CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,243 COMMITMENTS 8,593 5,753 1,296 15,289 18,194 25,178 25,243 65 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 326) 84 166 90 137 70 311 326 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 22.8 5.1 60.6 72.1 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 11 8 4 9 10 23 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,140 COMMITMENTS 5,420 5,864 1,000 17,720 17,276 24,140 24,140 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 24,701 COMMITMENTS 3,326 2,034 1,543 19,832 21,124 24,701 24,701 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,975) -433 767 668 2,740 1,540 2,975 2,975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 8.2 6.2 80.3 85.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 3 10 9 16 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,199,946 COMMITMENTS 373,707 320,082 833,024 2957063 3034912 4163794 4188018 36,152 11,928 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 81,818) -21,043 32,180 -3,433 103,310 54,706 78,834 83,453 2,984 -1,635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.6 19.8 70.4 72.3 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 33 45 63 141 121 210 195 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 363,926 COMMITMENTS 100,376 75,905 84,093 179,027 203,436 363,496 363,434 430 492 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,828) 8,318 9,098 -2,172 -1,436 -2,130 4,710 4,796 118 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 20.9 23.1 49.2 55.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 17 17 21 34 31 62 58 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,632 COMMITMENTS 9,987 4,917 1,631 220,058 233,136 231,676 239,684 14,956 6,948 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 337) -551 1,016 -600 1,353 819 202 1,235 135 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.0 0.7 89.2 94.5 93.9 97.2 6.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 6 3 3 34 32 42 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,495 COMMITMENTS 3,458 2,170 1,564 111,353 114,367 116,375 118,101 4,120 2,394 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 3,454) 717 1,655 -178 2,991 3,649 3,530 5,126 -76 -1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 1.8 1.3 92.4 94.9 96.6 98.0 3.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 3 4 29 31 34 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,381 COMMITMENTS 237 9,985 3,163 194,781 184,434 198,181 197,582 8,200 8,799 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 7,990) -762 -1,177 1,006 7,328 7,377 7,572 7,206 418 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 4.8 1.5 94.4 89.4 96.0 95.7 4.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 4 28 30 32 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 653,889 COMMITMENTS 7,134 1,708 2,410 638,618 645,834 648,162 649,952 5,727 3,937 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 6,419) 217 500 -790 7,083 6,680 6,510 6,390 -91 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.3 0.4 97.7 98.8 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 2 4 54 41 60 46 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 319,889 COMMITMENTS 6,526 12,046 2,521 303,428 298,183 312,475 312,750 7,414 7,139 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,858) 762 -1,562 705 3,659 5,751 5,126 4,894 -268 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.8 0.8 94.9 93.2 97.7 97.8 2.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 3 5 3 40 37 45 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 225,644 COMMITMENTS 4,739 3,304 5,617 211,020 211,474 221,376 220,395 4,268 5,249 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 546) -17 4 -81 433 467 335 390 211 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.5 2.5 93.5 93.7 98.1 97.7 1.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 3 3 36 43 41 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,579 COMMITMENTS 4,143 4 2,657 89,050 93,995 95,850 96,656 6,729 5,923 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,384) -478 4 -72 1,630 1,666 1,080 1,598 304 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.0 2.6 86.8 91.6 93.4 94.2 6.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 1 2 24 28 27 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,598 COMMITMENTS 342 9,050 1,636 86,841 78,946 88,819 89,632 5,779 4,966 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 869) -240 1,238 -152 2,508 -344 2,116 742 -1,247 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 9.6 1.7 91.8 83.5 93.9 94.8 6.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 6 4 32 29 36 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,445 COMMITMENTS 192 2,889 1,430 66,959 60,436 68,581 64,755 6,864 10,690 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,898) -312 516 -110 2,328 1,084 1,906 1,490 -8 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 3.8 1.9 88.8 80.1 90.9 85.8 9.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 17 18 19 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 185,655 COMMITMENTS 240 0 0 179,444 178,786 179,684 178,786 5,971 6,869 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,796) 0 0 0 918 1,310 918 1,310 878 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 96.7 96.3 96.8 96.3 3.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 28 22 29 22 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,664 COMMITMENTS 0 0 0 79,006 81,379 79,006 81,379 7,658 5,285 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 5,252) 0 0 0 5,163 5,979 5,163 5,979 89 -727 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.2 93.9 91.2 93.9 8.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 14 19 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 339,946 COMMITMENTS 782 1,057 3,687 321,203 325,098 325,672 329,842 14,274 10,104 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 5,499) 782 -227 -1,309 5,726 6,914 5,199 5,378 300 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.3 1.1 94.5 95.6 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 1 2 44 39 46 42 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,437 COMMITMENTS 98 2,770 3,162 64,645 55,705 67,905 61,637 5,532 11,800 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,179) -428 330 459 1,238 -248 1,269 541 -90 638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.8 4.3 88.0 75.9 92.5 83.9 7.5 16.1 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,533 COMMITMENTS 0 372 2,316 60,505 60,614 62,821 63,302 3,712 3,231 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 975) -21 -1,737 548 114 1,792 641 603 334 372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 3.5 90.9 91.1 94.4 95.1 5.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 2 20 19 22 21 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,180 COMMITMENTS 3,386 0 0 68,246 70,566 71,632 70,566 548 1,614 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,994) -30 0 0 4,872 4,874 4,842 4,874 152 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 0.0 0.0 94.5 97.8 99.2 97.8 0.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 17 20 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,742 COMMITMENTS 8,040 4,898 0 80,646 82,434 88,686 87,332 1,056 2,410 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 5,176) 0 0 0 4,902 5,056 4,902 5,056 274 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.5 0.0 89.9 91.9 98.8 97.3 1.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 5 6 0 28 26 33 32 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,810 COMMITMENTS 0 2,725 0 41,351 38,529 41,351 41,254 459 556 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,012) 0 0 0 3,832 4,256 3,832 4,256 180 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 0.0 98.9 92.2 98.9 98.7 1.1 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 14 24 14 25 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 171,617 COMMITMENTS 631 98 1,512 165,532 164,017 167,675 165,627 3,942 5,990 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 6,043) -856 98 693 7,566 5,731 7,403 6,522 -1,360 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.1 0.9 96.5 95.6 97.7 96.5 2.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 2 34 36 36 38 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 21,152 COMMITMENTS 0 899 0 20,384 19,447 20,384 20,346 768 806 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.3 0.0 96.4 91.9 96.4 96.2 3.6 3.8 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,939 COMMITMENTS 2,056 477 2,387 53,099 60,854 57,542 63,718 9,397 3,221 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,197) 308 -760 980 4,807 1,765 6,095 1,985 -3,898 212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.7 3.6 79.3 90.9 86.0 95.2 14.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 15 18 18 21 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,893 COMMITMENTS 279 5,309 4,029 86,657 82,606 90,965 91,944 7,928 6,949 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,031) 4 4,674 -124 752 -1,990 632 2,560 399 -1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 5.4 4.1 87.6 83.5 92.0 93.0 8.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 21 24 23 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,672 COMMITMENTS 2,214 0 1,233 86,973 97,988 90,420 99,221 12,252 3,451 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,937) 1,528 0 -132 329 399 1,725 267 212 1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.2 84.7 95.4 88.1 96.6 11.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 0 2 16 17 18 19 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,938 COMMITMENTS 1,343 330 459 80,819 84,330 82,621 85,119 4,317 1,819 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 297) 0 120 0 172 177 172 297 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.4 0.5 93.0 97.0 95.0 97.9 5.0 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,659 COMMITMENTS 228 4,040 1,043 108,923 109,346 110,194 114,429 6,465 2,230 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 728) 149 -58 52 465 887 666 881 62 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.9 93.4 93.7 94.5 98.1 5.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 21 20 23 24 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 190,802 COMMITMENTS 2,433 16,079 3,149 174,129 166,189 179,711 185,417 11,091 5,385 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,540) -828 281 428 2,602 759 2,202 1,468 -662 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 8.4 1.7 91.3 87.1 94.2 97.2 5.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 3 32 29 36 33 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,632 COMMITMENTS 2,010 2,274 0 11,188 10,835 13,198 13,109 434 523 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 960) 0 600 0 1,142 360 1,142 960 -182 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 16.7 0.0 82.1 79.5 96.8 96.2 3.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 10 14 11 16 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,320 COMMITMENTS 2,416 2,010 0 34,299 35,155 36,715 37,165 605 155 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 960) 60 0 0 600 960 660 960 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 5.4 0.0 91.9 94.2 98.4 99.6 1.6 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 46,805 COMMITMENTS 496 1,581 0 44,132 44,449 44,628 46,030 2,177 775 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,270) 0 0 0 4,270 4,270 4,270 4,270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.4 0.0 94.3 95.0 95.3 98.3 4.7 1.7 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 224,596 COMMITMENTS 2,032 8,714 4,323 212,895 208,732 219,250 221,769 5,346 2,827 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -1,292) 577 -2,265 617 -1,956 1,347 -762 -301 -530 -991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.9 1.9 94.8 92.9 97.6 98.7 2.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 4 5 5 40 37 48 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 102,489 COMMITMENTS 0 0 0 100,715 100,943 100,715 100,943 1,774 1,546 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,859) 0 0 0 1,951 1,796 1,951 1,796 -92 63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 98.5 98.3 98.5 1.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 29 29 29 29 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 72,781 COMMITMENTS 0 0 0 64,175 60,778 64,175 60,778 8,606 12,003 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 658) 0 0 0 1,056 1,086 1,056 1,086 -398 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.2 83.5 88.2 83.5 11.8 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 18 19 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 71,297 COMMITMENTS 0 668 0 61,704 68,435 61,704 69,103 9,593 2,194 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -225) 0 -60 0 -1,143 -194 -1,143 -254 918 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.0 86.5 96.0 86.5 96.9 13.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 24 20 24 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 76,603 COMMITMENTS 2,134 0 0 67,295 72,456 69,429 72,456 7,174 4,147 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,675) 62 0 0 -1,177 1,429 -1,115 1,429 2,790 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 87.8 94.6 90.6 94.6 9.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 16 11 17 11 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 137,590 COMMITMENTS 13,634 5,601 11,934 111,574 119,524 137,142 137,059 448 531 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 538) -1,068 -235 161 1,678 655 771 581 -233 -43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 4.1 8.7 81.1 86.9 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 14 11 17 44 50 65 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 65,446 COMMITMENTS 438 2,875 3,662 61,242 58,909 65,342 65,446 104 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,320) -79 605 26 2,398 1,689 2,345 2,320 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 4.4 5.6 93.6 90.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 9 4 24 24 30 34 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 498,491 COMMITMENTS 29,326 15,383 8,017 461,148 475,091 498,491 498,491 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 19,665) 0 3,808 0 19,665 15,857 19,665 19,665 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.1 1.6 92.5 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 18 18 21 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,778,653 COMMITMENTS 38,540 25,123 36,731 1703382 1716799 1778653 1778653 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 14,979) 6,589 384 0 8,390 14,595 14,979 14,979 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 1.4 2.1 95.8 96.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 3 5 37 42 44 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 67,494 COMMITMENTS 1,349 1,745 3,883 62,229 61,857 67,461 67,485 33 9 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -343) 57 -2 -74 -350 -267 -367 -343 24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 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 23 22 33 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 518,726 COMMITMENTS 2,877 6,663 23,372 492,477 488,691 518,726 518,726 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 33,259) 7 0 649 32,603 32,610 33,259 33,259 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.3 4.5 94.9 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 20 17 22 22 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 517,623 COMMITMENTS 16,406 8,024 9,058 492,159 500,541 517,623 517,623 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,592) 0 0 0 4,592 4,592 4,592 4,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 1.6 1.7 95.1 96.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 3 31 29 35 34 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,747 COMMITMENTS 2,304 2,240 2,097 44,732 44,837 49,133 49,174 614 573 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 502) -108 251 -360 970 611 502 502 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 4.5 4.2 89.9 90.1 98.8 98.8 1.2 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 3 24 26 29 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,889 COMMITMENTS 10 245 50 56,554 56,505 56,614 56,800 275 89 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 505) 10 -50 50 520 505 580 505 -75 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 99.4 99.3 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 34 29 35 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,137 COMMITMENTS 40 680 80 74,683 74,309 74,803 75,069 334 68 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 393) 0 -20 0 393 413 393 393 0 0 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 08/18/15 | --------------------------------------------------------------| 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 08/11/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 258,440 COMMITMENTS 0 9,048 5,520 252,920 243,872 258,440 258,440 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -3,968) 0 0 0 -3,968 -3,968 -3,968 -3,968 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 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 22 21 23 24 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,234 COMMITMENTS 1,381 407 21 5,642 6,593 7,044 7,021 190 213 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 341) 0 0 0 234 320 234 320 107 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 5.6 0.3 78.0 91.1 97.4 97.1 2.6 2.9 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,000 COMMITMENTS 1,180 225 20 16,760 17,700 17,960 17,945 40 55 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 125 100 125 100 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.3 0.1 93.1 98.3 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 22 20 23 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,665 COMMITMENTS 0 750 120 14,225 13,735 14,345 14,605 320 60 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 20) 0 0 0 20 0 20 0 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.8 97.0 93.7 97.8 99.6 2.2 0.4 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,097 COMMITMENTS 611 42 131 17,100 16,566 17,842 16,739 255 1,358 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 275) 0 0 0 254 234 254 234 21 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.2 0.7 94.5 91.5 98.6 92.5 1.4 7.5 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,931 COMMITMENTS 0 7,781 1,791 52,825 45,139 54,616 54,711 315 220 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 3,000) 0 -6 316 2,684 2,570 3,000 2,880 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 3.3 96.2 82.2 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 7 4 32 30 36 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,413 COMMITMENTS 27 9,989 3,219 58,160 48,119 61,406 61,327 7 86 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 4,470) 2 457 683 3,785 3,340 4,470 4,480 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.3 5.2 94.7 78.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 1 8 6 36 35 42 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,430 COMMITMENTS 1,070 0 0 47,305 48,400 48,375 48,400 55 30 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.7 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,855 COMMITMENTS 925 0 0 48,870 49,820 49,795 49,820 60 35 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 580) 30 0 0 610 580 640 580 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 98.0 99.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 30 19 31 19 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 344,377 COMMITMENTS 49,980 1,576 20,744 273,653 322,057 344,377 344,377 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,605) 421 0 0 1,184 1,605 1,605 1,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 0.5 6.0 79.5 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 2 3 28 33 34 38 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,076 COMMITMENTS 3,716 849 789 18,445 21,227 22,950 22,865 126 211 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 129) 156 45 -2 -4 65 150 108 -21 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 3.7 3.4 79.9 92.0 99.5 99.1 0.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 6 7 28 33 35 42 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 37,347 COMMITMENTS 1,898 235 459 34,990 36,653 37,347 37,347 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,061) 328 58 119 1,614 1,884 2,061 2,061 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 0.6 1.2 93.7 98.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 19 15 24 18 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 485,128 COMMITMENTS 0 15,644 7,534 477,594 461,950 485,128 485,128 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,536) 0 0 0 1,536 1,536 1,536 1,536 0 0 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: 29) 0 2 1 21 16 22 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 40,533 COMMITMENTS 4,347 233 2,313 33,661 37,095 40,321 39,641 212 892 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 21) 0 0 0 63 21 63 21 -42 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.6 5.7 83.0 91.5 99.5 97.8 0.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 17 21 21 24 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,123 COMMITMENTS 0 4,345 0 60,123 55,778 60,123 60,123 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 5,088) 0 0 0 5,088 5,088 5,088 5,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.0 100.0 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 14 14 15 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,464 COMMITMENTS 3,071 211 210 13,886 16,493 17,167 16,914 297 550 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 510) -62 0 84 467 446 489 530 21 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 1.2 1.2 79.5 94.4 98.3 96.9 1.7 3.1 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 193,062 COMMITMENTS 13,245 0 5,915 173,902 187,147 193,062 193,062 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: -331) -5,456 0 3,538 1,587 -3,869 -331 -331 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 3.1 90.1 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 18 21 20 22 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,039 COMMITMENTS 1,208 0 84 11,705 12,088 12,997 12,172 42 867 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 715) 82 0 0 633 757 715 757 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 0.0 0.6 89.8 92.7 99.7 93.4 0.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 20 23 23 24 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 126,914 COMMITMENTS 5,513 0 0 121,401 126,914 126,914 126,914 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,720) 0 0 0 2,720 2,720 2,720 2,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 0.0 0.0 95.7 100.0 100.0 100.0 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,106 COMMITMENTS 430 0 770 19,906 20,336 21,106 21,106 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 162) 0 0 0 162 162 162 162 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 0.0 3.6 94.3 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 17 16 18 17 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 173,552 COMMITMENTS 5,481 0 0 168,071 173,552 173,552 173,552 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 640) 0 0 0 640 640 640 640 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,555 COMMITMENTS 0 300 0 9,000 9,190 9,000 9,490 555 65 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 125) 0 0 0 65 125 65 125 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 94.2 96.2 94.2 99.3 5.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 12 16 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,470 COMMITMENTS 0 750 0 25,115 24,720 25,115 25,470 355 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 235) 0 0 0 235 235 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 98.6 97.1 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 16 22 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,940 COMMITMENTS 0 750 0 21,335 21,090 21,335 21,840 605 100 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,126 COMMITMENTS 200 0 0 25,926 26,126 26,126 26,126 0 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 540) 0 0 0 540 540 540 540 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,738 COMMITMENTS 175 0 0 23,330 23,723 23,505 23,723 233 15 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 590) 0 0 0 590 590 590 590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 98.3 99.9 99.0 99.9 1.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 18 16 19 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,070 COMMITMENTS 0 100 0 17,220 17,760 17,220 17,860 850 210 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.6 0.0 95.3 98.3 95.3 98.8 4.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 8 15 9 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,935 COMMITMENTS 25 0 0 12,550 12,865 12,575 12,865 360 70 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 95) 0 0 0 310 125 310 125 -215 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.0 99.5 97.2 99.5 2.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 23 12 24 12 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,047 COMMITMENTS 25 0 0 13,657 14,047 13,682 14,047 365 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 145) 0 0 0 -35 145 -35 145 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.2 100.0 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 25 12 26 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 117,460 COMMITMENTS 3,605 1,100 95 113,740 116,075 117,440 117,270 20 190 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 2,560) 200 0 0 2,360 2,560 2,560 2,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 0.1 96.8 98.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 1 37 33 40 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,435 COMMITMENTS 1,655 1,470 335 124,445 124,537 126,435 126,342 0 93 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 1,793) 0 0 0 1,793 1,793 1,793 1,793 0 0 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: 51) 3 5 3 40 35 46 40 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 141,561 COMMITMENTS 16,900 6,253 3,719 120,756 131,373 141,375 141,345 186 216 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 254) 271 -808 9 1 1,077 281 278 -27 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 4.4 2.6 85.3 92.8 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 9 8 9 44 41 56 55 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 102,173 COMMITMENTS 945 3,175 2,960 98,157 96,038 102,062 102,173 111 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 657) 250 0 0 407 657 657 657 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.1 2.9 96.1 94.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 38 34 44 40 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,495 COMMITMENTS 0 305 25 24,455 24,165 24,480 24,495 15 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.1 99.8 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 28 13 29 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| 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 08/11/15 (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 0.5 0.5 99.2 98.6 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 25 10 26 11 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 27,244 COMMITMENTS 50 950 175 26,840 25,909 27,065 27,034 179 210 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 485) 0 0 0 425 485 425 485 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 0.6 98.5 95.1 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 28 25 30 27 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| 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 08/11/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,553 COMMITMENTS 3,083 2,120 400 27,545 29,013 31,028 31,533 525 20 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 660) 60 0 0 600 660 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 6.7 1.3 87.3 92.0 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,383 COMMITMENTS 2,287 0 60 20,386 23,323 22,733 23,383 650 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 470 255 470 0 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.0 0.3 87.2 99.7 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 20 23 22 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,808 COMMITMENTS 250 15 200 27,149 27,553 27,599 27,768 209 40 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 236) -50 0 0 287 236 237 236 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 0.7 97.6 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,294 COMMITMENTS 600 450 0 22,524 22,844 23,124 23,294 170 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 369) 0 0 0 369 369 369 369 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.9 0.0 96.7 98.1 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 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,859 COMMITMENTS 0 810 0 15,757 15,049 15,757 15,859 102 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 320) 0 0 0 330 320 330 320 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 99.4 94.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 14 18 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,844 COMMITMENTS 0 0 0 10,029 10,429 10,029 10,429 815 415 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 590) 0 0 0 600 480 600 480 -10 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.5 96.2 92.5 96.2 7.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 12 14 12 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,487 COMMITMENTS 25 2,380 245 32,038 29,697 32,308 32,322 179 165 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 395) 0 0 0 335 395 335 395 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 7.3 0.8 98.6 91.4 99.4 99.5 0.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 27 23 29 25 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 12,451 COMMITMENTS 1,957 0 0 10,314 12,391 12,271 12,391 180 60 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 564) 0 0 0 564 564 564 564 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 0.0 0.0 82.8 99.5 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 16 17 18 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 08/18/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,679 COMMITMENTS 2,080 50 125 11,409 13,504 13,614 13,679 65 0 CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST: 25) -30 0 0 305 40 275 40 -250 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.4 0.9 83.4 98.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 24 20 26 22
Updated August 21, 2015