CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 14,200: 5,398 3,964 639 8,095 9,598 14,132 14,200: 68 0 Old : 14,200: 5,398 3,964 639 8,095 9,598 14,132 14,200: 68 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -7,138: -5,785 -1,857 -276 -1,016 -5,005 -7,077 -7,138: -61 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 27.9 4.5 57.0 67.6 99.5 100.0: 0.5 0.0 Old : 100.0: 38.0 27.9 4.5 57.0 67.6 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 10 5 4 5 9 17 16: Old : 25: 10 5 4 5 9 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 50.1 94.1 81.6 62.2 43.8 69.3 63.1 Old : 76.9 50.1 94.1 81.6 62.2 43.8 69.3 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 24,719: 4,789 5,889 1,094 18,836 17,736 24,719 24,719: 0 0 Old : 24,719: 4,789 5,889 1,094 18,836 17,736 24,719 24,719: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -1,541: 334 -1,015 -86 -1,788 -440 -1,541 -1,541: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 23.8 4.4 76.2 71.8 100.0 100.0: 0.0 0.0 Old : 100.0: 19.4 23.8 4.4 76.2 71.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 8 3 2 7 8 16 13: Old : 22: 8 3 2 7 8 16 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.9 75.6 93.8 97.8 57.2 61.8 65.8 66.6 Old : 78.9 75.6 93.8 97.8 57.2 61.8 65.8 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 Regional Greenhouse Gas Initiative : : : : All : 22,443: 3,446 1,335 837 18,160 20,271 22,443 22,443: 0 0 Old : 22,443: 3,446 1,335 837 18,160 20,271 22,443 22,443: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -4,085: 290 157 -416 -3,959 -3,826 -4,085 -4,085: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 5.9 3.7 80.9 90.3 100.0 100.0: 0.0 0.0 Old : 100.0: 15.4 5.9 3.7 80.9 90.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 7 3 3 10 9 19 13: Old : 22: 7 3 3 10 9 19 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 83.3 90.5 97.8 49.3 57.8 59.7 63.6 Old : 74.5 83.3 90.5 97.8 49.3 57.8 59.7 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 3,975,622: 351,833 350,184 774,650 2,813,878 2,833,906 3,940,361 3,958,740: 35,261 16,882 Old : 3,975,622: 351,833 350,184 774,650 2,813,878 2,833,906 3,940,361 3,958,740: 35,261 16,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -126,968: 8,471 20,238 -22,854 -110,651 -122,662 -125,034 -125,278: -1,934 -1,690 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 8.8 19.5 70.8 71.3 99.1 99.6: 0.9 0.4 Old : 100.0: 8.8 8.8 19.5 70.8 71.3 99.1 99.6: 0.9 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 213: 35 42 55 128 105 192 173: Old : 213: 35 42 55 128 105 192 173: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 22.9 25.2 35.0 43.3 17.1 19.4 25.3 31.3 Old : 22.9 25.2 35.0 43.3 17.1 19.4 25.3 31.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 2,048,940: 201,256 99,855 864,708 982,501 1,083,045 2,048,465 2,047,609: 475 1,331 Old : 2,048,940: 201,256 99,855 864,708 982,501 1,083,045 2,048,465 2,047,609: 475 1,331 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -229,922: 4,504 -16,538 -119,902 -114,825 -94,086 -230,223 -230,526: 300 604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 4.9 42.2 48.0 52.9 100.0 99.9: 0.0 0.1 Old : 100.0: 9.8 4.9 42.2 48.0 52.9 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 92: 18 23 37 49 48 87 88: Old : 92: 18 23 37 49 48 87 88: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 37.4 62.9 59.9 8.1 7.7 11.6 10.1 Old : 40.5 37.4 62.9 59.9 8.1 7.7 11.6 10.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 249,944: 4,550 16,045 4,501 224,101 222,364 233,152 242,910: 16,792 7,034 Old : 249,944: 4,550 16,045 4,501 224,101 222,364 233,152 242,910: 16,792 7,034 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 7,759: 270 621 -781 7,472 9,830 6,961 9,670: 798 -1,911 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 6.4 1.8 89.7 89.0 93.3 97.2: 6.7 2.8 Old : 100.0: 1.8 6.4 1.8 89.7 89.0 93.3 97.2: 6.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 2 8 4 37 31 42 40: Old : 54: 2 8 4 37 31 42 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.3 38.3 57.7 54.8 34.1 31.4 50.3 45.0 Old : 38.3 38.3 57.7 54.8 34.1 31.4 50.3 45.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 119,094: 21,482 4,592 1,286 91,364 108,149 114,132 114,027: 4,962 5,067 Old : 119,094: 21,482 4,592 1,286 91,364 108,149 114,132 114,027: 4,962 5,067 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,875: 836 148 -254 3,142 3,454 3,724 3,348: 151 527 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 3.9 1.1 76.7 90.8 95.8 95.7: 4.2 4.3 Old : 100.0: 18.0 3.9 1.1 76.7 90.8 95.8 95.7: 4.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 6 2 2 32 31 39 34: Old : 45: 6 2 2 32 31 39 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 46.5 52.7 67.7 29.4 32.8 48.3 47.5 Old : 31.1 46.5 52.7 67.7 29.4 32.8 48.3 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 245,460: 2,379 7,657 6,245 229,664 224,682 238,288 238,584: 7,172 6,876 Old : 245,460: 2,379 7,657 6,245 229,664 224,682 238,288 238,584: 7,172 6,876 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 12,175: -451 -964 1,583 10,389 13,324 11,521 13,943: 654 -1,768 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 3.1 2.5 93.6 91.5 97.1 97.2: 2.9 2.8 Old : 100.0: 1.0 3.1 2.5 93.6 91.5 97.1 97.2: 2.9 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 3 3 4 25 33 30 39: Old : 46: 3 3 4 25 33 30 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 35.4 77.2 57.7 58.6 35.4 69.3 54.0 Old : 60.5 35.4 77.2 57.7 58.6 35.4 69.3 54.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 742,317: 65,063 14,986 12,207 655,846 705,511 733,116 732,704: 9,201 9,613 Old : 742,317: 65,063 14,986 12,207 655,846 705,511 733,116 732,704: 9,201 9,613 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,970: 1,634 -1,055 362 807 5,116 2,803 4,423: 1,167 -453 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 2.0 1.6 88.4 95.0 98.8 98.7: 1.2 1.3 Old : 100.0: 8.8 2.0 1.6 88.4 95.0 98.8 98.7: 1.2 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 53: 2 3 4 47 36 51 41: Old : 53: 2 3 4 47 36 51 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 46.4 53.4 67.5 30.6 42.3 47.3 58.1 Old : 31.8 46.4 53.4 67.5 30.6 42.3 47.3 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 283,581: 3,271 17,251 1,683 271,375 253,870 276,329 272,804: 7,252 10,777 Old : 283,581: 3,271 17,251 1,683 271,375 253,870 276,329 272,804: 7,252 10,777 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 8,522: 335 1,421 111 6,470 6,926 6,916 8,458: 1,606 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 6.1 0.6 95.7 89.5 97.4 96.2: 2.6 3.8 Old : 100.0: 1.2 6.1 0.6 95.7 89.5 97.4 96.2: 2.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 4 2 30 31 32 37: Old : 46: 2 4 2 30 31 32 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 51.1 69.5 68.5 45.3 47.7 61.9 62.0 Old : 46.4 51.1 69.5 68.5 45.3 47.7 61.9 62.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 270,742: 575 5,621 6,226 256,168 255,656 262,969 267,503: 7,773 3,239 Old : 270,742: 575 5,621 6,226 256,168 255,656 262,969 267,503: 7,773 3,239 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 4,512: 575 -1,741 913 5,325 7,070 6,813 6,242: -2,301 -1,730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 2.1 2.3 94.6 94.4 97.1 98.8: 2.9 1.2 Old : 100.0: 0.2 2.1 2.3 94.6 94.4 97.1 98.8: 2.9 1.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 2 5 4 41 42 46 48: Old : 58: 2 5 4 41 42 46 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 29.8 68.0 52.8 40.5 29.5 64.5 49.4 Old : 43.1 29.8 68.0 52.8 40.5 29.5 64.5 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 121,921: 2,268 444 4,653 111,496 107,148 118,417 112,245: 3,504 9,676 Old : 121,921: 2,268 444 4,653 111,496 107,148 118,417 112,245: 3,504 9,676 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,354: -1,586 24 998 4,216 2,333 3,628 3,355: -274 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 0.4 3.8 91.4 87.9 97.1 92.1: 2.9 7.9 Old : 100.0: 1.9 0.4 3.8 91.4 87.9 97.1 92.1: 2.9 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 2 3 24 21 27 25: Old : 35: 2 2 3 24 21 27 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.8 57.3 68.8 73.7 49.1 57.0 67.5 73.4 Old : 49.8 57.3 68.8 73.7 49.1 57.0 67.5 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 118,492: 662 758 6,088 100,341 106,248 107,091 113,094: 11,401 5,398 Old : 118,492: 662 758 6,088 100,341 106,248 107,091 113,094: 11,401 5,398 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,508: 452 0 215 3,266 3,155 3,933 3,370: -425 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 0.6 5.1 84.7 89.7 90.4 95.4: 9.6 4.6 Old : 100.0: 0.6 0.6 5.1 84.7 89.7 90.4 95.4: 9.6 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 1 3 3 27 24 30 28: Old : 38: 1 3 3 27 24 30 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 48.8 69.0 68.4 51.8 47.3 64.4 64.8 Old : 53.5 48.8 69.0 68.4 51.8 47.3 64.4 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 93,587: 718 2,670 2,333 82,700 80,149 85,751 85,152: 7,836 8,435 Old : 93,587: 718 2,670 2,333 82,700 80,149 85,751 85,152: 7,836 8,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,593: 62 959 0 3,599 1,602 3,661 2,561: -1,068 32 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 2.9 2.5 88.4 85.6 91.6 91.0: 8.4 9.0 Old : 100.0: 0.8 2.9 2.5 88.4 85.6 91.6 91.0: 8.4 9.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 18 18 20 20: Old : 27: 1 1 2 18 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 42.6 77.2 70.0 63.6 40.3 74.7 63.8 Old : 64.9 42.6 77.2 70.0 63.6 40.3 74.7 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 201,143: 0 0 0 193,992 193,909 193,992 193,909: 7,151 7,234 Old : 201,143: 0 0 0 193,992 193,909 193,992 193,909: 7,151 7,234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 552: 0 0 0 675 -148 675 -148: -123 700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 96.4 96.4 96.4 96.4: 3.6 3.6 Old : 100.0: 0.0 0.0 0.0 96.4 96.4 96.4 96.4: 3.6 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 24 22 24 22: Old : 33: 0 0 0 24 22 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.8 45.9 70.2 74.8 44.3 45.4 68.7 73.3 Old : 45.8 45.9 70.2 74.8 44.3 45.4 68.7 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 84,933: 0 0 0 69,679 78,914 69,679 78,914: 15,254 6,019 Old : 84,933: 0 0 0 69,679 78,914 69,679 78,914: 15,254 6,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,084: 0 0 0 3,770 506 3,770 506: -2,686 578 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 82.0 92.9 82.0 92.9: 18.0 7.1 Old : 100.0: 0.0 0.0 0.0 82.0 92.9 82.0 92.9: 18.0 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 18 15 18 15: Old : 24: 0 0 0 18 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.5 73.7 71.4 87.0 50.5 73.7 69.9 83.5 Old : 51.5 73.7 71.4 87.0 50.5 73.7 69.9 83.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 23,544: 0 0 0 20,943 22,292 20,943 22,292: 2,601 1,252 Old : 23,544: 0 0 0 20,943 22,292 20,943 22,292: 2,601 1,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.0 94.7 89.0 94.7: 11.0 5.3 Old : 100.0: 0.0 0.0 0.0 89.0 94.7 89.0 94.7: 11.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 13 13 13 13: Old : 21: 0 0 0 13 13 13 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 81.1 82.4 90.2 60.5 76.2 79.3 84.0 Old : 60.5 81.1 82.4 90.2 60.5 76.2 79.3 84.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 346,197: 10 241 480 334,277 338,398 334,767 339,119: 11,430 7,078 Old : 346,197: 10 241 480 334,277 338,398 334,767 339,119: 11,430 7,078 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 8,487: 10 -174 325 7,265 10,599 7,600 10,750: 887 -2,263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.1 0.1 96.6 97.7 96.7 98.0: 3.3 2.0 Old : 100.0: 0.0 0.1 0.1 96.6 97.7 96.7 98.0: 3.3 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 1 1 1 42 39 43 41: Old : 54: 1 1 1 42 39 43 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.6 56.6 53.8 77.5 35.7 54.2 50.5 74.9 Old : 38.6 56.6 53.8 77.5 35.7 54.2 50.5 74.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 79,773: 615 3,208 3,040 66,674 56,913 70,329 63,161: 9,444 16,612 Old : 79,773: 615 3,208 3,040 66,674 56,913 70,329 63,161: 9,444 16,612 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 816: 60 254 103 -578 579 -415 936: 1,231 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 4.0 3.8 83.6 71.3 88.2 79.2: 11.8 20.8 Old : 100.0: 0.8 4.0 3.8 83.6 71.3 88.2 79.2: 11.8 20.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 2 16 16 18 18: Old : 22: 1 1 2 16 16 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 55.2 74.4 70.3 53.4 52.8 69.0 60.0 Old : 54.9 55.2 74.4 70.3 53.4 52.8 69.0 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 71,382: 888 2,977 2,160 62,883 60,329 65,931 65,466: 5,451 5,916 Old : 71,382: 888 2,977 2,160 62,883 60,329 65,931 65,466: 5,451 5,916 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 900: -56 857 420 -220 -1,265 144 12: 756 888 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 4.2 3.0 88.1 84.5 92.4 91.7: 7.6 8.3 Old : 100.0: 1.2 4.2 3.0 88.1 84.5 92.4 91.7: 7.6 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 2 17 15 19 17: Old : 22: 1 1 2 17 15 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.5 63.8 73.6 79.4 52.0 59.8 68.5 73.5 Old : 53.5 63.8 73.6 79.4 52.0 59.8 68.5 73.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,650: 6,214 1,950 0 96,851 98,649 103,065 100,599: 2,585 5,051 Old : 105,650: 6,214 1,950 0 96,851 98,649 103,065 100,599: 2,585 5,051 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 18,672: 2,430 1,950 0 15,942 15,822 18,372 17,772: 300 900 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 1.8 0.0 91.7 93.4 97.6 95.2: 2.4 4.8 Old : 100.0: 5.9 1.8 0.0 91.7 93.4 97.6 95.2: 2.4 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 5 2 0 23 28 28 30: Old : 51: 5 2 0 23 28 28 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 46.4 74.0 74.4 43.0 41.8 57.1 59.2 Old : 59.0 46.4 74.0 74.4 43.0 41.8 57.1 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 97,670: 8,668 2,074 1,331 85,665 92,844 95,664 96,249: 2,006 1,421 Old : 97,670: 8,668 2,074 1,331 85,665 92,844 95,664 96,249: 2,006 1,421 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 21,988: 1,278 1,543 746 18,494 19,481 20,518 21,770: 1,470 218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 2.1 1.4 87.7 95.1 97.9 98.5: 2.1 1.5 Old : 100.0: 8.9 2.1 1.4 87.7 95.1 97.9 98.5: 2.1 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 64: 9 2 3 29 42 38 47: Old : 64: 9 2 3 29 42 38 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.1 46.0 60.1 63.9 33.9 39.6 47.0 50.7 Old : 43.1 46.0 60.1 63.9 33.9 39.6 47.0 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 72,786: 0 8,255 0 72,231 62,923 72,231 71,178: 555 1,608 Old : 72,786: 0 8,255 0 72,231 62,923 72,231 71,178: 555 1,608 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 638: 0 -120 0 638 154 638 34: 0 604 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.3 0.0 99.2 86.4 99.2 97.8: 0.8 2.2 Old : 100.0: 0.0 11.3 0.0 99.2 86.4 99.2 97.8: 0.8 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 4 0 20 25 20 29: Old : 36: 0 4 0 20 25 20 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 37.4 87.4 60.9 49.8 29.0 63.8 45.5 Old : 59.0 37.4 87.4 60.9 49.8 29.0 63.8 45.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 160,773: 0 13,453 1,013 149,129 135,326 150,142 149,792: 10,631 10,981 Old : 160,773: 0 13,453 1,013 149,129 135,326 150,142 149,792: 10,631 10,981 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,433: -1,261 2,321 -159 4,537 1,859 3,117 4,021: 316 -588 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.4 0.6 92.8 84.2 93.4 93.2: 6.6 6.8 Old : 100.0: 0.0 8.4 0.6 92.8 84.2 93.4 93.2: 6.6 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 2 2 25 27 27 29: Old : 33: 0 2 2 25 27 27 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 43.2 73.2 63.5 49.9 33.1 57.6 48.1 Old : 56.7 43.2 73.2 63.5 49.9 33.1 57.6 48.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 17,547: 0 465 62 16,204 14,759 16,266 15,286: 1,281 2,261 Old : 17,547: 0 465 62 16,204 14,759 16,266 15,286: 1,281 2,261 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 694: 0 0 0 424 360 424 360: 270 334 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.7 0.4 92.3 84.1 92.7 87.1: 7.3 12.9 Old : 100.0: 0.0 2.7 0.4 92.3 84.1 92.7 87.1: 7.3 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 1 11 13 12 15: Old : 22: 0 2 1 11 13 12 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 69.4 87.3 79.6 75.5 68.9 85.9 79.1 Old : 75.7 69.4 87.3 79.6 75.5 68.9 85.9 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 62,414: 1,754 4,614 1,250 47,031 50,296 50,035 56,160: 12,379 6,254 Old : 62,414: 1,754 4,614 1,250 47,031 50,296 50,035 56,160: 12,379 6,254 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 7.4 2.0 75.4 80.6 80.2 90.0: 19.8 10.0 Old : 100.0: 2.8 7.4 2.0 75.4 80.6 80.2 90.0: 19.8 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 2 14 14 17 16: Old : 21: 1 2 2 14 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.4 50.2 69.9 69.9 51.5 49.1 56.9 62.6 Old : 55.4 50.2 69.9 69.9 51.5 49.1 56.9 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 121,674: 0 5,572 1,972 112,934 107,029 114,906 114,573: 6,768 7,101 Old : 121,674: 0 5,572 1,972 112,934 107,029 114,906 114,573: 6,768 7,101 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,561: 0 -420 -77 2,495 2,137 2,418 1,640: -857 -79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 1.6 92.8 88.0 94.4 94.2: 5.6 5.8 Old : 100.0: 0.0 4.6 1.6 92.8 88.0 94.4 94.2: 5.6 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 3 2 26 25 28 28: Old : 38: 0 3 2 26 25 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 51.0 79.5 71.0 61.3 49.3 74.3 65.5 Old : 61.8 51.0 79.5 71.0 61.3 49.3 74.3 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 79,368: 880 0 870 70,591 70,495 72,341 71,365: 7,027 8,003 Old : 79,368: 880 0 870 70,591 70,495 72,341 71,365: 7,027 8,003 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,515: 124 -674 -252 2,401 2,581 2,273 1,655: 242 860 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 0.0 1.1 88.9 88.8 91.1 89.9: 8.9 10.1 Old : 100.0: 1.1 0.0 1.1 88.9 88.8 91.1 89.9: 8.9 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 12 12 14 14: Old : 20: 2 0 2 12 12 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 62.1 84.0 82.3 56.6 60.6 73.6 74.5 Old : 66.7 62.1 84.0 82.3 56.6 60.6 73.6 74.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 104,082: 1,248 16,393 641 94,694 83,932 96,583 100,966: 7,499 3,116 Old : 104,082: 1,248 16,393 641 94,694 83,932 96,583 100,966: 7,499 3,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,065: 0 609 0 2,035 1,152 2,035 1,761: 30 304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 15.8 0.6 91.0 80.6 92.8 97.0: 7.2 3.0 Old : 100.0: 1.2 15.8 0.6 91.0 80.6 92.8 97.0: 7.2 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 20 12 21 14: Old : 25: 1 1 1 20 12 21 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 66.0 73.8 91.6 50.6 54.2 63.8 74.8 Old : 55.8 66.0 73.8 91.6 50.6 54.2 63.8 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 20,521: 0 0 0 20,273 19,883 20,273 19,883: 248 638 Old : 20,521: 0 0 0 20,273 19,883 20,273 19,883: 248 638 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 540: 0 0 0 540 450 540 450: 0 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.8 96.9 98.8 96.9: 1.2 3.1 Old : 100.0: 0.0 0.0 0.0 98.8 96.9 98.8 96.9: 1.2 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 11 20 11 20: Old : 24: 0 0 0 11 20 11 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 45.9 93.4 70.0 59.8 43.6 76.5 61.5 Old : 64.9 45.9 93.4 70.0 59.8 43.6 76.5 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 105,191: 558 9,646 817 97,523 93,154 98,898 103,617: 6,293 1,574 Old : 105,191: 558 9,646 817 97,523 93,154 98,898 103,617: 6,293 1,574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -720: -422 184 247 -545 -1,027 -720 -596: 0 -124 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.2 0.8 92.7 88.6 94.0 98.5: 6.0 1.5 Old : 100.0: 0.5 9.2 0.8 92.7 88.6 94.0 98.5: 6.0 1.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 1 18 16 19 19: Old : 26: 1 2 1 18 16 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.2 61.9 76.1 84.7 51.3 52.2 68.7 74.7 Old : 55.2 61.9 76.1 84.7 51.3 52.2 68.7 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 205,809: 4,604 21,145 2,184 181,670 174,213 188,458 197,542: 17,351 8,267 Old : 205,809: 4,604 21,145 2,184 181,670 174,213 188,458 197,542: 17,351 8,267 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,106: 1,906 3,475 -183 -10 -494 1,713 2,798: -607 -1,692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 10.3 1.1 88.3 84.6 91.6 96.0: 8.4 4.0 Old : 100.0: 2.2 10.3 1.1 88.3 84.6 91.6 96.0: 8.4 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 4 3 30 33 34 38: Old : 46: 2 4 3 30 33 34 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 47.0 62.5 66.6 42.0 45.8 60.0 64.3 Old : 43.3 47.0 62.5 66.6 42.0 45.8 60.0 64.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 26,636: 0 1,737 0 25,084 21,998 25,084 23,735: 1,552 2,901 Old : 26,636: 0 1,737 0 25,084 21,998 25,084 23,735: 1,552 2,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,092: 0 0 0 1,092 1,092 1,092 1,092: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.5 0.0 94.2 82.6 94.2 89.1: 5.8 10.9 Old : 100.0: 0.0 6.5 0.0 94.2 82.6 94.2 89.1: 5.8 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 0 15 13 15 14: Old : 25: 0 1 0 15 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 53.7 83.0 76.4 60.3 53.7 81.1 75.0 Old : 60.3 53.7 83.0 76.4 60.3 53.7 81.1 75.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 44,155: 620 248 0 42,033 43,301 42,653 43,549: 1,502 606 Old : 44,155: 620 248 0 42,033 43,301 42,653 43,549: 1,502 606 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,460: 0 0 0 2,101 2,250 2,101 2,250: 359 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.6 0.0 95.2 98.1 96.6 98.6: 3.4 1.4 Old : 100.0: 1.4 0.6 0.0 95.2 98.1 96.6 98.6: 3.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 0 18 16 19 17: Old : 28: 1 1 0 18 16 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 63.8 84.6 93.5 59.1 63.8 73.9 82.5 Old : 69.2 63.8 84.6 93.5 59.1 63.8 73.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 280,069: 727 11,534 3,238 266,646 261,488 270,611 276,260: 9,458 3,809 Old : 280,069: 727 11,534 3,238 266,646 261,488 270,611 276,260: 9,458 3,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 5,390: 0 -231 339 5,148 4,970 5,487 5,078: -97 312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 4.1 1.2 95.2 93.4 96.6 98.6: 3.4 1.4 Old : 100.0: 0.3 4.1 1.2 95.2 93.4 96.6 98.6: 3.4 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 54: 2 2 3 40 38 44 41: Old : 54: 2 2 3 40 38 44 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 60.8 64.7 73.8 43.5 58.1 61.9 71.0 Old : 45.1 60.8 64.7 73.8 43.5 58.1 61.9 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 122,157: 0 0 0 119,841 118,679 119,841 118,679: 2,316 3,478 Old : 122,157: 0 0 0 119,841 118,679 119,841 118,679: 2,316 3,478 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,529: 0 0 0 2,018 1,253 2,018 1,253: -489 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.1 97.2 98.1 97.2: 1.9 2.8 Old : 100.0: 0.0 0.0 0.0 98.1 97.2 98.1 97.2: 1.9 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 0 0 0 26 24 26 24: Old : 34: 0 0 0 26 24 26 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 64.6 67.6 79.4 42.6 56.1 58.8 68.9 Old : 48.9 64.6 67.6 79.4 42.6 56.1 58.8 68.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 100,928: 2,996 0 0 87,533 94,594 90,529 94,594: 10,399 6,334 Old : 100,928: 2,996 0 0 87,533 94,594 90,529 94,594: 10,399 6,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,107: 0 0 0 233 301 233 301: 874 806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 0.0 0.0 86.7 93.7 89.7 93.7: 10.3 6.3 Old : 100.0: 3.0 0.0 0.0 86.7 93.7 89.7 93.7: 10.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 0 0 21 21 22 21: Old : 30: 1 0 0 21 21 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.8 45.3 63.0 66.3 37.6 42.3 55.1 62.6 Old : 42.8 45.3 63.0 66.3 37.6 42.3 55.1 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 93,088: 0 0 0 83,681 84,817 83,681 84,817: 9,407 8,271 Old : 93,088: 0 0 0 83,681 84,817 83,681 84,817: 9,407 8,271 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,144: 0 0 0 700 119 700 119: 444 1,025 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.9 91.1 89.9 91.1: 10.1 8.9 Old : 100.0: 0.0 0.0 0.0 89.9 91.1 89.9 91.1: 10.1 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 19 15 19 15: Old : 23: 0 0 0 19 15 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 68.1 72.2 82.0 46.7 65.8 68.1 76.5 Old : 46.9 68.1 72.2 82.0 46.7 65.8 68.1 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 36,310: 0 671 0 35,674 35,177 35,674 35,848: 636 462 Old : 36,310: 0 671 0 35,674 35,177 35,674 35,848: 636 462 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,110: 0 330 0 784 780 784 1,110: 326 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.8 0.0 98.2 96.9 98.2 98.7: 1.8 1.3 Old : 100.0: 0.0 1.8 0.0 98.2 96.9 98.2 98.7: 1.8 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 11 14 11 16: Old : 22: 0 2 0 11 14 11 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 91.4 76.1 97.4 89.8 91.4 76.1 96.8 89.4 Old : 91.4 76.1 97.4 89.8 91.4 76.1 96.8 89.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 138,159: 16,379 10,114 10,986 110,172 116,418 137,538 137,518: 621 641 Old : 138,159: 16,379 10,114 10,986 110,172 116,418 137,538 137,518: 621 641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,377: -503 -845 526 1,436 1,748 1,459 1,429: -82 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 7.3 8.0 79.7 84.3 99.6 99.5: 0.4 0.5 Old : 100.0: 11.9 7.3 8.0 79.7 84.3 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 10 10 17 47 49 66 67: Old : 73: 10 10 17 47 49 66 67: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.2 28.1 56.0 47.7 25.7 19.7 36.4 32.0 Old : 38.2 28.1 56.0 47.7 25.7 19.7 36.4 32.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 42,422: 105 305 2,228 40,089 39,864 42,422 42,396: 0 26 Old : 42,422: 105 305 2,228 40,089 39,864 42,422 42,396: 0 26 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 510: -23 187 -28 561 326 510 484: 0 26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 0.7 5.3 94.5 94.0 100.0 99.9: 0.0 0.1 Old : 100.0: 0.2 0.7 5.3 94.5 94.0 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 4 5 26 25 31 31: Old : 35: 2 4 5 26 25 31 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 45.3 70.2 67.3 30.0 28.8 45.0 42.1 Old : 47.1 45.3 70.2 67.3 30.0 28.8 45.0 42.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 404,965: 29,189 8,656 20,075 355,701 375,907 404,965 404,638: 0 327 Old : 404,965: 29,189 8,656 20,075 355,701 375,907 404,965 404,638: 0 327 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 11,607: 1,640 -1,015 728 9,239 11,567 11,607 11,280: 0 327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 2.1 5.0 87.8 92.8 100.0 99.9: 0.0 0.1 Old : 100.0: 7.2 2.1 5.0 87.8 92.8 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 3 3 24 23 27 28: Old : 33: 2 3 3 24 23 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 47.5 69.5 71.3 36.2 36.9 54.1 52.9 Old : 43.5 47.5 69.5 71.3 36.2 36.9 54.1 52.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,568,246: 30,172 27,135 40,901 1,497,173 1,500,210 1,568,246 1,568,246: 0 0 Old : 1,568,246: 30,172 27,135 40,901 1,497,173 1,500,210 1,568,246 1,568,246: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 23,140: 5,488 3,136 0 17,652 20,004 23,140 23,140: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 1.7 2.6 95.5 95.7 100.0 100.0: 0.0 0.0 Old : 100.0: 1.9 1.7 2.6 95.5 95.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 5 4 6 38 42 46 50: Old : 58: 5 4 6 38 42 46 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 46.1 73.0 64.3 38.2 30.4 48.0 40.0 Old : 55.1 46.1 73.0 64.3 38.2 30.4 48.0 40.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 58,436: 492 804 7,449 50,488 50,176 58,430 58,430: 6 6 Old : 58,436: 492 804 7,449 50,488 50,176 58,430 58,430: 6 6 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,184: 103 -273 23 3,057 3,433 3,184 3,184: -0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.4 12.7 86.4 85.9 100.0 100.0: 0.0 0.0 Old : 100.0: 0.8 1.4 12.7 86.4 85.9 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 5 4 26 22 31 28: Old : 37: 2 5 4 26 22 31 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 57.9 75.6 79.4 39.6 50.1 59.9 61.9 Old : 52.2 57.9 75.6 79.4 39.6 50.1 59.9 61.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 350,426: 7,629 6,358 31,673 311,123 312,394 350,425 350,425: 1 1 Old : 350,426: 7,629 6,358 31,673 311,123 312,394 350,425 350,425: 1 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 27,669: 0 952 0 27,669 26,717 27,669 27,669: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.8 9.0 88.8 89.1 100.0 100.0: 0.0 0.0 Old : 100.0: 2.2 1.8 9.0 88.8 89.1 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 17 15 20 18: Old : 28: 2 2 2 17 15 20 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.4 62.8 80.4 88.9 45.2 57.0 63.2 68.6 Old : 52.4 62.8 80.4 88.9 45.2 57.0 63.2 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 584,616: 10,475 22,514 15,244 558,897 546,858 584,616 584,616: 0 0 Old : 584,616: 10,475 22,514 15,244 558,897 546,858 584,616 584,616: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -8,209: 0 0 0 -8,209 -8,209 -8,209 -8,209: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 3.9 2.6 95.6 93.5 100.0 100.0: 0.0 0.0 Old : 100.0: 1.8 3.9 2.6 95.6 93.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 3 2 26 23 28 27: Old : 37: 1 3 2 26 23 28 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 53.4 76.4 73.1 35.3 38.8 51.1 51.8 Old : 54.4 53.4 76.4 73.1 35.3 38.8 51.1 51.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 48,526: 2,259 3,129 3,250 42,309 41,889 47,818 48,268: 708 258 Old : 48,526: 2,259 3,129 3,250 42,309 41,889 47,818 48,268: 708 258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 17: -301 -66 281 -49 -262 -69 -47: 86 64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 6.4 6.7 87.2 86.3 98.5 99.5: 1.5 0.5 Old : 100.0: 4.7 6.4 6.7 87.2 86.3 98.5 99.5: 1.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 3 3 26 24 30 29: Old : 36: 3 3 3 26 24 30 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 56.5 67.1 72.4 39.1 54.4 54.2 64.4 Old : 48.9 56.5 67.1 72.4 39.1 54.4 54.2 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 59,460: 0 345 100 58,556 59,015 58,656 59,460: 804 0 Old : 59,460: 0 345 100 58,556 59,015 58,656 59,460: 804 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 4,480: 0 0 0 4,480 4,780 4,480 4,780: 0 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.2 98.5 99.3 98.6 100.0: 1.4 0.0 Old : 100.0: 0.0 0.6 0.2 98.5 99.3 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 0 2 1 30 25 31 27: Old : 38: 0 2 1 30 25 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 76.5 71.4 87.3 45.1 64.7 57.8 74.1 Old : 54.0 76.5 71.4 87.3 45.1 64.7 57.8 74.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 73,850: 90 150 230 73,278 73,466 73,598 73,846: 252 4 Old : 73,850: 90 150 230 73,278 73,466 73,598 73,846: 252 4 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 5,155: 0 0 0 5,155 5,155 5,155 5,155: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.2 0.3 99.2 99.5 99.7 100.0: 0.3 0.0 Old : 100.0: 0.1 0.2 0.3 99.2 99.5 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 1 1 33 26 34 28: Old : 42: 1 1 1 33 26 34 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.0 72.7 67.5 88.1 44.8 62.3 58.0 74.8 Old : 52.0 72.7 67.5 88.1 44.8 62.3 58.0 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,640: 1,190 125 10 17,390 18,505 18,590 18,640: 50 0 Old : 18,640: 1,190 125 10 17,390 18,505 18,590 18,640: 50 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 355: 0 50 0 355 305 355 355: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 0.7 0.1 93.3 99.3 99.7 100.0: 0.3 0.0 Old : 100.0: 6.4 0.7 0.1 93.3 99.3 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 1 23 17 24 20: Old : 33: 1 2 1 23 17 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.3 73.8 72.7 88.3 43.3 56.8 63.3 69.4 Old : 48.3 73.8 72.7 88.3 43.3 56.8 63.3 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 273,888: 3,128 3,832 7,080 263,680 262,976 273,888 273,888: 0 0 Old : 273,888: 3,128 3,832 7,080 263,680 262,976 273,888 273,888: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 8,952: 368 368 0 8,584 8,584 8,952 8,952: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 1.4 2.6 96.3 96.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.1 1.4 2.6 96.3 96.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 2 1 24 21 27 23: Old : 33: 2 2 1 24 21 27 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 64.3 77.3 82.8 46.9 45.8 52.8 51.3 Old : 53.2 64.3 77.3 82.8 46.9 45.8 52.8 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 9,099: 2,850 278 198 5,947 8,300 8,995 8,776: 104 323 Old : 9,099: 2,850 278 198 5,947 8,300 8,995 8,776: 104 323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 716: 226 88 -88 538 650 676 650: 40 66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 3.1 2.2 65.4 91.2 98.9 96.5: 1.1 3.5 Old : 100.0: 31.3 3.1 2.2 65.4 91.2 98.9 96.5: 1.1 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 2 2 18 19 23 21: Old : 28: 3 2 2 18 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 49.9 75.5 73.5 53.5 40.8 68.7 61.0 Old : 56.3 49.9 75.5 73.5 53.5 40.8 68.7 61.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,775: 960 525 240 20,575 21,010 21,775 21,775: 0 0 Old : 21,775: 960 525 240 20,575 21,010 21,775 21,775: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 810: 0 0 0 810 810 810 810: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 2.4 1.1 94.5 96.5 100.0 100.0: 0.0 0.0 Old : 100.0: 4.4 2.4 1.1 94.5 96.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 1 1 1 23 22 24 24: Old : 36: 1 1 1 23 22 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.5 60.5 70.1 79.5 42.0 46.4 56.1 59.4 Old : 46.5 60.5 70.1 79.5 42.0 46.4 56.1 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,270: 0 840 230 13,810 13,200 14,040 14,270: 230 0 Old : 14,270: 0 840 230 13,810 13,200 14,040 14,270: 230 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 255: 0 0 0 255 255 255 255: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.9 1.6 96.8 92.5 98.4 100.0: 1.6 0.0 Old : 100.0: 0.0 5.9 1.6 96.8 92.5 98.4 100.0: 1.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 1 1 24 21 25 22: Old : 29: 0 1 1 24 21 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.5 58.2 62.0 82.9 31.7 35.6 49.1 51.6 Old : 36.5 58.2 62.0 82.9 31.7 35.6 49.1 51.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 16,986: 636 18 329 15,294 15,249 16,259 15,596: 727 1,390 Old : 16,986: 636 18 329 15,294 15,249 16,259 15,596: 727 1,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 287: 0 0 0 241 309 241 309: 46 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 0.1 1.9 90.0 89.8 95.7 91.8: 4.3 8.2 Old : 100.0: 3.7 0.1 1.9 90.0 89.8 95.7 91.8: 4.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 1 2 28 25 30 27: Old : 34: 1 1 2 28 25 30 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.4 53.3 63.3 70.5 27.1 34.8 44.1 45.1 Old : 39.4 53.3 63.3 70.5 27.1 34.8 44.1 45.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,143: 275 11,437 1,090 53,314 42,416 54,679 54,943: 464 200 Old : 55,143: 275 11,437 1,090 53,314 42,416 54,679 54,943: 464 200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,574: 275 444 25 2,274 2,105 2,574 2,574: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 20.7 2.0 96.7 76.9 99.2 99.6: 0.8 0.4 Old : 100.0: 0.5 20.7 2.0 96.7 76.9 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 1 4 2 34 36 36 41: Old : 44: 1 4 2 34 36 36 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.5 43.0 64.1 67.4 39.2 40.5 57.9 61.5 Old : 43.5 43.0 64.1 67.4 39.2 40.5 57.9 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 59,802: 220 10,990 1,402 57,903 47,405 59,525 59,797: 277 5 Old : 59,802: 220 10,990 1,402 57,903 47,405 59,525 59,797: 277 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 26: 220 -106 65 -274 67 11 26: 15 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 18.4 2.3 96.8 79.3 99.5 100.0: 0.5 0.0 Old : 100.0: 0.4 18.4 2.3 96.8 79.3 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 48: 1 6 4 35 39 39 46: Old : 48: 1 6 4 35 39 39 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.3 37.7 69.9 56.8 46.2 35.4 61.4 53.7 Old : 52.3 37.7 69.9 56.8 46.2 35.4 61.4 53.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,120: 500 0 0 48,475 49,030 48,975 49,030: 145 90 Old : 49,120: 500 0 0 48,475 49,030 48,975 49,030: 145 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,540: 0 0 0 1,830 1,540 1,830 1,540: -290 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 0.0 0.0 98.7 99.8 99.7 99.8: 0.3 0.2 Old : 100.0: 1.0 0.0 0.0 98.7 99.8 99.7 99.8: 0.3 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 0 30 14 31 14: Old : 33: 1 0 0 30 14 31 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 94.9 70.7 98.9 55.2 86.9 69.2 88.9 Old : 55.9 94.9 70.7 98.9 55.2 86.9 69.2 88.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 49,230: 0 0 0 49,130 49,190 49,130 49,190: 100 40 Old : 49,230: 0 0 0 49,130 49,190 49,130 49,190: 100 40 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,320: 0 0 0 1,320 1,280 1,320 1,280: 0 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.8 99.9 99.8 99.9: 0.2 0.1 Old : 100.0: 0.0 0.0 0.0 99.8 99.9 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 0 0 32 15 32 15: Old : 33: 0 0 0 32 15 32 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 93.6 67.0 97.9 43.8 82.6 61.2 83.0 Old : 47.8 93.6 67.0 97.9 43.8 82.6 61.2 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 397,984: 65,748 1,984 22,708 309,528 373,292 397,984 397,984: 0 0 Old : 397,984: 65,748 1,984 22,708 309,528 373,292 397,984 397,984: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 4,264: -2,265 1,984 368 6,161 1,912 4,264 4,264: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 0.5 5.7 77.8 93.8 100.0 100.0: 0.0 0.0 Old : 100.0: 16.5 0.5 5.7 77.8 93.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 1 2 31 32 35 34: Old : 38: 3 1 2 31 32 35 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 42.9 71.1 64.9 32.7 35.9 47.3 46.4 Old : 48.0 42.9 71.1 64.9 32.7 35.9 47.3 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 24,969: 4,993 486 818 18,941 23,068 24,752 24,372: 217 597 Old : 24,969: 4,993 486 818 18,941 23,068 24,752 24,372: 217 597 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 324: 40 173 66 196 107 302 346: 22 -22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 1.9 3.3 75.9 92.4 99.1 97.6: 0.9 2.4 Old : 100.0: 20.0 1.9 3.3 75.9 92.4 99.1 97.6: 0.9 2.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 5 4 4 27 33 34 39: Old : 43: 5 4 4 27 33 34 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 39.4 65.3 57.4 34.5 34.3 49.7 42.9 Old : 41.6 39.4 65.3 57.4 34.5 34.3 49.7 42.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 13,884: 1,033 1,101 772 12,077 12,009 13,882 13,882: 2 2 Old : 13,884: 1,033 1,101 772 12,077 12,009 13,882 13,882: 2 2 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 78: 0 0 0 78 78 78 78: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 7.9 5.6 87.0 86.5 100.0 100.0: 0.0 0.0 Old : 100.0: 7.4 7.9 5.6 87.0 86.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 1 16 14 20 16: Old : 27: 3 2 1 16 14 20 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 71.9 72.5 92.3 35.3 65.8 57.0 72.6 Old : 45.1 71.9 72.5 92.3 35.3 65.8 57.0 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 545,656: 1,952 7,333 14,498 529,206 523,825 545,656 545,656: 0 0 Old : 545,656: 1,952 7,333 14,498 529,206 523,825 545,656 545,656: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 5,416: 1,952 0 0 3,464 5,416 5,416 5,416: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 1.3 2.7 97.0 96.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.4 1.3 2.7 97.0 96.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 1 1 20 22 22 23: Old : 32: 1 1 1 20 22 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 86.6 79.9 93.4 54.7 74.0 70.3 78.2 Old : 61.1 86.6 79.9 93.4 54.7 74.0 70.3 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 45,910: 6,458 0 3,098 35,923 42,493 45,479 45,591: 431 319 Old : 45,910: 6,458 0 3,098 35,923 42,493 45,479 45,591: 431 319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 350: -48 0 284 114 44 350 328: 0 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 0.0 6.7 78.2 92.6 99.1 99.3: 0.9 0.7 Old : 100.0: 14.1 0.0 6.7 78.2 92.6 99.1 99.3: 0.9 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 5 0 2 19 23 24 25: Old : 31: 5 0 2 19 23 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 84.0 78.0 91.6 52.4 74.3 65.8 78.6 Old : 57.8 84.0 78.0 91.6 52.4 74.3 65.8 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 17,551: 3,367 0 855 12,749 15,393 16,971 16,248: 580 1,303 Old : 17,551: 3,367 0 855 12,749 15,393 16,971 16,248: 580 1,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 710: -88 0 132 666 578 710 710: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 0.0 4.9 72.6 87.7 96.7 92.6: 3.3 7.4 Old : 100.0: 19.2 0.0 4.9 72.6 87.7 96.7 92.6: 3.3 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 0 4 18 21 23 25: Old : 28: 5 0 4 18 21 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.0 45.9 65.1 64.7 36.2 40.8 49.6 51.4 Old : 44.0 45.9 65.1 64.7 36.2 40.8 49.6 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 227,148: 50,172 736 0 176,194 226,412 226,366 227,148: 782 0 Old : 227,148: 50,172 736 0 176,194 226,412 226,366 227,148: 782 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,472: 1,104 736 0 368 736 1,472 1,472: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 0.3 0.0 77.6 99.7 99.7 100.0: 0.3 0.0 Old : 100.0: 22.1 0.3 0.0 77.6 99.7 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 1 0 16 18 19 19: Old : 28: 3 1 0 16 18 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.9 60.0 88.0 86.7 61.0 52.8 71.7 68.2 Old : 73.9 60.0 88.0 86.7 61.0 52.8 71.7 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 13,741: 1,205 167 308 11,968 12,195 13,481 12,670: 260 1,071 Old : 13,741: 1,205 167 308 11,968 12,195 13,481 12,670: 260 1,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 110: 0 0 44 66 66 110 110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 1.2 2.2 87.1 88.7 98.1 92.2: 1.9 7.8 Old : 100.0: 8.8 1.2 2.2 87.1 88.7 98.1 92.2: 1.9 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 1 2 19 18 22 21: Old : 27: 3 1 2 19 18 22 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.7 51.4 74.4 71.6 42.4 50.3 59.7 64.7 Old : 48.7 51.4 74.4 71.6 42.4 50.3 59.7 64.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 120,455: 10,448 48 1,127 108,880 119,280 120,455 120,455: 0 0 Old : 120,455: 10,448 48 1,127 108,880 119,280 120,455 120,455: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 7,008: 0 48 736 6,272 6,224 7,008 7,008: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 0.0 0.9 90.4 99.0 100.0 100.0: 0.0 0.0 Old : 100.0: 8.7 0.0 0.9 90.4 99.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 1 2 22 21 25 23: Old : 32: 2 1 2 22 21 25 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 59.9 71.3 78.9 46.4 51.0 62.8 64.9 Old : 48.0 59.9 71.3 78.9 46.4 51.0 62.8 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 23,846: 558 0 1,313 21,975 22,533 23,846 23,846: 0 0 Old : 23,846: 558 0 1,313 21,975 22,533 23,846 23,846: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 283: 0 0 0 283 283 283 283: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 0.0 5.5 92.2 94.5 100.0 100.0: 0.0 0.0 Old : 100.0: 2.3 0.0 5.5 92.2 94.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 1 18 14 19 15: Old : 22: 1 0 1 18 14 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.5 65.0 91.6 88.7 37.7 34.0 44.9 46.2 Old : 77.5 65.0 91.6 88.7 37.7 34.0 44.9 46.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Any Multiple of 800 800MWhs : : : : All : 19,019: 842 1,453 2,428 15,749 15,092 19,019 18,972: 0 46 Old : 19,019: 842 1,453 2,428 15,749 15,092 19,019 18,972: 0 46 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 512: 7 631 70 486 -185 563 517: -51 -4 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 7.6 12.8 82.8 79.4 100.0 99.8: 0.0 0.2 Old : 100.0: 4.4 7.6 12.8 82.8 79.4 100.0 99.8: 0.0 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 2 16 13 19 15: Old : 21: 2 1 2 16 13 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 76.1 84.4 89.3 42.0 49.5 54.0 56.1 Old : 61.8 76.1 84.4 89.3 42.0 49.5 54.0 56.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 30,465: 0 850 50 30,010 29,445 30,060 30,345: 405 120 Old : 30,465: 0 850 50 30,010 29,445 30,060 30,345: 405 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 170: 0 -50 50 60 170 110 170: 60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.8 0.2 98.5 96.7 98.7 99.6: 1.3 0.4 Old : 100.0: 0.0 2.8 0.2 98.5 96.7 98.7 99.6: 1.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 22 15 23 16: Old : 26: 0 1 1 22 15 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 79.9 78.5 93.3 45.3 75.8 66.3 81.7 Old : 52.7 79.9 78.5 93.3 45.3 75.8 66.3 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,985: 0 900 0 26,640 25,725 26,640 26,625: 345 360 Old : 26,985: 0 900 0 26,640 25,725 26,640 26,625: 345 360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.3 0.0 98.7 95.3 98.7 98.7: 1.3 1.3 Old : 100.0: 0.0 3.3 0.0 98.7 95.3 98.7 98.7: 1.3 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 0 19 12 19 13: Old : 25: 0 1 0 19 12 19 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 85.5 78.4 97.0 52.0 83.2 69.9 86.1 Old : 58.1 85.5 78.4 97.0 52.0 83.2 69.9 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,541: 0 0 0 26,331 26,491 26,331 26,491: 210 50 Old : 26,541: 0 0 0 26,331 26,491 26,331 26,491: 210 50 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.2 99.8 99.2 99.8: 0.8 0.2 Old : 100.0: 0.0 0.0 0.0 99.2 99.8 99.2 99.8: 0.8 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 0 0 23 11 23 11: Old : 30: 0 0 0 23 11 23 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.7 74.8 76.5 95.3 46.5 71.6 61.7 83.9 Old : 56.7 74.8 76.5 95.3 46.5 71.6 61.7 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,529: 0 0 0 19,319 19,529 19,319 19,529: 210 0 Old : 19,529: 0 0 0 19,319 19,529 19,319 19,529: 210 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 550: 0 0 0 550 550 550 550: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0 Old : 100.0: 0.0 0.0 0.0 98.9 100.0 98.9 100.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 0 0 20 10 20 10: Old : 26: 0 0 0 20 10 20 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.4 74.4 80.0 98.6 55.5 73.9 73.6 91.1 Old : 59.4 74.4 80.0 98.6 55.5 73.9 73.6 91.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 16,780: 0 50 0 15,860 16,670 15,860 16,720: 920 60 Old : 16,780: 0 50 0 15,860 16,670 15,860 16,720: 920 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,730: 0 0 0 1,730 1,730 1,730 1,730: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 94.5 99.3 94.5 99.6: 5.5 0.4 Old : 100.0: 0.0 0.3 0.0 94.5 99.3 94.5 99.6: 5.5 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 11 10 11 11: Old : 20: 0 1 0 11 10 11 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.1 89.6 90.3 98.9 76.1 89.6 90.3 97.1 Old : 76.1 89.6 90.3 98.9 76.1 89.6 90.3 97.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 13,965: 0 0 0 13,230 13,905 13,230 13,905: 735 60 Old : 13,965: 0 0 0 13,230 13,905 13,230 13,905: 735 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 94.7 99.6 94.7 99.6: 5.3 0.4 Old : 100.0: 0.0 0.0 0.0 94.7 99.6 94.7 99.6: 5.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 19 6 19 6: Old : 20: 0 0 0 19 6 19 6: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 95.6 70.5 99.6 42.2 85.3 65.1 85.3 Old : 47.7 95.6 70.5 99.6 42.2 85.3 65.1 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 14,747: 0 0 0 14,140 14,747 14,140 14,747: 607 0 Old : 14,747: 0 0 0 14,140 14,747 14,140 14,747: 607 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 0.0 Old : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 22 8 22 8: Old : 23: 0 0 0 22 8 22 8: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 95.2 67.9 100.0 41.7 85.1 62.3 85.1 Old : 46.6 95.2 67.9 100.0 41.7 85.1 62.3 85.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 115,079: 1,815 55 390 112,734 114,634 114,939 115,079: 140 0 Old : 115,079: 1,815 55 390 112,734 114,634 114,939 115,079: 140 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 2,130: 0 0 50 2,080 2,080 2,130 2,130: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.0 0.3 98.0 99.6 99.9 100.0: 0.1 0.0 Old : 100.0: 1.6 0.0 0.3 98.0 99.6 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 46: 2 1 2 37 38 40 40: Old : 46: 2 1 2 37 38 40 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.7 61.0 62.4 81.5 35.8 52.9 49.5 64.1 Old : 45.7 61.0 62.4 81.5 35.8 52.9 49.5 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 140,881: 2,770 0 470 137,626 140,411 140,866 140,881: 15 0 Old : 140,881: 2,770 0 470 137,626 140,411 140,866 140,881: 15 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,135: -50 0 0 1,185 1,135 1,135 1,135: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 0.0 0.3 97.7 99.7 100.0 100.0: 0.0 0.0 Old : 100.0: 2.0 0.0 0.3 97.7 99.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 4 0 2 39 40 43 42: Old : 51: 4 0 2 39 40 43 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 60.5 64.8 83.6 36.3 57.2 52.6 68.8 Old : 43.8 60.5 64.8 83.6 36.3 57.2 52.6 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 155,139: 18,630 6,462 6,243 129,897 142,230 154,770 154,935: 369 204 Old : 155,139: 18,630 6,462 6,243 129,897 142,230 154,770 154,935: 369 204 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,715: -660 -320 25 2,300 1,914 1,665 1,619: 50 96 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 4.2 4.0 83.7 91.7 99.8 99.9: 0.2 0.1 Old : 100.0: 12.0 4.2 4.0 83.7 91.7 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 9 6 8 46 40 57 52: Old : 65: 9 6 8 46 40 57 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.2 64.9 56.0 76.9 32.7 58.3 54.6 67.7 Old : 34.2 64.9 56.0 76.9 32.7 58.3 54.6 67.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 103,946: 1,178 2,100 3,077 99,497 98,754 103,752 103,931: 194 15 Old : 103,946: 1,178 2,100 3,077 99,497 98,754 103,752 103,931: 194 15 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3,003: 0 0 0 3,003 3,003 3,003 3,003: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.0 3.0 95.7 95.0 99.8 100.0: 0.2 0.0 Old : 100.0: 1.1 2.0 3.0 95.7 95.0 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 3 5 40 33 47 38: Old : 49: 4 3 5 40 33 47 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 69.6 56.3 79.2 34.8 61.0 51.3 67.2 Old : 35.1 69.6 56.3 79.2 34.8 61.0 51.3 67.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,050: 295 815 0 25,395 25,105 25,690 25,920: 360 130 Old : 26,050: 295 815 0 25,395 25,105 25,690 25,920: 360 130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 685: 0 0 0 685 685 685 685: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 3.1 0.0 97.5 96.4 98.6 99.5: 1.4 0.5 Old : 100.0: 1.1 3.1 0.0 97.5 96.4 98.6 99.5: 1.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 1 0 25 13 26 14: Old : 29: 1 1 0 25 13 26 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 83.1 75.7 98.6 55.7 79.3 75.4 92.2 Old : 55.8 83.1 75.7 98.6 55.7 79.3 75.4 92.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,325: 684 315 0 23,276 23,890 23,960 24,205: 365 120 Old : 24,325: 684 315 0 23,276 23,890 23,960 24,205: 365 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 675: 0 0 0 645 675 645 675: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 1.3 0.0 95.7 98.2 98.5 99.5: 1.5 0.5 Old : 100.0: 2.8 1.3 0.0 95.7 98.2 98.5 99.5: 1.5 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 1 0 23 11 24 12: Old : 28: 1 1 0 23 11 24 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 81.9 76.2 98.9 56.3 77.5 76.1 90.9 Old : 56.4 81.9 76.2 98.9 56.3 77.5 76.1 90.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 21,780: 0 950 300 21,235 19,770 21,535 21,020: 245 760 Old : 21,780: 0 950 300 21,235 19,770 21,535 21,020: 245 760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 860: 0 0 0 920 860 920 860: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.4 1.4 97.5 90.8 98.9 96.5: 1.1 3.5 Old : 100.0: 0.0 4.4 1.4 97.5 90.8 98.9 96.5: 1.1 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 2 1 22 20 23 22: Old : 31: 0 2 1 22 20 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 43.9 73.8 70.0 41.9 33.7 58.7 51.5 Old : 51.8 43.9 73.8 70.0 41.9 33.7 58.7 51.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 33,524: 2,553 2,770 703 29,768 30,051 33,024 33,524: 500 0 Old : 33,524: 2,553 2,770 703 29,768 30,051 33,024 33,524: 500 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 1,055: 0 0 0 1,055 1,055 1,055 1,055: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 8.3 2.1 88.8 89.6 98.5 100.0: 1.5 0.0 Old : 100.0: 7.6 8.3 2.1 88.8 89.6 98.5 100.0: 1.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 2 3 22 23 26 26: Old : 31: 2 2 3 22 23 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 48.7 81.8 74.6 59.5 46.7 70.3 68.7 Old : 69.7 48.7 81.8 74.6 59.5 46.7 70.3 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,000: 3,915 0 0 16,137 20,728 20,052 20,728: 948 272 Old : 21,000: 3,915 0 0 16,137 20,728 20,052 20,728: 948 272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 130: 0 0 0 100 130 100 130: 30 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 0.0 0.0 76.8 98.7 95.5 98.7: 4.5 1.3 Old : 100.0: 18.6 0.0 0.0 76.8 98.7 95.5 98.7: 4.5 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 0 0 20 20 22 20: Old : 27: 2 0 0 20 20 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 52.3 78.5 78.0 45.8 46.4 61.1 65.2 Old : 57.3 52.3 78.5 78.0 45.8 46.4 61.1 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,229: 396 310 260 24,913 25,624 25,569 26,194: 660 35 Old : 26,229: 396 310 260 24,913 25,624 25,569 26,194: 660 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 3: 30 0 30 -57 -27 3 3: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 1.2 1.0 95.0 97.7 97.5 99.9: 2.5 0.1 Old : 100.0: 1.5 1.2 1.0 95.0 97.7 97.5 99.9: 2.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 3 27 24 31 27: Old : 36: 3 1 3 27 24 31 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 63.0 75.8 82.0 52.2 61.4 68.5 78.0 Old : 55.7 63.0 75.8 82.0 52.2 61.4 68.5 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,976: 592 750 143 23,125 23,073 23,860 23,966: 116 10 Old : 23,976: 592 750 143 23,125 23,073 23,860 23,966: 116 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 860: 25 50 0 835 810 860 860: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 3.1 0.6 96.5 96.2 99.5 100.0: 0.5 0.0 Old : 100.0: 2.5 3.1 0.6 96.5 96.2 99.5 100.0: 0.5 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 2 1 25 25 27 28: Old : 37: 2 2 1 25 25 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 50.0 81.7 73.2 65.8 43.9 75.5 65.2 Old : 68.5 50.0 81.7 73.2 65.8 43.9 75.5 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,743: 0 1,070 0 15,359 14,673 15,359 15,743: 384 0 Old : 15,743: 0 1,070 0 15,359 14,673 15,359 15,743: 384 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 274: 0 0 0 274 274 274 274: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.8 0.0 97.6 93.2 97.6 100.0: 2.4 0.0 Old : 100.0: 0.0 6.8 0.0 97.6 93.2 97.6 100.0: 2.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 17 14 17 16: Old : 24: 0 2 0 17 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 60.9 84.4 83.9 51.6 55.0 83.7 77.2 Old : 51.6 60.9 84.4 83.9 51.6 55.0 83.7 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 26,515: 25 2,585 290 26,075 23,430 26,390 26,305: 125 210 Old : 26,515: 25 2,585 290 26,075 23,430 26,390 26,305: 125 210 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 370: 0 75 0 370 295 370 370: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 9.7 1.1 98.3 88.4 99.5 99.2: 0.5 0.8 Old : 100.0: 0.1 9.7 1.1 98.3 88.4 99.5 99.2: 0.5 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 3 1 24 23 26 26: Old : 35: 1 3 1 24 23 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 48.2 73.6 70.2 50.8 38.0 65.8 57.9 Old : 54.2 48.2 73.6 70.2 50.8 38.0 65.8 57.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 9,795: 975 0 0 7,615 9,760 8,590 9,760: 1,205 35 Old : 9,795: 975 0 0 7,615 9,760 8,590 9,760: 1,205 35 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 810: 0 0 0 145 810 145 810: 665 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 0.0 0.0 77.7 99.6 87.7 99.6: 12.3 0.4 Old : 100.0: 10.0 0.0 0.0 77.7 99.6 87.7 99.6: 12.3 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 0 0 16 19 17 19: Old : 25: 1 0 0 16 19 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.3 65.1 66.6 86.0 41.1 56.3 58.3 76.2 Old : 41.3 65.1 66.6 86.0 41.1 56.3 58.3 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 2015 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 11,430: 430 125 300 8,540 10,905 9,270 11,330: 2,160 100 Old : 11,430: 430 125 300 8,540 10,905 9,270 11,330: 2,160 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2015 : : 720: 0 0 0 -345 735 -345 735: 1,065 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 1.1 2.6 74.7 95.4 81.1 99.1: 18.9 0.9 Old : 100.0: 3.8 1.1 2.6 74.7 95.4 81.1 99.1: 18.9 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 1 16 17 17 19: Old : 25: 1 1 1 16 17 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.4 63.8 62.4 86.0 35.5 55.4 54.3 70.9 Old : 36.4 63.8 62.4 86.0 35.5 55.4 54.3 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2015