CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 13,460 COMMITMENTS 6,207 3,604 485 6,714 9,371 13,406 13,460 54 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 475) 465 590 -115 123 0 473 475 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.1 26.8 3.6 49.9 69.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 5 3 4 9 18 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| 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 04/14/15 (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 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 17,942 COMMITMENTS 3,907 200 750 13,285 16,992 17,942 17,942 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 525) -475 -200 650 350 75 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 1.1 4.2 74.0 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 1 2 10 7 17 9 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,007,199 COMMITMENTS 270,337 349,938 817,110 2884665 2823193 3972112 3990241 35,087 16,958 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,769) -7,292 -9,199 -15,842 30,243 33,226 7,109 8,185 -1,340 -2,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 8.7 20.4 72.0 70.5 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 27 44 55 133 110 194 176 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 470,676 COMMITMENTS 136,161 132,510 96,490 237,981 240,212 470,632 469,212 44 1,464 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 15,649) -4,924 6,600 12,231 8,342 -3,182 15,649 15,649 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 28.2 20.5 50.6 51.0 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 14 24 36 33 64 62 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,241 COMMITMENTS 6,214 13,139 4,743 219,942 220,178 230,899 238,060 14,342 7,181 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -588) 1,385 2,032 -637 -1,730 -1,272 -982 123 394 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 5.4 1.9 89.7 89.8 94.2 97.1 5.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 7 5 35 31 41 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,448 COMMITMENTS 15,846 3,127 1,924 96,170 110,816 113,940 115,867 5,508 3,581 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,367) -409 -216 246 3,739 2,667 3,576 2,697 -209 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 2.6 1.6 80.5 92.8 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 1 3 29 29 37 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,862 COMMITMENTS 2,764 4,870 5,297 226,698 226,468 234,759 236,635 8,103 6,227 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 9,376) 499 -1,013 -210 8,873 11,427 9,162 10,204 214 -828 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.0 2.2 93.3 93.2 96.7 97.4 3.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 5 27 32 32 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 719,673 COMMITMENTS 70,009 7,816 9,953 632,129 691,826 712,091 709,595 7,582 10,078 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,223) -430 -1,034 828 6,056 6,220 6,454 6,014 -1,231 -791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 1.1 1.4 87.8 96.1 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 2 5 46 35 51 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 295,146 COMMITMENTS 3,763 20,313 1,592 285,238 263,950 290,593 285,855 4,553 9,291 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 13,259) 1,116 4,509 -259 13,535 10,479 14,392 14,729 -1,133 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 6.9 0.5 96.6 89.4 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 5 3 33 32 36 39 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,415 COMMITMENTS 454 7,346 5,919 247,063 240,606 253,436 253,871 6,979 6,544 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,674) -1,703 1,953 2,017 6,010 -2,397 6,324 1,573 -2,650 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.8 2.3 94.9 92.4 97.3 97.5 2.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 4 4 39 38 43 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 114,506 COMMITMENTS 5,210 0 3,502 100,072 102,681 108,784 106,183 5,722 8,323 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,512) 1,253 0 172 3,327 6,116 4,752 6,288 760 -776 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.0 3.1 87.4 89.7 95.0 92.7 5.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 2 21 20 24 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,678 COMMITMENTS 887 1,904 5,449 98,653 98,409 104,989 105,762 7,689 6,916 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -375) 332 40 -92 947 877 1,187 825 -1,562 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.7 4.8 87.6 87.3 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 4 28 25 32 30 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,753 COMMITMENTS 0 1,707 2,318 76,758 75,645 79,076 79,670 9,677 9,083 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -110) 0 1,153 -64 16 -1,212 -48 -123 -62 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 2.6 86.5 85.2 89.1 89.8 10.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 15 20 17 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,423 COMMITMENTS 0 0 0 184,928 185,155 184,928 185,155 7,495 7,268 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -217) 0 0 0 -372 -215 -372 -215 155 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 96.2 96.1 96.2 3.9 3.8 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,941 COMMITMENTS 0 0 0 75,249 81,819 75,249 81,819 12,692 6,122 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -308 89 -308 89 428 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 85.6 93.0 85.6 93.0 14.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 13 16 13 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 337,003 COMMITMENTS 736 0 0 325,517 328,156 326,253 328,156 10,750 8,847 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,011) 736 -36 -305 3,674 3,588 4,105 3,247 -94 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 96.6 97.4 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 0 0 45 38 46 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,864 COMMITMENTS 1,342 2,289 3,262 69,892 59,896 74,496 65,447 4,368 13,417 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,063) -763 -90 379 3,235 2,251 2,851 2,540 212 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.9 4.1 88.6 75.9 94.5 83.0 5.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 19 16 21 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,213 COMMITMENTS 444 2,467 1,594 67,792 66,458 69,830 70,519 7,383 6,694 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,685) -803 -458 190 1,937 2,415 1,324 2,147 1,361 538 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 3.2 2.1 87.8 86.1 90.4 91.3 9.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 18 14 20 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,874 COMMITMENTS 8,464 1,950 0 57,748 63,286 66,212 65,236 1,662 2,638 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,788) 3,720 0 0 -664 3,326 3,056 3,326 732 462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.5 2.9 0.0 85.1 93.2 97.6 96.1 2.4 3.9 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,494 COMMITMENTS 0 7,736 0 62,311 52,873 62,311 60,609 183 1,885 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,773) 0 0 0 4,680 4,153 4,680 4,153 93 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 0.0 99.7 84.6 99.7 97.0 0.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 0 13 21 13 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,578 COMMITMENTS 643 13,358 1,418 154,509 137,620 156,570 152,396 5,008 9,182 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,078) 643 -1,162 159 8,207 5,621 9,009 4,618 -4,931 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.3 0.9 95.6 85.2 96.9 94.3 3.1 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 2 27 28 29 30 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,703 COMMITMENTS 2,728 1,008 1,692 46,285 53,560 50,705 56,260 10,998 5,443 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 561) -124 -2,354 450 396 2,692 722 788 -161 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.6 2.7 75.0 86.8 82.2 91.2 17.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 13 15 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 112,093 COMMITMENTS 0 2,405 3,588 101,164 99,647 104,752 105,640 7,341 6,453 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 465) 0 394 103 486 -156 589 341 -124 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 3.2 90.3 88.9 93.5 94.2 6.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 22 25 24 27 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,474 COMMITMENTS 1,128 15,984 581 91,737 80,483 93,446 97,048 7,028 3,426 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,283) 0 62 0 3,515 1,513 3,515 1,575 -1,232 708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 15.9 0.6 91.3 80.1 93.0 96.6 7.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 14 19 16 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,258 COMMITMENTS 1,290 10,677 400 97,116 91,529 98,806 102,606 5,452 1,652 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 829) 188 -2 149 977 1,509 1,314 1,656 -485 -827 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 10.2 0.4 93.1 87.8 94.8 98.4 5.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 19 16 20 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 199,441 COMMITMENTS 1,390 18,122 3,078 181,643 173,466 186,111 194,666 13,330 4,775 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,251) -2,109 -851 1,157 4,962 3,058 4,010 3,364 -1,759 -1,113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 9.1 1.5 91.1 87.0 93.3 97.6 6.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 5 3 33 32 36 38 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 22,978 COMMITMENTS 0 1,179 0 21,888 21,037 21,888 22,216 1,090 762 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,131) 0 279 0 3,801 4,681 3,801 4,960 -670 -1,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 95.3 91.6 95.3 96.7 4.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 14 13 14 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,895 COMMITMENTS 0 0 0 39,289 40,047 39,289 40,047 1,606 848 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 411) 0 0 0 1,147 961 1,147 961 -736 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 97.9 96.1 97.9 3.9 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 12 15 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 269,602 COMMITMENTS 2,068 11,255 2,391 255,566 251,317 260,025 264,963 9,577 4,639 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,444) 30 853 0 1,726 932 1,756 1,785 688 659 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.2 0.9 94.8 93.2 96.4 98.3 3.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 2 2 40 36 43 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 117,239 COMMITMENTS 0 0 0 114,118 112,412 114,118 112,412 3,121 4,827 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 842) 0 0 0 1,090 842 1,090 842 -248 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.3 95.9 97.3 95.9 2.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 26 22 26 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,252 COMMITMENTS 2,576 0 0 78,547 85,000 81,123 85,000 10,129 6,252 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 155 670 155 670 -155 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 86.1 93.1 88.9 93.1 11.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 20 19 21 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 85,533 COMMITMENTS 0 979 0 76,101 78,674 76,101 79,653 9,432 5,880 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -470) 0 979 0 -283 -440 -283 539 -187 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 89.0 92.0 89.0 93.1 11.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 17 19 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 139,186 COMMITMENTS 16,020 10,943 10,158 111,622 117,147 137,800 138,248 1,386 938 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,634) -280 1,338 125 4,960 3,769 4,805 5,232 829 402 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 7.9 7.3 80.2 84.2 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 7 14 48 54 65 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,072 COMMITMENTS 405 333 1,870 39,797 39,869 42,072 42,072 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 23) 25 76 -26 24 -27 23 23 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.8 4.4 94.6 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 3 3 26 24 30 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 403,684 COMMITMENTS 29,454 7,384 19,112 355,118 377,188 403,684 403,684 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 2,016) -992 1,000 0 3,008 1,016 2,016 2,016 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 1.8 4.7 88.0 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 4 3 24 21 28 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,585,486 COMMITMENTS 34,502 18,139 38,557 1505793 1520684 1578852 1577380 6,634 8,106 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 52,336) 4,736 -6,249 -1,206 42,172 51,685 45,702 44,230 6,634 8,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.1 2.4 95.0 95.9 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 5 6 39 44 48 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 55,464 COMMITMENTS 540 2,369 4,800 50,124 48,295 55,464 55,464 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 465) 100 -25 -100 465 590 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 4.3 8.7 90.4 87.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 3 26 22 30 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 366,042 COMMITMENTS 2,992 4,154 31,369 331,680 330,518 366,041 366,041 1 1 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,256) -3,272 0 0 8,528 5,256 5,256 5,256 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 1.1 8.6 90.6 90.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 15 21 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 560,544 COMMITMENTS 12,039 15,849 13,289 535,216 531,406 560,544 560,544 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 4,247) 0 0 0 4,247 4,247 4,247 4,247 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: 39) 1 3 2 24 28 26 32 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,909 COMMITMENTS 2,529 2,415 2,952 41,681 42,394 47,162 47,761 747 148 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 760) -166 -357 186 740 933 760 762 0 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 5.0 6.2 87.0 88.5 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 3 3 26 31 30 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,094 COMMITMENTS 0 345 50 57,753 57,687 57,803 58,082 291 12 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 779) 0 0 0 1,262 767 1,262 767 -483 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.1 99.4 99.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 2 1 33 26 34 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,514 COMMITMENTS 50 150 230 71,876 72,119 72,156 72,499 358 15 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,700) 0 50 0 1,688 1,638 1,688 1,688 12 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.2 0.3 99.1 99.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 37 27 38 29 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,620 COMMITMENTS 1,190 175 10 16,175 17,345 17,375 17,530 245 90 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.0 0.1 91.8 98.4 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 22 15 23 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 281,560 COMMITMENTS 0 7,696 6,688 274,872 267,176 281,560 281,560 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,112) 0 2,304 0 1,112 -1,192 1,112 1,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 2.4 97.6 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 1 24 20 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,394 COMMITMENTS 2,790 294 198 5,302 7,709 8,290 8,201 104 193 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 346) 80 60 0 246 286 326 346 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.2 3.5 2.4 63.2 91.8 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 18 21 24 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,515 COMMITMENTS 1,060 525 140 21,255 21,850 22,455 22,515 60 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 705) 0 0 0 705 705 705 705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.3 0.6 94.4 97.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 24 24 25 26 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,970 COMMITMENTS 0 725 230 13,515 12,995 13,745 13,950 225 20 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -40) 0 0 0 140 95 140 95 -180 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 1.6 96.7 93.0 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 24 24 25 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,595 COMMITMENTS 636 18 307 15,991 15,714 16,934 16,039 661 1,556 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -262) 0 0 0 -222 -283 -222 -283 -40 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.1 1.7 90.9 89.3 96.2 91.2 3.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 26 23 28 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,564 COMMITMENTS 0 11,604 1,041 53,075 41,724 54,116 54,369 448 195 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 484) 0 -19 -24 558 527 534 484 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 21.3 1.9 97.3 76.5 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 2 33 32 35 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,376 COMMITMENTS 0 10,903 1,407 57,944 47,026 59,351 59,336 25 40 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 639) 0 165 -21 840 495 819 639 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 2.4 97.6 79.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 0 6 3 36 37 39 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,745 COMMITMENTS 1,595 0 0 47,050 48,670 48,645 48,670 100 75 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,965) 0 0 0 1,965 1,965 1,965 1,965 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 96.5 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 31 15 33 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,545 COMMITMENTS 1,290 0 0 48,085 49,455 49,375 49,455 170 90 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,610) 0 0 0 1,610 1,610 1,610 1,610 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 32 16 33 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 380,944 COMMITMENTS 63,762 2,417 21,528 295,654 356,999 380,944 380,944 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 464) 793 -784 0 -329 1,248 464 464 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.7 0.6 5.7 77.6 93.7 100.0 100.0 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,329 COMMITMENTS 5,047 487 774 17,271 21,747 23,092 23,008 237 321 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 63) 146 -20 0 -127 103 19 83 44 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 2.1 3.3 74.0 93.2 99.0 98.6 1.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 28 34 35 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 17,190 COMMITMENTS 464 1,485 746 15,980 14,959 17,190 17,190 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,435) -50 -156 -25 1,510 1,616 1,435 1,435 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 8.6 4.3 93.0 87.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 17 12 22 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 177,478 COMMITMENTS 18,070 608 10,568 148,829 166,291 177,467 177,467 11 11 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 0.3 6.0 83.9 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 13 5 17 7 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 512,951 COMMITMENTS 0 12,476 14,038 498,913 486,437 512,951 512,951 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 951) 0 0 0 951 951 951 951 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: 32) 0 2 2 20 22 22 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 44,525 COMMITMENTS 6,050 216 2,960 35,064 40,944 44,074 44,120 451 405 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 574) 0 0 0 574 554 574 554 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.5 6.6 78.8 92.0 99.0 99.1 1.0 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,513 COMMITMENTS 3,590 0 706 12,703 15,543 16,999 16,249 514 1,264 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 215) 144 0 -41 90 209 193 168 22 47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.0 4.0 72.5 88.8 97.1 92.8 2.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 4 18 23 23 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 209,640 COMMITMENTS 47,435 0 0 162,205 209,640 209,640 209,640 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,256) 0 0 0 1,256 1,256 1,256 1,256 0 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: 28) 3 0 0 18 19 21 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,045 COMMITMENTS 1,231 0 154 11,314 11,782 12,699 11,936 346 1,109 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -236) -62 0 0 -23 -214 -85 -214 -151 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.0 1.2 86.7 90.3 97.3 91.5 2.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 22 20 24 21 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 111,078 COMMITMENTS 10,057 0 0 101,021 111,078 111,078 111,078 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -375) 0 0 0 -375 -375 -375 -375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.0 90.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 18 19 20 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,569 COMMITMENTS 714 0 1,157 21,698 22,412 23,569 23,569 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 383) 0 0 0 383 383 383 383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 0.0 4.9 92.1 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 14 17 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,560 COMMITMENTS 0 850 50 29,005 28,540 29,055 29,440 505 120 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.2 98.1 96.5 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 17 21 18 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,925 COMMITMENTS 0 900 0 25,480 24,665 25,480 25,565 445 360 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.0 98.3 95.1 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 11 19 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,771 COMMITMENTS 100 0 0 25,476 25,726 25,576 25,726 195 45 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.0 98.9 99.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 23 12 24 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,619 COMMITMENTS 0 0 0 19,424 19,619 19,424 19,619 195 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 610) 0 0 0 610 610 610 610 0 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: 25) 0 0 0 20 9 20 9 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,437 COMMITMENTS 0 0 0 13,825 14,437 13,825 14,437 612 0 CHANGES FROM 04/14/15 (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 95.8 100.0 95.8 100.0 4.2 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,348 COMMITMENTS 1,665 95 150 110,403 112,103 112,218 112,348 130 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 3,025) -100 0 0 3,125 3,025 3,025 3,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.1 0.1 98.3 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 2 36 40 39 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 137,049 COMMITMENTS 1,965 150 720 134,364 136,179 137,049 137,049 0 0 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,510) -150 0 50 5,610 5,460 5,510 5,510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.1 0.5 98.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 3 42 41 46 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 150,594 COMMITMENTS 18,406 6,514 5,847 122,795 134,787 147,048 147,148 3,546 3,446 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 235) 675 599 -565 -3,217 -3,105 -3,107 -3,071 3,342 3,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 4.3 3.9 81.5 89.5 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 7 8 47 41 58 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 100,343 COMMITMENTS 2,560 1,915 3,325 92,663 93,508 98,548 98,748 1,795 1,595 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 349) -75 0 25 -1,217 -1,256 -1,267 -1,231 1,616 1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.9 3.3 92.3 93.2 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 6 40 32 48 38 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,425 COMMITMENTS 50 615 0 26,150 25,690 26,200 26,305 225 120 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,675) 0 -100 0 1,795 1,775 1,795 1,675 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.3 0.0 99.0 97.2 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 29 14 30 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,545 COMMITMENTS 25 215 50 23,230 23,145 23,305 23,410 240 135 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,410) 0 -100 50 1,480 1,460 1,530 1,410 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.2 98.7 98.3 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 24 10 26 11 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 23,060 COMMITMENTS 0 930 295 22,660 21,100 22,955 22,325 105 735 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,500 1,500 1,500 1,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 1.3 98.3 91.5 99.5 96.8 0.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 25 22 26 24 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,112 COMMITMENTS 2,503 2,670 755 29,269 29,527 32,527 32,952 585 160 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -38) 135 0 -48 -235 -150 -148 -198 110 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 8.1 2.3 88.4 89.2 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 22 24 26 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,043 COMMITMENTS 3,870 0 0 16,223 20,961 20,093 20,961 950 82 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 119) 150 0 0 -71 346 79 346 40 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 0.0 77.1 99.6 95.5 99.6 4.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 17 19 19 19 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,557 COMMITMENTS 270 260 230 23,041 23,685 23,541 24,175 2,016 1,382 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 937) 0 0 0 -490 -415 -490 -415 1,427 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.0 0.9 90.2 92.7 92.1 94.6 7.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 24 23 27 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,791 COMMITMENTS 710 785 0 21,941 21,906 22,651 22,691 140 100 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 245) 0 150 0 245 95 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 3.4 0.0 96.3 96.1 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 23 23 24 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,127 COMMITMENTS 0 990 0 15,330 14,532 15,330 15,522 797 605 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 504) 0 0 0 65 -101 65 -101 439 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 95.1 90.1 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 14 17 15 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,870 COMMITMENTS 25 2,570 290 27,410 24,785 27,725 27,645 145 225 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 830) 0 0 0 830 830 830 830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 9.2 1.0 98.3 88.9 99.5 99.2 0.5 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 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,706 COMMITMENTS 975 0 0 7,615 9,611 8,590 9,611 1,116 95 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 78.5 99.0 88.5 99.0 11.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 21 18 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 04/21/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,905 COMMITMENTS 1,936 100 265 8,079 10,280 10,280 10,645 625 260 CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.9 2.4 74.1 94.3 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 16 18 19
Updated April 24, 2015