CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 15,800 COMMITMENTS 5,555 3,386 950 9,254 11,463 15,759 15,799 41 1 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,857) 529 102 550 790 1,204 1,869 1,856 -12 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 21.4 6.0 58.6 72.6 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 10 5 4 7 11 18 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| 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 4,745 5,889 1,000 18,105 16,961 23,850 23,850 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 0) -20 0 0 20 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 24.7 4.2 75.9 71.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 1 6 7 13 11 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 21,999 COMMITMENTS 4,582 600 1,125 16,292 20,274 21,999 21,999 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,425) -75 500 275 1,225 650 1,425 1,425 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 2.7 5.1 74.1 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 7 1 4 11 6 18 11 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,952,019 COMMITMENTS 418,202 311,011 748,256 2749246 2877584 3915704 3936851 36,315 15,168 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 45,726) 62,025 6,427 -46,526 28,807 87,218 44,306 47,119 1,420 -1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 7.9 18.9 69.6 72.8 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 39 37 56 135 114 202 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 412,290 COMMITMENTS 120,815 100,114 84,583 206,418 227,112 411,816 411,809 474 481 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -5,197) -5,272 -5,851 3,784 2,511 2,140 1,023 73 -6,220 -5,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 24.3 20.5 50.1 55.1 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 20 14 25 36 31 67 59 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 239,197 COMMITMENTS 6,228 8,179 6,043 211,947 216,380 224,218 230,602 14,979 8,595 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,463) -740 -2,647 1,944 -1,802 3,468 -598 2,765 5,061 1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.4 2.5 88.6 90.5 93.7 96.4 6.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 7 34 29 43 37 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 115,510 COMMITMENTS 12,393 1,884 2,080 95,386 108,700 109,859 112,664 5,651 2,846 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,002) -773 334 -298 5,694 4,057 4,623 4,093 -621 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 1.6 1.8 82.6 94.1 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 1 2 31 29 37 31 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,916 COMMITMENTS 1,248 12,980 4,698 217,840 209,222 223,786 226,900 8,130 5,016 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,524) -1,047 538 259 -1,156 -2,220 -1,944 -1,423 -580 -1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.6 2.0 93.9 90.2 96.5 97.8 3.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 6 5 29 32 34 41 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 706,999 COMMITMENTS 68,323 5,170 11,008 620,679 682,206 700,010 698,384 6,989 8,615 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 8,768) 2,870 -2,263 -3,528 9,842 14,727 9,184 8,936 -416 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.7 1.6 87.8 96.5 99.0 98.8 1.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 1 3 2 47 38 49 42 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 303,983 COMMITMENTS 1,159 20,514 1,540 294,720 273,352 297,419 295,406 6,564 8,577 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 11,472) -1,776 1,001 34 14,536 8,931 12,794 9,966 -1,322 1,506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.7 0.5 97.0 89.9 97.8 97.2 2.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 6 2 32 31 34 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 251,285 COMMITMENTS 1,133 5,460 5,246 233,468 234,313 239,847 245,019 11,438 6,266 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,338) 0 223 858 3,487 3,224 4,345 4,305 -7 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 2.2 2.1 92.9 93.2 95.4 97.5 4.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 3 3 36 41 39 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,182 COMMITMENTS 3,414 566 3,540 95,851 100,218 102,805 104,324 6,377 4,858 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,212) -131 566 357 1,652 2,607 1,878 3,530 334 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.5 3.2 87.8 91.8 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 2 23 20 26 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,396 COMMITMENTS 911 5,689 4,260 92,998 90,523 98,169 100,472 8,227 5,924 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,866) 115 -462 19 2,107 3,736 2,241 3,293 625 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 5.3 4.0 87.4 85.1 92.3 94.4 7.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 5 4 30 25 34 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,008 COMMITMENTS 2,379 1,522 1,428 70,610 72,114 74,417 75,064 11,591 10,944 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,495) 1,860 -32 -366 -120 1,951 1,374 1,553 121 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.8 1.7 82.1 83.8 86.5 87.3 13.5 12.7 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,045 COMMITMENTS 0 0 0 179,144 178,185 179,144 178,185 6,901 7,860 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,875) 0 0 0 2,603 3,024 2,603 3,024 272 -149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 95.8 96.3 95.8 3.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 26 22 26 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,654 COMMITMENTS 0 0 0 80,757 84,417 80,757 84,417 9,897 6,237 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,442) 0 0 0 2,321 2,352 2,321 2,352 121 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.1 93.1 89.1 93.1 10.9 6.9 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 345,293 COMMITMENTS 1,552 247 0 335,959 339,201 337,511 339,448 7,782 5,845 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 14,336) 816 153 -123 13,515 15,377 14,208 15,407 128 -1,071 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 0.0 97.3 98.2 97.7 98.3 2.3 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 2 1 0 46 40 48 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,631 COMMITMENTS 2,135 4,393 2,631 68,555 57,629 73,321 64,653 2,310 10,978 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 398) 0 -154 -89 1,986 1,554 1,897 1,311 -1,499 -913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 5.8 3.5 90.6 76.2 96.9 85.5 3.1 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 21 19 23 22 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,505 COMMITMENTS 1,505 3,268 1,699 71,105 68,215 74,309 73,182 3,196 4,323 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,777) 861 736 0 1,714 2,180 2,575 2,916 202 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.2 2.2 91.7 88.0 95.9 94.4 4.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 19 16 21 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,424 COMMITMENTS 7,697 9,579 1,178 61,282 59,582 70,157 70,339 1,267 1,085 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,060) 0 0 0 3,180 3,060 3,180 3,060 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 13.4 1.6 85.8 83.4 98.2 98.5 1.8 1.5 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,158 COMMITMENTS 279 5,636 0 57,538 50,372 57,817 56,008 341 2,150 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,752) 0 0 0 3,752 2,746 3,752 2,746 0 1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.7 0.0 98.9 86.6 99.4 96.3 0.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 12 22 13 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 163,493 COMMITMENTS 597 11,346 671 150,863 142,577 152,131 154,594 11,362 8,899 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 5,034) 583 183 -687 2,213 5,476 2,109 4,972 2,925 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 6.9 0.4 92.3 87.2 93.1 94.6 6.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 26 28 27 30 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 24,024 COMMITMENTS 0 922 0 22,394 22,606 22,394 23,528 1,630 496 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 93.2 94.1 93.2 97.9 6.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 10 9 10 11 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,735 COMMITMENTS 0 3,774 3,702 98,676 95,959 102,378 103,435 7,357 6,300 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,284) 0 1,308 -226 2,052 1,202 1,826 2,284 458 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 3.4 89.9 87.4 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 23 25 25 27 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,818 COMMITMENTS 1,004 15,115 519 88,951 80,337 90,474 95,971 8,344 2,847 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,172) 0 30 0 -216 354 -216 384 1,388 788 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.3 0.5 90.0 81.3 91.6 97.1 8.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 19 15 20 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,419 COMMITMENTS 501 11,469 483 100,605 91,891 101,589 103,843 4,830 2,576 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,879) 501 1,010 -367 2,713 1,836 2,847 2,479 32 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 10.8 0.5 94.5 86.3 95.5 97.6 4.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 19 18 20 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 185,217 COMMITMENTS 2,755 19,713 2,312 162,760 158,783 167,827 180,808 17,390 4,409 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,753) 1,144 -1,063 -1,484 -1,168 1,021 -1,508 -1,526 -245 -227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 10.6 1.2 87.9 85.7 90.6 97.6 9.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 2 28 31 30 36 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,070 COMMITMENTS 0 867 0 17,485 16,955 17,485 17,822 585 248 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,070) 0 30 0 2,530 2,040 2,530 2,070 -460 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 0.0 96.8 93.8 96.8 98.6 3.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 12 14 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,276 COMMITMENTS 240 465 0 43,671 45,036 43,911 45,501 2,365 775 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 300) 240 0 0 120 300 360 300 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 1.0 0.0 94.4 97.3 94.9 98.3 5.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 15 12 16 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 262,713 COMMITMENTS 4,207 8,804 2,491 249,219 247,559 255,917 258,854 6,796 3,859 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,735) 483 -216 186 4,257 4,527 4,926 4,497 -191 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 3.4 0.9 94.9 94.2 97.4 98.5 2.6 1.5 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 109,988 COMMITMENTS 0 0 0 105,676 104,737 105,676 104,737 4,312 5,251 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 914) 0 0 0 851 519 851 519 63 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.1 95.2 96.1 95.2 3.9 4.8 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,653 COMMITMENTS 2,142 0 0 72,795 75,649 74,937 75,649 8,716 8,004 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -223) 0 0 0 -128 -525 -128 -525 -95 302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 87.0 90.4 89.6 90.4 10.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,921 COMMITMENTS 0 947 0 76,525 80,371 76,525 81,318 10,396 5,603 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,181) 0 62 0 2,852 2,362 2,852 2,424 -671 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.1 0.0 88.0 92.5 88.0 93.6 12.0 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 19 21 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 142,924 COMMITMENTS 15,533 8,839 13,439 113,229 120,259 142,201 142,537 723 387 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 4,532) -1,190 -1,542 110 5,614 5,876 4,534 4,444 -2 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 6.2 9.4 79.2 84.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 10 10 13 47 49 63 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,518 COMMITMENTS 641 1,006 2,020 39,857 39,468 42,518 42,494 0 24 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,291) 2 337 256 3,033 2,698 3,291 3,291 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 2.4 4.8 93.7 92.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 5 3 27 24 33 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 405,687 COMMITMENTS 27,134 6,600 16,904 361,649 382,183 405,687 405,687 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 16,169) -2,608 2,280 -1,648 20,425 15,537 16,169 16,169 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 1.6 4.2 89.1 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 5 2 21 22 23 29 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,708,796 COMMITMENTS 43,603 20,794 37,494 1627699 1650508 1708796 1708796 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 93,136) 2,441 0 0 90,695 93,136 93,136 93,136 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.2 2.2 95.3 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 4 7 37 42 46 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 57,142 COMMITMENTS 1,704 2,705 4,123 51,315 50,314 57,142 57,142 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -898) 102 417 -497 -477 -740 -872 -820 -26 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 4.7 7.2 89.8 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 4 25 23 29 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 357,521 COMMITMENTS 2,928 2,514 27,113 327,480 327,894 357,521 357,521 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -17,232) 1,216 608 -4,256 -14,192 -12,368 -17,232 -16,016 0 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.7 7.6 91.6 91.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 15 20 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 531,714 COMMITMENTS 16,750 12,304 12,218 502,746 507,192 531,714 531,714 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -23,800) 1,840 0 -1,840 -23,800 -21,960 -23,800 -23,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 2.3 2.3 94.6 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 1 2 23 31 27 34 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 45,826 COMMITMENTS 2,933 2,650 2,652 39,365 40,058 44,950 45,360 876 466 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,993) 470 50 -470 -1,930 -1,485 -1,930 -1,905 -63 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 5.8 5.8 85.9 87.4 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 26 30 31 35 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 63,690 COMMITMENTS 50 420 0 63,339 63,246 63,389 63,666 301 24 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,120) 0 -25 -50 1,236 1,200 1,186 1,125 -66 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.7 0.0 99.4 99.3 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 0 31 26 32 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 77,885 COMMITMENTS 60 100 180 77,256 77,605 77,496 77,885 389 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 950) 10 -100 -50 1,061 1,100 1,021 950 -71 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.1 0.2 99.2 99.6 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 1 36 30 37 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,495 COMMITMENTS 1,190 100 10 16,055 17,305 17,255 17,415 240 80 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,370) 0 -125 0 -1,365 -1,235 -1,365 -1,360 -5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 0.6 0.1 91.8 98.9 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 15 22 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 290,728 COMMITMENTS 0 12,768 6,320 284,408 271,640 290,728 290,728 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,712) 0 368 -368 -1,344 -1,712 -1,712 -1,712 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 2.2 97.8 93.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 23 20 24 23 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,955 COMMITMENTS 2,461 670 110 5,260 6,916 7,831 7,696 124 259 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,324) -461 44 -88 -775 -1,302 -1,324 -1,346 0 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 8.4 1.4 66.1 86.9 98.4 96.7 1.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 1 20 19 25 22 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,730 COMMITMENTS 1,060 500 140 21,290 22,010 22,490 22,650 240 80 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,165) 0 -75 0 -1,345 -1,170 -1,345 -1,245 180 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 2.2 0.6 93.7 96.8 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 22 22 23 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,970 COMMITMENTS 0 685 205 13,375 12,830 13,580 13,720 390 250 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 460) 0 -40 -25 320 295 295 230 165 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 1.5 95.7 91.8 97.2 98.2 2.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 20 17 21 18 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,088 COMMITMENTS 636 98 263 15,407 15,174 16,306 15,535 782 1,553 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -570) 0 0 -44 -501 -482 -545 -526 -25 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 0.6 1.5 90.2 88.8 95.4 90.9 4.6 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 23 21 25 23 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,989 COMMITMENTS 0 10,153 1,135 51,457 41,525 52,592 52,813 397 176 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,394) 0 -1,138 0 -1,362 -171 -1,362 -1,309 -32 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.2 2.1 97.1 78.4 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 2 32 31 34 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,393 COMMITMENTS 75 10,166 1,987 55,266 45,155 57,328 57,308 65 85 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,022) 0 -819 0 -2,077 -1,198 -2,077 -2,017 55 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 17.7 3.5 96.3 78.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 6 5 33 33 39 40 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,300 COMMITMENTS 1,545 0 0 45,675 47,225 47,220 47,225 80 75 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -3,820) -50 0 0 -3,750 -3,800 -3,800 -3,800 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 0 0 28 16 30 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,020 COMMITMENTS 1,190 0 0 46,670 47,935 47,860 47,935 160 85 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -3,120) 0 0 0 -3,005 -3,115 -3,005 -3,115 -115 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 0.0 0.0 97.2 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 27 16 28 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 370,715 COMMITMENTS 68,566 0 18,759 283,390 351,956 370,715 370,715 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -10,685) 2,291 0 -3,625 -8,983 -7,060 -10,317 -10,685 -368 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 0.0 5.1 76.4 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 3 28 32 32 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,874 COMMITMENTS 4,110 1,118 943 17,628 20,301 22,681 22,362 193 512 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -921) -636 19 42 -305 -1,195 -899 -1,134 -22 213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 4.9 4.1 77.1 88.8 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 6 27 31 33 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,634 COMMITMENTS 360 714 642 18,632 18,278 19,634 19,634 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,014) 26 -286 -78 -806 -650 -858 -1,014 -156 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 3.6 3.3 94.9 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 16 13 20 16 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 529,855 COMMITMENTS 0 14,316 11,462 518,393 504,077 529,855 529,855 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 15,736) 0 736 -1,472 18,312 16,472 16,840 15,736 -1,104 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 2.2 97.8 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 20 20 21 22 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 45,793 COMMITMENTS 5,918 260 2,696 36,728 42,367 45,342 45,323 451 470 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 812) -132 0 -220 1,252 925 900 705 -88 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.6 5.9 80.2 92.5 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 3 19 21 24 24 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,315 COMMITMENTS 3,564 371 486 11,839 14,175 15,889 15,032 426 1,283 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -487) -44 0 0 -443 -487 -487 -487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.8 2.3 3.0 72.6 86.9 97.4 92.1 2.6 7.9 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 194,033 COMMITMENTS 38,515 0 0 155,518 194,033 194,033 194,033 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -4,336) -776 0 0 -3,560 -4,336 -4,336 -4,336 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 18 19 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,055 COMMITMENTS 1,431 0 44 10,086 11,164 11,561 11,208 494 847 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -261) 0 0 0 -280 -89 -280 -89 19 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 0.4 83.7 92.6 95.9 93.0 4.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 19 17 22 18 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 107,654 COMMITMENTS 7,001 0 0 100,653 107,654 107,654 107,654 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 784) 0 0 0 784 784 784 784 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 0.0 0.0 93.5 100.0 100.0 100.0 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,873 COMMITMENTS 584 0 1,079 22,210 22,794 23,873 23,873 0 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 235) 0 0 0 235 235 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.0 4.5 93.0 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 15 18 16 19 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,260 COMMITMENTS 0 850 50 27,910 27,240 27,960 28,140 300 120 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 175) 0 0 0 235 175 235 175 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.2 98.8 96.4 98.9 99.6 1.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,605 COMMITMENTS 0 900 0 24,305 23,345 24,305 24,245 300 360 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 98.8 94.9 98.8 98.5 1.2 1.5 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,781 COMMITMENTS 0 100 0 24,781 24,641 24,781 24,741 0 40 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 100) -50 100 0 150 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.4 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 22 15 22 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,919 COMMITMENTS 0 0 0 21,670 21,904 21,670 21,904 249 15 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,990) 0 0 0 1,990 1,990 1,990 1,990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.9 99.9 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 19 12 19 12 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,980 COMMITMENTS 0 0 0 18,270 18,740 18,270 18,740 710 240 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.3 98.7 96.3 98.7 3.7 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 11 15 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,935 COMMITMENTS 0 0 0 11,495 11,875 11,495 11,875 440 60 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 85) 0 0 0 85 85 85 85 0 0 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,847 COMMITMENTS 0 0 0 12,547 12,847 12,547 12,847 300 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 355) 0 0 0 355 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.7 100.0 97.7 100.0 2.3 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 115,282 COMMITMENTS 2,065 70 50 113,047 115,162 115,162 115,282 120 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,763) 100 0 0 2,663 2,763 2,763 2,763 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 138,367 COMMITMENTS 1,965 250 520 135,867 137,597 138,352 138,367 15 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 3,730) 0 -50 0 3,730 3,780 3,730 3,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 0.2 0.4 98.2 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 3 39 37 43 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 146,954 COMMITMENTS 17,342 4,226 6,913 122,421 135,730 146,676 146,869 278 85 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,936) -245 -245 486 2,745 2,695 2,986 2,936 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.9 4.7 83.3 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,741 COMMITMENTS 1,995 2,030 3,280 91,251 91,416 96,526 96,726 215 15 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,914) -5 300 5 1,914 1,609 1,914 1,914 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.1 3.4 94.3 94.5 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,860 COMMITMENTS 150 565 0 25,570 25,175 25,720 25,740 140 120 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 370) 0 0 0 370 370 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 2.2 0.0 98.9 97.4 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 27 11 28 12 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| 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 05/05/15 (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 0.9 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 23,695 COMMITMENTS 0 935 265 23,330 22,205 23,595 23,405 100 290 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -790) 0 5 -30 -755 -725 -785 -750 -5 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 1.1 98.5 93.7 99.6 98.8 0.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 2 1 26 20 27 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,028 COMMITMENTS 2,343 2,670 755 30,320 30,563 33,418 33,988 610 40 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,035) 0 0 0 1,035 1,035 1,035 1,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 7.8 2.2 89.1 89.8 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,871 COMMITMENTS 3,275 0 0 16,882 20,871 20,157 20,871 714 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 765) -300 0 0 1,065 765 765 765 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 0.0 0.0 80.9 100.0 96.6 100.0 3.4 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,459 COMMITMENTS 250 210 200 23,849 23,994 24,299 24,404 160 55 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 249) 0 0 0 249 249 249 249 0 0 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 24 26 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,916 COMMITMENTS 600 720 0 22,236 22,196 22,836 22,916 80 0 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 320) 0 0 0 320 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.1 0.0 97.0 96.9 99.7 100.0 0.3 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 05/12/15 | --------------------------------------------------------------| 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 05/05/15 (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 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,728 COMMITMENTS 0 0 0 9,948 10,688 9,948 10,688 780 40 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 205) 0 0 0 205 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.7 99.6 92.7 99.6 7.3 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 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,325 COMMITMENTS 25 2,460 290 27,910 25,335 28,225 28,085 100 240 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -430) 0 -110 0 -400 -300 -400 -410 -30 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 8.7 1.0 98.5 89.4 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 27 21 29 23 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,751 COMMITMENTS 975 0 0 7,420 9,616 8,395 9,616 1,356 135 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -405) 0 0 0 -620 -445 -620 -445 215 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 0.0 0.0 76.1 98.6 86.1 98.6 13.9 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 17 16 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 05/12/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,011 COMMITMENTS 1,997 100 240 8,354 10,471 10,591 10,811 420 200 CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -539) 36 0 -25 -235 -514 -224 -539 -315 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 0.9 2.2 75.9 95.1 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 15 17 17 20
Updated May 15, 2015