CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 13,943 COMMITMENTS 5,026 3,284 400 8,464 10,259 13,890 13,943 53 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 2,226) 540 431 -35 1,750 1,830 2,255 2,226 -29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 23.6 2.9 60.7 73.6 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 10 5 2 6 9 16 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,850 COMMITMENTS 4,765 5,889 1,000 18,085 16,961 23,850 23,850 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -25) -25 0 0 0 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 24.7 4.2 75.8 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 3 1 6 7 14 11 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 20,574 COMMITMENTS 4,657 100 850 15,067 19,624 20,574 20,574 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 707) -350 -450 850 207 307 707 707 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 0.5 4.1 73.2 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 7 1 3 9 6 16 10 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,906,293 COMMITMENTS 356,177 304,584 794,782 2720439 2790366 3871398 3889732 34,895 16,561 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -162,300) 69,907 -55,885 -7,175 -202,460 -72,858 -139,728 -135,918 -22,572 -26,382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 7.8 20.3 69.6 71.4 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 37 38 57 132 110 201 176 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 417,487 COMMITMENTS 126,087 105,965 80,799 203,907 224,972 410,793 411,736 6,694 5,751 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 10,815) 2,087 407 5,422 -2,805 -284 4,704 5,545 6,111 5,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 25.4 19.4 48.8 53.9 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 17 15 20 36 31 62 57 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,734 COMMITMENTS 6,968 10,826 4,099 213,749 212,912 224,816 227,837 9,918 6,897 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -13,617) 285 -2,832 -1,376 -8,256 -8,371 -9,347 -12,579 -4,270 -1,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 4.6 1.7 91.1 90.7 95.8 97.1 4.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 6 5 33 28 40 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 111,508 COMMITMENTS 13,166 1,550 2,378 89,692 104,643 105,236 108,571 6,272 2,937 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,879) -2,321 -1,450 566 -8,539 -8,292 -10,294 -9,176 415 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 1.4 2.1 80.4 93.8 94.4 97.4 5.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 3 30 27 37 30 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 234,440 COMMITMENTS 2,295 12,442 4,439 218,996 211,442 225,730 228,323 8,710 6,117 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,074) 853 6,475 -274 -12,216 -16,112 -11,637 -9,911 -437 -2,163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 5.3 1.9 93.4 90.2 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 4 26 31 30 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 698,231 COMMITMENTS 65,453 7,433 14,536 610,837 667,479 690,826 689,448 7,405 8,783 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -29,757) -2,106 4,933 1,949 -31,167 -35,817 -31,324 -28,935 1,567 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.1 2.1 87.5 95.6 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 2 3 4 47 37 51 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 292,511 COMMITMENTS 2,935 19,513 1,506 280,184 264,421 284,625 285,440 7,886 7,071 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,670) -719 -517 -187 -12,103 -9,788 -13,009 -10,492 339 -2,178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.7 0.5 95.8 90.4 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 5 2 30 31 32 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,947 COMMITMENTS 1,133 5,237 4,388 229,981 231,089 235,502 240,714 11,445 6,233 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -15,884) -905 231 -1,038 -17,952 -14,522 -19,895 -15,329 4,011 -555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.1 1.8 93.1 93.6 95.4 97.5 4.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 3 35 39 38 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 106,970 COMMITMENTS 3,545 0 3,183 94,199 97,611 100,927 100,794 6,043 6,176 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,706) 2,309 -1,686 -3,079 -12,184 -6,750 -12,954 -11,515 248 -1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 3.0 88.1 91.3 94.4 94.2 5.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 20 19 23 21 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,530 COMMITMENTS 796 6,151 4,241 90,891 86,787 95,928 97,179 7,602 6,351 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,688) -680 3,906 -1,084 -8,843 -13,256 -10,607 -10,434 -81 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 5.9 4.1 87.8 83.8 92.7 93.9 7.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 5 4 29 25 33 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,513 COMMITMENTS 519 1,554 1,794 70,730 70,163 73,043 73,511 11,470 11,002 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -6,362) 519 -2,313 -237 -9,171 -5,586 -8,889 -8,136 2,527 1,774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.8 2.1 83.7 83.0 86.4 87.0 13.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 12 16 14 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 183,170 COMMITMENTS 0 0 0 176,541 175,161 176,541 175,161 6,629 8,009 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,568) 0 0 0 -10,440 -11,039 -10,440 -11,039 -128 471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.4 95.6 96.4 95.6 3.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 25 21 25 21 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,212 COMMITMENTS 0 0 0 78,436 82,065 78,436 82,065 9,776 6,147 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,603) 0 0 0 1,313 -1,628 1,313 -1,628 -2,916 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.9 93.0 88.9 93.0 11.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 12 17 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 330,957 COMMITMENTS 736 94 123 322,444 323,824 323,303 324,041 7,654 6,916 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -12,807) 0 94 123 -10,902 -12,191 -10,779 -11,974 -2,028 -833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.4 97.8 97.7 97.9 2.3 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 1 1 46 39 48 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,233 COMMITMENTS 2,135 4,547 2,720 66,569 56,075 71,424 63,342 3,809 11,891 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,358) 669 1,679 -403 -4,277 -4,995 -4,011 -3,719 -347 -639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 6.0 3.6 88.5 74.5 94.9 84.2 5.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 20 17 22 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,728 COMMITMENTS 644 2,532 1,699 69,391 66,035 71,734 70,266 2,994 4,462 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,964) 567 281 -609 -4,784 -3,689 -4,826 -4,017 -138 -947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.4 2.3 92.9 88.4 96.0 94.0 4.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 19 16 21 19 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,364 COMMITMENTS 7,697 9,579 1,178 58,102 56,522 66,977 67,279 1,387 1,085 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -30,810) -2,599 -480 -1,560 -26,122 -27,449 -30,281 -29,489 -529 -1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 14.0 1.7 85.0 82.7 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 5 1 23 19 28 25 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 54,406 COMMITMENTS 279 5,636 0 53,786 47,626 54,065 53,262 341 1,144 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -18,630) 279 -1,821 -279 -18,664 -15,570 -18,664 -17,670 34 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.4 0.0 98.9 87.5 99.4 97.9 0.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 12 21 13 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 158,459 COMMITMENTS 14 11,163 1,358 148,650 137,101 150,022 149,622 8,437 8,837 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -6,829) -1,267 -2,351 333 -10,682 -4,488 -11,616 -6,506 4,787 -323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 0.9 93.8 86.5 94.7 94.4 5.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 26 28 28 30 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,451 COMMITMENTS 0 2,466 3,928 96,624 94,757 100,552 101,151 6,899 6,300 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -7,664) 0 156 -136 -6,386 -7,072 -6,522 -7,052 -1,142 -612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 3.7 89.9 88.2 93.6 94.1 6.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 23 25 25 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,140 COMMITMENTS 1,487 1,023 502 66,160 67,769 68,149 69,294 7,991 6,846 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,484) 1,179 -460 -645 -1,448 -1,073 -914 -2,178 -570 694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.3 0.7 86.9 89.0 89.5 91.0 10.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 11 14 13 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,646 COMMITMENTS 1,004 15,085 519 89,167 79,983 90,690 95,587 6,956 2,059 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,686) -124 -1,147 -62 -1,814 -511 -2,000 -1,720 -686 -966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.4 0.5 91.3 81.9 92.9 97.9 7.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 16 21 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,540 COMMITMENTS 0 10,459 850 97,892 90,055 98,742 101,364 4,798 2,176 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,181) -396 737 212 -1,406 -3,377 -1,590 -2,428 -591 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.1 0.8 94.5 87.0 95.4 97.9 4.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 1 19 16 20 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 186,970 COMMITMENTS 1,611 20,776 3,796 163,928 157,762 169,335 182,334 17,635 4,636 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,610) 140 2,239 -63 -14,932 -11,158 -14,855 -8,982 4,245 -1,628 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 11.1 2.0 87.7 84.4 90.6 97.5 9.4 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 5 2 29 30 31 36 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,000 COMMITMENTS 0 837 0 14,955 14,915 14,955 15,752 1,045 248 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -10,380) 0 -900 0 -10,362 -9,090 -10,362 -9,990 -18 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 93.5 93.2 93.5 98.5 6.5 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 13 12 13 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 45,976 COMMITMENTS 0 465 0 43,551 44,736 43,551 45,201 2,425 775 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -5,208) 0 0 0 -5,531 -4,639 -5,531 -4,639 323 -569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 94.7 97.3 94.7 98.3 5.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 12 15 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 257,978 COMMITMENTS 3,724 9,020 2,305 244,962 243,032 250,991 254,357 6,987 3,621 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -15,656) 124 -891 -117 -13,681 -13,433 -13,674 -14,441 -1,982 -1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 3.5 0.9 95.0 94.2 97.3 98.6 2.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 2 40 36 45 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 109,074 COMMITMENTS 0 0 0 104,825 104,218 104,825 104,218 4,249 4,856 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,753) 0 0 0 -10,943 -10,544 -10,943 -10,544 1,190 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 95.5 96.1 95.5 3.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 24 22 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,876 COMMITMENTS 2,142 0 0 72,923 76,174 75,065 76,174 8,811 7,702 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -9,203) -434 0 0 -7,787 -9,647 -8,221 -9,647 -982 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 86.9 90.8 89.5 90.8 10.5 9.2 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 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 84,740 COMMITMENTS 0 885 0 73,673 78,009 73,673 78,894 11,067 5,846 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -3,573) 0 -1,074 -245 -1,932 -1,915 -2,177 -3,234 -1,396 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 86.9 92.1 86.9 93.1 13.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 18 21 19 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 138,392 COMMITMENTS 16,723 10,381 13,329 107,615 114,383 137,667 138,093 725 299 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,005) 947 -1,089 3,070 -8,235 -6,116 -4,218 -4,135 213 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 7.5 9.6 77.8 82.7 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 12 10 14 46 49 64 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 39,227 COMMITMENTS 639 669 1,764 36,824 36,770 39,227 39,203 0 24 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,583) 233 81 -54 -2,762 -2,634 -2,583 -2,607 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.7 4.5 93.9 93.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 4 25 24 31 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 389,518 COMMITMENTS 29,742 4,320 18,552 341,224 366,646 389,518 389,518 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -16,416) -1,072 -5,288 -1,024 -14,320 -10,104 -16,416 -16,416 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 1.1 4.8 87.6 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 5 21 21 27 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,615,660 COMMITMENTS 41,162 20,794 37,494 1537004 1557372 1615660 1615660 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 3,455) -320 -65 -2,248 6,023 5,768 3,455 3,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.3 2.3 95.1 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 4 7 38 42 48 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 58,040 COMMITMENTS 1,602 2,288 4,620 51,792 51,054 58,014 57,962 26 78 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,222) 879 -81 -128 445 1,353 1,196 1,144 26 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.9 8.0 89.2 88.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 4 25 23 29 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 374,753 COMMITMENTS 1,712 1,906 31,369 341,672 340,262 374,753 373,537 0 1,216 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 4,007) -688 -2,248 0 4,696 5,040 4,008 2,792 -1 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.5 8.4 91.2 90.8 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 19 15 21 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 555,514 COMMITMENTS 14,910 12,304 14,058 526,546 529,152 555,514 555,514 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,836) 2,792 -56 -368 -5,260 -2,412 -2,836 -2,836 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.2 2.5 94.8 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 2 26 31 30 34 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,819 COMMITMENTS 2,463 2,600 3,122 41,295 41,543 46,880 47,265 939 554 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 252) -70 140 70 252 18 252 228 0 24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 5.4 6.5 86.4 86.9 98.0 98.8 2.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 26 31 31 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,570 COMMITMENTS 50 445 50 62,103 62,046 62,203 62,541 367 29 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,421) 0 0 0 1,345 1,404 1,345 1,404 76 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.7 0.1 99.3 99.2 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 1 33 26 35 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,935 COMMITMENTS 50 200 230 76,195 76,505 76,475 76,935 460 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,136) 0 0 0 1,034 1,136 1,034 1,136 102 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.3 0.3 99.0 99.4 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 1 37 30 38 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,865 COMMITMENTS 1,190 225 10 17,420 18,540 18,620 18,775 245 90 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -105) 0 0 0 -105 -105 -105 -105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 1.2 0.1 92.3 98.3 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 24 15 25 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 292,440 COMMITMENTS 0 12,400 6,688 285,752 273,352 292,440 292,440 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,184) 0 2,392 0 -1,184 -3,576 -1,184 -1,184 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.2 2.3 97.7 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 24 21 25 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,279 COMMITMENTS 2,922 626 198 6,035 8,218 9,155 9,042 124 237 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 285) 22 192 0 263 49 285 241 0 44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 6.7 2.1 65.0 88.6 98.7 97.4 1.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 2 20 22 27 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,895 COMMITMENTS 1,060 575 140 22,635 23,180 23,835 23,895 60 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -320) 0 0 0 -320 -320 -320 -320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.4 0.6 94.7 97.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 24 23 25 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,510 COMMITMENTS 0 725 230 13,055 12,535 13,285 13,490 225 20 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -460) 0 0 0 -460 -460 -460 -460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 1.7 96.6 92.8 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 23 24 24 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,658 COMMITMENTS 636 98 307 15,908 15,656 16,851 16,061 807 1,597 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -178) 0 60 0 -326 -260 -326 -200 148 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.6 1.7 90.1 88.7 95.4 91.0 4.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 25 24 27 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,383 COMMITMENTS 0 11,291 1,135 52,819 41,696 53,954 54,122 429 261 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -60) 0 130 25 -110 -265 -85 -110 25 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 20.8 2.1 97.1 76.7 99.2 99.5 0.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 5 2 34 32 36 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,415 COMMITMENTS 75 10,985 1,987 57,343 46,353 59,405 59,325 10 90 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -432) 50 80 530 -1,017 -1,092 -437 -482 5 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 18.5 3.3 96.5 78.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 2 6 5 36 36 42 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,120 COMMITMENTS 1,595 0 0 49,425 51,025 51,020 51,025 100 95 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,215) 0 0 0 1,215 1,195 1,215 1,195 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.7 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 30 18 32 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,140 COMMITMENTS 1,190 0 0 49,675 51,050 50,865 51,050 275 90 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 585) -100 0 0 580 585 480 585 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.0 0.0 97.1 99.8 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 31 16 32 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 381,400 COMMITMENTS 66,275 0 22,384 292,373 359,016 381,032 381,400 368 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 471) 2,321 0 -1,561 -657 2,032 103 471 368 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 0.0 5.9 76.7 94.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 2 32 33 36 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,795 COMMITMENTS 4,746 1,099 901 17,933 21,496 23,580 23,496 215 299 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -130) -85 568 127 -150 -803 -108 -108 -22 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 4.6 3.8 75.4 90.3 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 5 5 30 33 37 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,648 COMMITMENTS 334 1,000 720 19,438 18,928 20,492 20,648 156 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,259) -130 -511 0 1,233 1,770 1,103 1,259 156 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.8 3.5 94.1 91.7 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 18 14 22 17 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 213,262 COMMITMENTS 14,910 0 10,568 186,557 202,683 212,035 213,251 1,227 11 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 35,096) -1,560 -608 0 35,440 35,704 33,880 35,096 1,216 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 5.0 87.5 95.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 1 14 4 18 5 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 514,119 COMMITMENTS 0 13,580 12,934 500,081 487,605 513,015 514,119 1,104 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,856) 0 1,104 -1,104 1,856 1,856 752 1,856 1,104 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.6 2.5 97.3 94.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 21 22 22 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 44,981 COMMITMENTS 6,050 260 2,916 35,476 41,442 44,442 44,618 539 363 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 220) 0 44 -44 176 220 132 220 88 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.6 6.5 78.9 92.1 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 3 18 22 23 25 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,802 COMMITMENTS 3,608 371 486 12,282 14,662 16,376 15,519 426 1,283 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -319) -86 371 -220 31 -468 -275 -317 -44 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 2.2 2.9 73.1 87.3 97.5 92.4 2.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 16 23 21 28 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 198,369 COMMITMENTS 39,291 0 0 159,078 198,369 198,369 198,369 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -14,479) -10,576 0 0 -3,903 -14,479 -14,479 -14,479 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 0.0 0.0 80.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 16 17 19 17 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,316 COMMITMENTS 1,431 0 44 10,366 11,253 11,841 11,297 475 1,019 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -842) 284 0 -154 -972 -536 -842 -690 0 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 0.0 0.4 84.2 91.4 96.1 91.7 3.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 20 19 23 20 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 106,870 COMMITMENTS 7,001 0 0 99,869 106,870 106,870 106,870 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,272) -2,208 0 0 -6,064 -8,272 -8,272 -8,272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 0.0 0.0 93.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 19 20 20 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,638 COMMITMENTS 584 0 1,079 21,975 22,559 23,638 23,638 0 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -34) -130 0 -78 174 44 -34 -34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 4.6 93.0 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 16 16 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,085 COMMITMENTS 0 850 50 27,675 27,065 27,725 27,965 360 120 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,475) 0 0 0 -1,330 -1,475 -1,330 -1,475 -145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.2 98.5 96.4 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 19 16 20 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,455 COMMITMENTS 0 900 0 24,155 23,195 24,155 24,095 300 360 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,470) 0 0 0 -1,325 -1,470 -1,325 -1,470 -145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 98.8 94.8 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 11 18 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,681 COMMITMENTS 50 0 0 24,631 24,641 24,681 24,641 0 40 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,390) -50 0 0 -1,145 -1,385 -1,195 -1,385 -195 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 99.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 22 15 23 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,929 COMMITMENTS 0 0 0 19,680 19,914 19,680 19,914 249 15 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -555) 0 0 0 -360 -555 -360 -555 -195 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.8 99.9 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 12 19 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,850 COMMITMENTS 0 0 0 11,410 11,790 11,410 11,790 440 60 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 99.5 96.3 99.5 3.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 6 19 6 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,492 COMMITMENTS 0 0 0 12,192 12,492 12,192 12,492 300 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,700) 0 0 0 -1,388 -1,700 -1,388 -1,700 -312 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.6 100.0 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 20 8 20 8 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 112,519 COMMITMENTS 1,965 70 50 110,384 112,399 112,399 112,519 120 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,511) 300 -25 -100 -1,701 -1,386 -1,501 -1,511 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.1 0.0 98.1 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 1 1 35 34 38 35 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 134,637 COMMITMENTS 1,965 300 520 132,137 133,817 134,622 134,637 15 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -5,945) 0 150 -200 -5,745 -5,895 -5,945 -5,945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.2 0.4 98.1 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 3 3 39 36 43 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 144,018 COMMITMENTS 17,587 4,471 6,427 119,676 133,035 143,690 143,933 328 85 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,129) -744 -1,824 575 -7,961 -6,815 -8,130 -8,064 1 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 3.1 4.5 83.1 92.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 6 9 43 40 55 52 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 94,827 COMMITMENTS 2,000 1,730 3,275 89,337 89,807 94,612 94,812 215 15 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,650) -265 -185 -20 -4,365 -4,445 -4,650 -4,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.8 3.5 94.2 94.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 3 6 37 31 45 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,490 COMMITMENTS 150 565 0 25,200 24,805 25,350 25,370 140 120 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,295) 100 -50 0 -1,310 -1,245 -1,210 -1,295 -85 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.2 0.0 98.9 97.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 26 11 27 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,075 COMMITMENTS 0 215 50 22,875 22,675 22,925 22,940 150 135 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -870) -25 0 0 -755 -870 -780 -870 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.2 99.1 98.3 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 24 9 25 10 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 24,485 COMMITMENTS 0 930 295 24,085 22,930 24,380 24,155 105 330 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,380) 0 0 0 1,380 1,785 1,380 1,785 0 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 1.2 98.4 93.6 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 21 27 23 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,993 COMMITMENTS 2,343 2,670 755 29,285 29,528 32,383 32,953 610 40 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -314) -160 0 0 -299 -314 -459 -314 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 8.1 2.3 88.8 89.5 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 20 23 24 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,106 COMMITMENTS 3,575 0 0 15,817 20,106 19,392 20,106 714 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,007) -295 0 0 -541 -995 -836 -995 -171 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 0.0 0.0 78.7 100.0 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 18 20 20 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,210 COMMITMENTS 250 210 200 23,600 23,745 24,050 24,155 160 55 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -470) -120 -50 -30 109 -415 -41 -495 -429 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.9 0.8 97.5 98.1 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 24 23 26 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,596 COMMITMENTS 600 720 0 21,916 21,876 22,516 22,596 80 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -223) -110 -65 0 -68 -58 -178 -123 -45 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 3.2 0.0 97.0 96.8 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 22 23 23 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,444 COMMITMENTS 0 940 0 15,441 14,504 15,441 15,444 3 0 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -488) 0 -50 0 -149 -78 -149 -128 -339 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 100.0 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 14 21 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,523 COMMITMENTS 0 0 0 9,743 10,483 9,743 10,483 780 40 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -75) 0 0 0 454 39 454 39 -529 -114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.6 99.6 92.6 99.6 7.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 14 15 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,755 COMMITMENTS 25 2,570 290 28,310 25,635 28,625 28,495 130 260 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 820) 0 0 0 835 785 835 785 -15 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.9 1.0 98.5 89.1 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 28 21 30 24 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,156 COMMITMENTS 975 0 0 8,040 10,061 9,015 10,061 1,141 95 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 450) 0 0 0 425 450 425 450 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 0.0 0.0 79.2 99.1 88.8 99.1 11.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 16 21 17 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 05/05/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,550 COMMITMENTS 1,961 100 265 8,589 10,985 10,815 11,350 735 200 CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 645) 25 0 0 510 705 535 705 110 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 0.9 2.3 74.4 95.1 93.6 98.3 6.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 15 18 17 21
Updated May 8, 2015