CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,917 COMMITMENTS 8,509 5,587 1,206 15,152 18,124 24,867 24,917 50 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 615) 80 165 305 225 145 610 615 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 22.4 4.8 60.8 72.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 11 7 4 8 10 21 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,145 COMMITMENTS 5,420 5,864 1,000 17,725 17,281 24,145 24,145 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 25) 75 -25 0 -50 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 24.3 4.1 73.4 71.6 100.0 100.0 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 21,726 COMMITMENTS 3,759 1,267 875 17,092 19,584 21,726 21,726 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 275) -140 100 250 165 -75 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 5.8 4.0 78.7 90.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 4 3 9 9 15 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,118,128 COMMITMENTS 394,750 287,902 836,457 2853753 2980206 4084960 4104565 33,168 13,563 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 140,352) -2,015 -22,415 89,857 54,985 74,129 142,827 141,571 -2,475 -1,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.6 7.0 20.3 69.3 72.4 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 36 44 65 140 121 211 197 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 359,098 COMMITMENTS 92,058 66,807 86,265 180,463 205,566 358,786 358,638 312 460 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,714) -2,547 -4,874 -1,715 472 2,875 -3,790 -3,714 76 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 18.6 24.0 50.3 57.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 15 22 34 31 63 58 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,295 COMMITMENTS 10,538 3,901 2,231 218,705 232,317 231,474 238,449 14,821 7,846 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -32,346) -3,225 -1,944 -234 -25,897 -31,707 -29,356 -33,885 -2,990 1,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 1.6 0.9 88.8 94.3 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 2 3 34 32 41 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 117,041 COMMITMENTS 2,741 515 1,742 108,362 110,718 112,845 112,975 4,196 4,066 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -16,928) -3,203 30 326 -13,455 -16,351 -16,332 -15,995 -596 -933 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 0.4 1.5 92.6 94.6 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 1 3 29 31 33 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 198,391 COMMITMENTS 999 11,162 2,157 187,453 177,057 190,609 190,376 7,782 8,015 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -20,553) 200 187 -1,442 -18,072 -18,521 -19,314 -19,776 -1,239 -777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 5.6 1.1 94.5 89.2 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 3 28 30 31 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 647,470 COMMITMENTS 6,917 1,208 3,200 631,535 639,154 641,652 643,562 5,818 3,908 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -40,437) 2,507 -179 46 -43,262 -38,232 -40,709 -38,365 272 -2,072 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.5 97.5 98.7 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 7 1 6 50 40 58 46 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 315,031 COMMITMENTS 5,764 13,608 1,816 299,769 292,432 307,349 307,856 7,682 7,175 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -17,739) 1,412 -1,873 -532 -20,388 -15,230 -19,508 -17,635 1,769 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 4.3 0.6 95.2 92.8 97.6 97.7 2.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 6 2 39 36 44 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,098 COMMITMENTS 4,756 3,300 5,698 210,587 211,007 221,041 220,005 4,057 5,093 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -22,747) 2,217 -405 -217 -22,716 -21,760 -20,716 -22,382 -2,031 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.5 2.5 93.6 93.7 98.2 97.7 1.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 3 4 36 43 42 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 101,195 COMMITMENTS 4,621 0 2,729 87,420 92,329 94,770 95,058 6,425 6,137 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -13,771) 1,862 0 -1,301 -13,063 -11,616 -12,502 -12,917 -1,269 -854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.0 2.7 86.4 91.2 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 0 2 23 28 26 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,729 COMMITMENTS 582 7,812 1,788 84,333 79,290 86,703 88,890 7,026 4,839 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -13,857) 240 -1,523 -275 -13,952 -10,891 -13,987 -12,689 130 -1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 8.3 1.9 90.0 84.6 92.5 94.8 7.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 5 5 29 27 35 33 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,547 COMMITMENTS 504 2,373 1,540 64,631 59,352 66,675 63,265 6,872 10,282 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -5,464) 45 529 -111 -4,724 -5,150 -4,790 -4,732 -674 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.2 2.1 87.9 80.7 90.7 86.0 9.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 16 18 18 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 183,859 COMMITMENTS 240 0 0 178,526 177,476 178,766 177,476 5,093 6,383 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,905) 240 0 0 -10,803 -12,315 -10,563 -12,315 -342 1,410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 97.1 96.5 97.2 96.5 2.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 0 0 29 24 30 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,412 COMMITMENTS 0 0 0 73,843 75,400 73,843 75,400 7,569 6,012 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,635) 0 0 0 -5,787 -6,102 -5,787 -6,102 -848 -533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.7 92.6 90.7 92.6 9.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 12 18 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 334,447 COMMITMENTS 0 1,284 4,996 315,477 318,184 320,473 324,464 13,974 9,983 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -15,443) -103 -774 1,070 -18,134 -16,012 -17,167 -15,716 1,724 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 1.5 94.3 95.1 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 3 2 44 41 46 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,258 COMMITMENTS 526 2,440 2,703 63,407 55,953 66,636 61,096 5,622 11,162 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,836) -225 -1,869 414 -10,354 -10,273 -10,165 -11,728 329 1,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.4 3.7 87.8 77.4 92.2 84.6 7.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 20 17 22 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,558 COMMITMENTS 21 2,109 1,768 60,391 58,822 62,180 62,699 3,378 2,859 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,840) 21 31 -311 -6,517 -5,546 -6,807 -5,826 -33 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 2.7 92.1 89.7 94.8 95.6 5.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 21 18 23 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 67,186 COMMITMENTS 3,416 0 0 63,374 65,692 66,790 65,692 396 1,494 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -37,035) -4,736 -4,526 0 -31,176 -30,525 -35,912 -35,051 -1,123 -1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.0 0.0 94.3 97.8 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 15 19 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,566 COMMITMENTS 8,040 4,898 0 75,744 77,378 83,784 82,276 782 2,290 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -38,926) -6,052 -1,519 -1,736 -30,122 -33,842 -37,910 -37,097 -1,016 -1,829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 5.8 0.0 89.6 91.5 99.1 97.3 0.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 6 0 29 26 34 32 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,798 COMMITMENTS 0 2,725 0 37,519 34,273 37,519 36,998 279 800 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -16,558) 0 0 0 -16,248 -15,287 -16,248 -15,287 -310 -1,271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 99.3 90.7 99.3 97.9 0.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 14 23 14 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,574 COMMITMENTS 1,487 0 819 157,966 158,286 160,272 159,105 5,302 6,469 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -5,479) -103 0 31 -5,148 -5,569 -5,220 -5,538 -259 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 0.5 95.4 95.6 96.8 96.1 3.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 0 1 33 34 34 35 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 20,912 COMMITMENTS 0 899 0 20,144 19,207 20,144 20,106 768 806 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -8,843) -713 496 -496 -7,293 -8,223 -8,502 -8,223 -341 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 96.3 91.8 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 9 10 9 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,742 COMMITMENTS 1,748 1,237 1,407 48,292 59,089 51,447 61,733 13,295 3,009 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,532) 490 196 -785 336 781 41 192 -1,573 -1,724 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 1.9 2.2 74.6 91.3 79.5 95.4 20.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 13 17 16 20 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,862 COMMITMENTS 275 635 4,153 85,905 84,596 90,333 89,384 7,529 8,478 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -8,830) 275 -1,686 364 -9,853 -6,923 -9,214 -8,245 384 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.6 4.2 87.8 86.4 92.3 91.3 7.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 21 25 23 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,735 COMMITMENTS 686 0 1,365 86,644 97,589 88,695 98,954 12,040 1,781 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,390) -920 0 -465 -4,443 -5,783 -5,828 -6,248 -562 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 1.4 86.0 96.9 88.0 98.2 12.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 1 17 16 18 17 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,641 COMMITMENTS 1,343 210 459 80,647 84,153 82,449 84,822 4,192 1,819 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,374) 554 210 -114 -5,232 -4,011 -4,792 -3,915 418 -459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.2 0.5 93.1 97.1 95.2 97.9 4.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 25 22 27 24 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,931 COMMITMENTS 79 4,098 991 108,458 108,459 109,528 113,548 6,403 2,383 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,024) -84 457 -68 -8,188 -9,444 -8,340 -9,055 -684 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.5 0.9 93.6 93.6 94.5 97.9 5.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 21 19 23 23 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 189,262 COMMITMENTS 3,261 15,798 2,721 171,527 165,430 177,509 183,949 11,753 5,313 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,807) -1,023 -890 -496 -8,163 -9,280 -9,682 -10,666 -1,125 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 8.3 1.4 90.6 87.4 93.8 97.2 6.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 3 3 31 29 35 33 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 12,672 COMMITMENTS 2,010 1,674 0 10,046 10,475 12,056 12,149 616 523 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,334) -2,480 -217 0 -2,098 -3,807 -4,578 -4,024 244 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 13.2 0.0 79.3 82.7 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 7 13 8 15 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 36,360 COMMITMENTS 2,356 2,010 0 33,699 34,195 36,055 36,205 305 155 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -11,894) -837 -1,488 0 -10,591 -10,220 -11,428 -11,708 -466 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 5.5 0.0 92.7 94.0 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 0 17 17 20 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,535 COMMITMENTS 496 1,581 0 39,862 40,179 40,358 41,760 2,177 775 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,954) 496 -1,705 -496 -8,995 -7,536 -8,995 -9,737 -959 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 3.7 0.0 93.7 94.5 94.9 98.2 5.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 14 11 15 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 225,888 COMMITMENTS 1,455 10,979 3,706 214,851 207,385 220,012 222,070 5,876 3,818 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -27,555) -570 2,467 -178 -26,518 -30,368 -27,266 -28,079 -289 524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.9 1.6 95.1 91.8 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 3 4 4 41 37 46 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 100,630 COMMITMENTS 0 0 0 98,764 99,147 98,764 99,147 1,866 1,483 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,250) 0 0 0 -8,976 -8,898 -8,976 -8,898 -1,274 -1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.5 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 29 28 29 28 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 72,123 COMMITMENTS 0 0 0 63,119 59,692 63,119 59,692 9,004 12,431 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,358) 0 0 0 -10,088 -11,790 -10,088 -11,790 730 2,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.5 82.8 87.5 82.8 12.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 17 19 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 71,522 COMMITMENTS 0 728 0 62,847 68,629 62,847 69,357 8,675 2,165 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -13,741) 0 -3 0 -12,871 -13,602 -12,871 -13,605 -870 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 87.9 96.0 87.9 97.0 12.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 24 19 24 20 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 74,928 COMMITMENTS 2,072 0 0 68,472 71,027 70,544 71,027 4,384 3,901 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,830) 0 0 0 -4,308 -3,731 -4,308 -3,731 478 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 91.4 94.8 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 10 17 10 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 137,052 COMMITMENTS 14,702 5,836 11,773 109,896 118,869 136,371 136,478 681 574 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -9,402) -637 -2,587 -164 -8,440 -5,680 -9,241 -8,431 -161 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.3 8.6 80.2 86.7 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 12 18 43 49 65 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 63,126 COMMITMENTS 517 2,270 3,636 58,844 57,220 62,997 63,126 129 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,694) 29 -595 624 2,016 2,665 2,669 2,694 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 3.6 5.8 93.2 90.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 8 4 23 23 29 33 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 478,826 COMMITMENTS 29,326 11,575 8,017 441,483 459,234 478,826 478,826 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 49,129) 0 279 345 48,784 48,505 49,129 49,129 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 2.4 1.7 92.2 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 3 19 20 22 25 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,763,674 COMMITMENTS 31,951 24,739 36,731 1694992 1702204 1763674 1763674 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -70,051) -4,579 6,728 -375 -65,097 -76,028 -70,051 -69,675 0 -376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.4 2.1 96.1 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 7 3 5 36 41 44 48 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,837 COMMITMENTS 1,292 1,747 3,957 62,579 62,124 67,828 67,828 9 9 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,769) -288 -391 258 -4,739 -4,636 -4,769 -4,769 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.6 5.8 92.2 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 6 7 22 22 31 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 485,467 COMMITMENTS 2,870 6,663 22,723 459,874 456,081 485,467 485,467 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 3,885) 166 -2,130 -1,806 5,525 7,821 3,885 3,885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.4 4.7 94.7 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 20 17 22 22 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 513,031 COMMITMENTS 16,406 8,024 9,058 487,567 495,949 513,031 513,031 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -30,807) 16 16 -768 -30,055 -30,055 -30,807 -30,807 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.6 1.8 95.0 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 3 3 29 29 33 34 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,245 COMMITMENTS 2,412 1,989 2,457 43,762 44,226 48,631 48,672 614 573 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,563) 189 -142 -130 -3,227 -3,158 -3,168 -3,430 -395 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.0 5.0 88.9 89.8 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 3 3 26 27 31 33 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,384 COMMITMENTS 0 295 0 56,034 56,000 56,034 56,295 350 89 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,447) 0 -25 0 -4,420 -4,416 -4,420 -4,441 -27 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 99.4 99.3 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 0 31 28 31 30 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 74,744 COMMITMENTS 40 700 80 74,290 73,896 74,410 74,676 334 68 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,496) -40 0 0 -6,422 -6,491 -6,462 -6,491 -34 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.1 99.4 98.9 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 35 30 36 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,920 COMMITMENTS 1,200 0 0 16,695 17,920 17,895 17,920 25 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -745) 0 0 0 -560 -685 -560 -685 -185 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 0.0 0.0 93.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 22 17 23 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 262,408 COMMITMENTS 0 9,048 5,520 256,888 247,840 262,408 262,408 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -11,272) 0 -2,280 -376 -10,896 -8,616 -11,272 -11,272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 2.1 97.9 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 21 22 22 25 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 6,893 COMMITMENTS 1,381 407 21 5,408 6,273 6,810 6,701 83 192 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,114) -207 -253 0 -753 -771 -960 -1,024 -154 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 5.9 0.3 78.5 91.0 98.8 97.2 1.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 20 22 22 24 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,900 COMMITMENTS 1,180 225 20 16,635 17,600 17,835 17,845 65 55 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,545) 10 -125 -10 -2,580 -2,465 -2,580 -2,600 35 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 0.1 92.9 98.3 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 21 20 22 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,645 COMMITMENTS 0 750 120 14,205 13,735 14,325 14,605 320 40 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -600) 0 35 -35 -560 -600 -595 -600 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.8 97.0 93.8 97.8 99.7 2.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 26 21 27 22 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,822 COMMITMENTS 611 42 131 16,846 16,332 17,588 16,505 234 1,317 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,583) -115 0 0 -1,353 -1,489 -1,468 -1,489 -115 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.2 0.7 94.5 91.6 98.7 92.6 1.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 24 23 25 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 51,931 COMMITMENTS 0 7,787 1,475 50,141 42,569 51,616 51,831 315 100 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,394) 0 -1,096 153 -3,542 -2,431 -3,389 -3,374 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.0 2.8 96.6 82.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 7 4 32 31 36 38 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,943 COMMITMENTS 25 9,532 2,536 54,375 44,779 56,936 56,847 7 96 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,669) 25 -986 -153 -3,526 -2,510 -3,654 -3,649 -15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.7 4.5 95.5 78.6 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 7 6 36 35 43 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,830 COMMITMENTS 1,070 0 0 46,705 47,800 47,775 47,800 55 30 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,880) -50 0 0 -1,680 -1,865 -1,730 -1,865 -150 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.6 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 29 16 31 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,275 COMMITMENTS 895 0 0 48,260 49,240 49,155 49,240 120 35 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -4,695) 0 0 0 -4,495 -4,730 -4,495 -4,730 -200 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.9 99.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 29 19 30 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 342,772 COMMITMENTS 49,559 1,576 20,744 272,469 320,452 342,772 342,772 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -25,001) -1,067 384 -1,936 -21,998 -23,449 -25,001 -25,001 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 0.5 6.1 79.5 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 3 28 33 33 38 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 22,947 COMMITMENTS 3,560 804 791 18,449 21,162 22,800 22,757 147 190 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,224) -138 -182 -182 -1,812 -1,795 -2,132 -2,159 -92 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 3.5 3.4 80.4 92.2 99.4 99.2 0.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 5 6 28 32 34 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 35,286 COMMITMENTS 1,570 177 340 33,376 34,769 35,286 35,286 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,775) -156 23 -26 -2,593 -2,772 -2,775 -2,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.5 1.0 94.6 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 2 19 14 24 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 483,592 COMMITMENTS 0 15,644 7,534 476,058 460,414 483,592 483,592 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -40,862) 0 752 -1,128 -39,734 -39,734 -40,862 -40,110 0 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.6 98.4 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 16 21 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 40,512 COMMITMENTS 4,347 233 2,313 33,598 37,074 40,258 39,620 254 892 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,416) -575 -92 -138 -2,634 -3,071 -3,347 -3,301 -69 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 5.7 82.9 91.5 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 17 20 21 23 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 55,035 COMMITMENTS 0 4,345 0 55,035 50,690 55,035 55,035 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,640) 0 -1,128 0 -10,640 -9,512 -10,640 -10,640 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.9 0.0 100.0 92.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 12 14 13 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,954 COMMITMENTS 3,133 211 126 13,419 16,047 16,678 16,384 276 570 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,012) -369 -23 -23 -319 -653 -711 -699 -301 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 1.2 0.7 79.1 94.7 98.4 96.6 1.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 3 20 24 25 29 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 193,393 COMMITMENTS 18,701 0 2,377 172,315 191,016 193,393 193,393 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -12,367) -727 0 -401 -11,239 -11,966 -12,367 -12,367 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 0.0 1.2 89.1 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 19 21 21 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,324 COMMITMENTS 1,126 0 84 11,072 11,331 12,282 11,415 42 909 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -578) 49 0 -92 -420 -611 -463 -703 -115 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 0.0 0.7 89.8 91.9 99.7 92.6 0.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 20 23 23 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 124,194 COMMITMENTS 5,513 0 0 118,681 124,194 124,194 124,194 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -7,816) -744 0 0 -7,072 -7,816 -7,816 -7,816 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 95.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 22 20 24 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,944 COMMITMENTS 430 0 770 19,744 20,174 20,944 20,944 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -151) 0 0 0 -151 -151 -151 -151 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 3.7 94.3 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 15 18 16 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 172,912 COMMITMENTS 5,481 0 0 167,431 172,912 172,912 172,912 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 312) 0 0 0 312 312 312 312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 14 16 15 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,430 COMMITMENTS 0 300 0 8,935 9,065 8,935 9,365 495 65 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,065) 0 -100 0 -1,020 -965 -1,020 -1,065 -45 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.0 94.8 96.1 94.8 99.3 5.2 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 11 15 12 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,235 COMMITMENTS 0 750 0 24,880 24,485 24,880 25,235 355 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,580) 0 -75 0 -1,555 -1,505 -1,555 -1,580 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 0.0 98.6 97.0 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,865 COMMITMENTS 0 750 0 21,260 21,015 21,260 21,765 605 100 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -880) 0 -75 0 -845 -805 -845 -880 -35 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 97.2 96.1 97.2 99.5 2.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 10 17 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,586 COMMITMENTS 200 0 0 25,386 25,586 25,586 25,586 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,865) -50 0 0 -2,815 -2,865 -2,865 -2,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 99.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 0 23 21 25 21 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,148 COMMITMENTS 175 0 0 22,740 23,133 22,915 23,133 233 15 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -2,356) -275 0 0 -2,070 -2,356 -2,345 -2,356 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 98.2 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 18 15 19 15 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,840 COMMITMENTS 25 0 0 12,240 12,740 12,265 12,740 575 100 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -200) -50 0 0 -100 -190 -150 -190 -50 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 95.3 99.2 95.5 99.2 4.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 21 10 22 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,902 COMMITMENTS 25 0 0 13,692 13,902 13,717 13,902 185 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -775) -25 0 0 -725 -775 -750 -775 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 98.5 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 9 25 9 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 114,900 COMMITMENTS 3,405 1,100 95 111,380 113,515 114,880 114,710 20 190 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -10,205) -180 -100 -220 -9,805 -9,775 -10,205 -10,095 0 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 1.0 0.1 96.9 98.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 1 36 34 39 37 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,642 COMMITMENTS 1,655 1,470 335 122,652 122,744 124,642 124,549 0 93 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -14,114) -250 -257 -140 -13,724 -13,520 -14,114 -13,917 0 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.2 0.3 98.4 98.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 5 3 41 34 47 39 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 141,307 COMMITMENTS 16,629 7,061 3,710 120,755 130,296 141,094 141,067 213 240 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -6,602) -1,360 409 -201 -4,927 -6,662 -6,488 -6,454 -114 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 5.0 2.6 85.5 92.2 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 8 7 8 44 40 55 52 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 101,516 COMMITMENTS 695 3,175 2,960 97,750 95,381 101,405 101,516 111 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,143) -25 15 -190 -2,870 -2,968 -3,085 -3,143 -58 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 3.1 2.9 96.3 94.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 37 34 43 40 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,375 COMMITMENTS 0 305 25 24,335 24,045 24,360 24,375 15 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,465) 0 -30 0 -1,450 -1,435 -1,450 -1,465 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.1 99.8 98.6 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 1 27 12 28 13 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,325 COMMITMENTS 0 105 100 21,165 21,020 21,265 21,225 60 100 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,430) 0 -30 0 -1,410 -1,390 -1,410 -1,420 -20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 99.2 98.6 99.7 99.5 0.3 0.5 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 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 26,759 COMMITMENTS 50 950 175 26,415 25,424 26,640 26,549 119 210 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -765) -50 5 -30 -680 -720 -760 -745 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.6 0.7 98.7 95.0 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 29 25 31 27 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 10,665 COMMITMENTS 740 0 160 9,765 10,505 10,665 10,665 0 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -265) 35 0 -35 -265 -230 -265 -265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 1.5 91.6 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 17 17 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,893 COMMITMENTS 3,023 2,120 400 26,945 28,353 30,368 30,873 525 20 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,787) -290 50 -50 -1,426 -1,767 -1,766 -1,767 -21 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 6.9 1.3 87.2 91.8 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 24 24 27 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,128 COMMITMENTS 2,287 0 60 20,131 22,853 22,478 22,913 650 215 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,103) -307 0 0 -1,133 -1,100 -1,440 -1,100 337 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.0 0.3 87.0 98.8 97.2 99.1 2.8 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 20 22 22 23 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,572 COMMITMENTS 300 15 200 26,862 27,317 27,362 27,532 210 40 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,405) 0 -25 0 -1,350 -1,365 -1,350 -1,390 -55 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.1 0.7 97.4 99.1 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 27 29 29 30 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,925 COMMITMENTS 600 450 0 22,155 22,475 22,755 22,925 170 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,200) 0 -90 0 -1,190 -1,110 -1,190 -1,200 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.0 0.0 96.6 98.0 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 24 24 25 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,539 COMMITMENTS 0 810 0 15,427 14,729 15,427 15,539 112 0 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,455) 0 -50 0 -1,444 -1,405 -1,444 -1,455 -11 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 99.3 94.8 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 14 17 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,254 COMMITMENTS 0 0 0 9,429 9,949 9,429 9,949 825 305 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -288) 0 0 0 -218 -283 -218 -283 -70 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.0 97.0 92.0 97.0 8.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 11 14 11 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,092 COMMITMENTS 25 2,380 245 31,703 29,302 31,973 31,927 119 165 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,010) 0 -35 -15 -975 -940 -990 -990 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.4 0.8 98.8 91.3 99.6 99.5 0.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 28 23 30 25 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,887 COMMITMENTS 1,957 0 0 9,750 11,827 11,707 11,827 180 60 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -225) 20 0 0 -215 -225 -195 -225 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 0.0 0.0 82.0 99.5 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 16 18 18 18 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 08/11/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,654 COMMITMENTS 2,110 50 125 11,104 13,464 13,339 13,639 315 15 CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -400) 20 -50 -25 -245 -325 -250 -400 -150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.4 0.9 81.3 98.6 97.7 99.9 2.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 23 19 25 21
Updated August 14, 2015