS 62,969 2,777 21,528 290,749 350,941 375,246 375,246 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -22,738) -2,779 793 -1,180 -18,779 -22,351 -22,738 -22,738 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.7 5.7 77.5 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 32 32 36 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,858 COMMITMENTS 4,838 357 730 16,902 21,153 22,470 22,240 388 618 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,111) -155 -129 -88 -2,039 -1,915 -2,282 -2,132 171 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 1.6 3.2 73.9 92.5 98.3 97.3 1.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 3 26 34 32 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 14,365 COMMITMENTS 667 1,257 770 12,928 12,338 14,365 14,365 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 481) -366 156 -2 851 329 483 483 -2 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 8.8 5.4 90.0 85.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 17 12 22 15 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 511,241 COMMITMENTS 0 12,476 14,038 497,203 484,727 511,241 511,241 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -34,415) -1,952 5,143 -460 -32,003 -39,098 -34,415 -34,415 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 2.7 97.3 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 20 22 22 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 43,718 COMMITMENTS 6,094 216 2,916 34,152 40,201 43,162 43,333 556 385 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,192) -364 216 -182 -1,771 -2,292 -2,317 -2,258 125 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 0.5 6.7 78.1 92.0 98.7 99.1 1.3 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 3 19 21 24 24 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,703 COMMITMENTS 3,275 0 811 12,125 14,611 16,211 15,422 492 1,281 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -848) -92 0 -44 -624 -782 -760 -826 -88 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 0.0 4.9 72.6 87.5 97.1 92.3 2.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 4 17 22 22 26 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 209,944 COMMITMENTS 47,435 0 0 162,509 209,944 209,944 209,944 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -17,204) -2,737 -736 0 -13,685 -16,468 -16,422 -17,204 -782 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 0.0 0.0 77.4 100.0 100.0 100.0 0.0 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,087 COMMITMENTS 1,293 0 154 11,143 11,782 12,590 11,936 497 1,151 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -654) 88 -167 -154 -825 -413 -891 -734 237 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 1.2 85.1 90.0 96.2 91.2 3.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 18 18 20 19 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 108,725 COMMITMENTS 10,057 0 0 98,668 108,725 108,725 108,725 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -11,730) -391 -48 -1,127 -10,212 -10,555 -11,730 -11,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 0.0 90.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 16 20 18 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,879 COMMITMENTS 714 0 1,157 21,008 21,722 22,879 22,879 0 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -967) 156 0 -156 -967 -811 -967 -967 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 5.1 91.8 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 14 16 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,260 COMMITMENTS 0 850 50 28,705 28,240 28,755 29,140 505 120 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,205) 0 0 0 -1,305 -1,205 -1,305 -1,205 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.2 98.1 96.5 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 20 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,825 COMMITMENTS 0 900 0 25,380 24,565 25,380 25,465 445 360 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,160) 0 0 0 -1,260 -1,160 -1,260 -1,160 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 98.3 95.1 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 12 18 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,681 COMMITMENTS 0 0 0 25,486 25,636 25,486 25,636 195 45 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -860) 0 0 0 -845 -855 -845 -855 -15 -5 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: 29) 0 0 0 22 11 22 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,799 COMMITMENTS 0 0 0 18,604 18,799 18,604 18,799 195 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -730) 0 0 0 -715 -730 -715 -730 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 9 19 9 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,302 COMMITMENTS 0 0 0 11,700 12,302 11,700 12,302 602 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,445) 0 0 0 -2,440 -2,445 -2,440 -2,445 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 95.1 100.0 95.1 100.0 4.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 8 19 8 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,088 COMMITMENTS 1,665 95 150 106,143 107,843 107,958 108,088 130 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -6,991) -150 40 -240 -6,591 -6,791 -6,981 -6,991 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.1 98.2 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 36 37 39 39 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 131,784 COMMITMENTS 2,115 50 470 129,199 131,164 131,784 131,684 0 100 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -9,097) -655 50 0 -8,427 -9,247 -9,082 -9,197 -15 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.4 98.0 99.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 1 3 40 40 44 43 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 149,296 COMMITMENTS 17,761 5,861 6,308 124,998 136,987 149,067 149,156 229 140 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5,829) -869 -601 65 -4,885 -5,229 -5,689 -5,765 -140 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 3.9 4.2 83.7 91.8 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 9 6 8 45 39 56 51 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,789 COMMITMENTS 2,130 1,915 3,005 94,475 94,854 99,610 99,774 179 15 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -4,157) 952 -185 -72 -5,022 -3,900 -4,142 -4,157 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.9 3.0 94.7 95.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 5 40 32 48 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,505 COMMITMENTS 50 715 0 24,020 23,670 24,070 24,385 435 120 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,545) -245 -100 0 -1,375 -1,435 -1,620 -1,535 75 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.9 0.0 98.0 96.6 98.2 99.5 1.8 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,045 COMMITMENTS 25 315 0 21,660 21,595 21,685 21,910 360 135 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,280) -659 0 0 -1,616 -2,295 -2,275 -2,295 -5 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.4 0.0 98.3 98.0 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 9 22 10 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 21,210 COMMITMENTS 0 930 295 20,680 19,250 20,975 20,475 235 735 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -570) 0 -20 -5 -555 -520 -560 -545 -10 -25 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 23 20 24 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,910 COMMITMENTS 2,368 2,670 803 29,264 29,437 32,435 32,910 475 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -614) -185 -100 100 -504 -614 -589 -614 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 8.1 2.4 88.9 89.4 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 24 25 28 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,054 COMMITMENTS 3,720 0 0 15,424 19,745 19,144 19,745 910 309 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -946) -195 0 0 -713 -983 -908 -983 -38 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.0 0.0 76.9 98.5 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 18 19 20 19 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,732 COMMITMENTS 482 260 230 24,431 25,212 25,143 25,702 589 30 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -497) 86 -50 -30 -482 -412 -426 -492 -71 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 1.0 0.9 94.9 98.0 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 23 25 26 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,711 COMMITMENTS 710 685 0 21,861 21,926 22,571 22,611 140 100 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,265) 118 -65 -143 -1,264 -1,147 -1,289 -1,355 24 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.0 0.0 96.3 96.5 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 0 23 24 24 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,283 COMMITMENTS 0 990 0 14,925 14,293 14,925 15,283 358 0 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -460) 0 -80 0 -434 -380 -434 -460 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 97.7 93.5 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 15 18 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,725 COMMITMENTS 25 2,570 290 26,295 23,655 26,610 26,515 115 210 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 210) 0 -15 0 220 225 220 210 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.6 1.1 98.4 88.5 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 24 21 26 24 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,580 COMMITMENTS 975 0 0 7,190 9,520 8,165 9,520 1,415 60 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -215) 0 0 0 -425 -240 -425 -240 210 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.0 0.0 75.1 99.4 85.2 99.4 14.8 0.6 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 04/07/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,070 COMMITMENTS 480 100 225 8,035 10,485 8,740 10,810 2,330 260 CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -360) 50 -25 -75 -505 -420 -530 -520 170 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.9 2.0 72.6 94.7 79.0 97.7 21.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 16 16 17 18
Updated April 10, 2015