CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 14,784 COMMITMENTS 6,203 4,914 795 7,749 9,074 14,748 14,784 36 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -4,440) -4,497 -2,755 -15 101 -1,662 -4,411 -4,431 -29 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 33.2 5.4 52.4 61.4 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 7 6 1 7 7 15 13 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 27,203 COMMITMENTS 4,649 7,469 1,086 21,468 18,647 27,203 27,203 0 -0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,846) -506 950 -1,244 -2,096 -3,552 -3,846 -3,846 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 27.5 4.0 78.9 68.5 100.0 100.0 0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 2 9 8 16 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,372,387 COMMITMENTS 410,030 317,507 982,711 2946820 3055343 4339561 4355561 32,826 16,826 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -168,639) -27,316 -38,903 -3,478 -136,614 -125,164 -167,408 -167,545 -1,231 -1,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 7.3 22.5 67.4 69.9 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 38 38 58 139 112 207 179 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,423,391 COMMITMENTS 120,885 42,742 1299930 1002503 1079945 2423318 2422616 73 774 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 154,214) -5,341 -14,859 169,776 47,459 29,988 211,894 184,904 -57,681 -30,691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.8 53.6 41.4 44.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 21 24 38 57 50 98 92 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,915 COMMITMENTS 11,035 11,942 6,186 214,260 221,604 231,481 239,732 15,434 7,183 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 5,696) -903 -2,075 797 4,976 4,838 4,870 3,560 826 2,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.8 2.5 86.8 89.7 93.7 97.1 6.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 6 4 36 34 43 41 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 100,691 COMMITMENTS 16,412 928 2,735 76,553 93,436 95,700 97,099 4,991 3,592 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 7,183) 1,445 -675 1,064 4,330 6,408 6,839 6,797 344 386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.9 2.7 76.0 92.8 95.0 96.4 5.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 3 32 31 37 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 226,435 COMMITMENTS 4,737 13,873 3,344 210,526 200,141 218,607 217,358 7,828 9,077 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,066) -2,390 1,700 -1,152 7,161 2,062 3,619 2,610 -553 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 6.1 1.5 93.0 88.4 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 4 24 29 28 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,271 COMMITMENTS 40,949 12,160 13,644 599,070 626,330 653,663 652,134 8,608 10,137 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -31,520) 2,578 -2,556 -1,759 -31,585 -28,828 -30,766 -33,143 -754 1,623 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 1.8 2.1 90.5 94.6 98.7 98.5 1.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 1 4 3 46 34 49 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 274,336 COMMITMENTS 590 16,665 921 266,668 246,826 268,179 264,412 6,157 9,924 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 7,728) -748 3,739 -391 10,424 6,165 9,285 9,513 -1,557 -1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.1 0.3 97.2 90.0 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 4 2 35 32 37 37 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,672 COMMITMENTS 0 6,090 5,268 257,974 256,147 263,242 267,505 8,430 4,167 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,817) -1,147 1,422 -1,451 4,868 2,197 2,270 2,168 547 649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 1.9 95.0 94.3 96.9 98.5 3.1 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 0 4 3 38 44 41 48 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 128,485 COMMITMENTS 4,377 392 2,273 117,358 116,411 124,008 119,076 4,477 9,409 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,213) 479 84 -324 1,967 2,657 2,122 2,417 91 -204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.3 1.8 91.3 90.6 96.5 92.7 3.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 1 2 24 22 26 25 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,412 COMMITMENTS 180 3,080 4,885 98,281 97,934 103,346 105,899 12,066 9,513 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,607) -96 509 61 1,688 1,975 1,653 2,545 954 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.7 4.2 85.2 84.9 89.5 91.8 10.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 2 2 24 21 26 24 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,230 COMMITMENTS 372 1,827 0 24,300 21,912 24,672 23,739 1,558 2,491 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 537) -503 0 0 699 -979 196 -979 341 1,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 7.0 0.0 92.6 83.5 94.1 90.5 5.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 12 19 13 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,499 COMMITMENTS 0 2,070 2,080 80,461 78,390 82,541 82,540 8,958 8,959 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,777) 0 -635 639 5,612 1,982 6,251 1,986 -3,474 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 2.3 87.9 85.7 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 17 17 19 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 214,549 COMMITMENTS 0 2,072 0 202,163 206,432 202,163 208,504 12,386 6,045 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 4,435) 0 0 0 3,011 3,875 3,011 3,875 1,424 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 94.2 96.2 94.2 97.2 5.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 25 23 25 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,922 COMMITMENTS 0 0 0 78,888 83,057 78,888 83,057 10,034 5,865 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,769) 0 0 0 2,341 1,235 2,341 1,235 428 1,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.7 93.4 88.7 93.4 11.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 14 20 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 310,903 COMMITMENTS 496 534 422 302,672 298,751 303,590 299,707 7,313 11,196 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 887) 496 -304 360 -1,827 1,909 -971 1,965 1,858 -1,078 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.2 0.1 97.4 96.1 97.6 96.4 2.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 2 1 46 35 47 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,261 COMMITMENTS 270 5,207 2,443 75,804 61,736 78,517 69,386 5,744 14,875 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,237) -436 -837 206 1,205 -1,877 975 -2,508 262 3,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.2 2.9 90.0 73.3 93.2 82.3 6.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 18 19 21 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,933 COMMITMENTS 2,601 0 1,669 65,478 68,331 69,748 70,000 6,185 5,933 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 657) 490 0 0 43 548 533 548 124 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 2.2 86.2 90.0 91.9 92.2 8.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 16 17 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,614 COMMITMENTS 18,980 1,148 876 85,617 101,657 105,473 103,681 5,141 6,933 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 7,928) 1,848 0 336 5,043 6,132 7,227 6,468 701 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 1.0 0.8 77.4 91.9 95.4 93.7 4.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 4 1 2 22 28 26 31 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,634 COMMITMENTS 23,815 3,837 1,075 65,798 90,418 90,688 95,330 5,946 1,304 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 10,123) 1,234 1,120 535 4,200 8,676 5,969 10,331 4,154 -208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 4.0 1.1 68.1 93.6 93.8 98.7 6.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 9 4 4 33 39 43 46 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 68,909 COMMITMENTS 806 6,356 0 67,731 60,459 68,537 66,815 372 2,094 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,536) 0 -1,296 -416 1,704 2,774 1,288 1,062 248 474 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 9.2 0.0 98.3 87.7 99.5 97.0 0.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 0 22 21 23 22 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 161,358 COMMITMENTS 16 2,598 1,452 151,275 146,510 152,743 150,560 8,615 10,798 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -784) 16 466 250 -2,531 -4,632 -2,265 -3,916 1,481 3,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.9 93.8 90.8 94.7 93.3 5.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 2 29 26 31 29 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,474 COMMITMENTS 2,658 0 1,960 53,162 56,558 57,780 58,518 7,694 6,956 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,420) 1,374 -221 156 579 4,161 2,109 4,096 311 -1,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 3.0 81.2 86.4 88.2 89.4 11.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 2 16 17 18 19 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,752 COMMITMENTS 0 5,100 2,030 108,932 102,665 110,962 109,795 7,790 8,957 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,853) 0 -561 358 -2,427 684 -2,069 481 3,922 1,372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 1.7 91.7 86.5 93.4 92.5 6.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 24 26 26 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 76,087 COMMITMENTS 1,757 0 32 68,024 70,381 69,813 70,413 6,274 5,674 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,772) 335 0 -81 1,347 3,886 1,601 3,805 2,171 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 89.4 92.5 91.8 92.5 8.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 17 20 18 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,730 COMMITMENTS 420 16,058 0 92,825 82,312 93,245 98,370 9,485 4,360 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,512) 0 0 0 358 1,116 358 1,116 1,154 396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 15.6 0.0 90.4 80.1 90.8 95.8 9.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 11 19 12 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,341 COMMITMENTS 316 385 56 19,388 21,818 19,760 22,259 3,581 1,082 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -2,976 0 -2,976 0 2,976 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 1.6 0.2 83.1 93.5 84.7 95.4 15.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 9 15 10 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,979 COMMITMENTS 151 7,674 947 101,129 99,851 102,227 108,472 7,752 1,507 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,207) -581 -10 25 -2,816 -3,245 -3,372 -3,230 165 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 7.0 0.9 92.0 90.8 93.0 98.6 7.0 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 22 16 23 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 218,735 COMMITMENTS 2,332 14,046 3,017 197,570 195,363 202,919 212,426 15,816 6,309 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 6,840) 1,433 194 -429 3,773 5,251 4,777 5,016 2,063 1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 6.4 1.4 90.3 89.3 92.8 97.1 7.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 3 2 35 31 37 35 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,786 COMMITMENTS 1,142 0 28 18,838 21,283 20,008 21,311 1,778 475 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,658) 0 0 0 3,658 3,658 3,658 3,658 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 0.1 86.5 97.7 91.8 97.8 8.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 1 14 15 17 16 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,101 COMMITMENTS 0 392 0 37,442 39,554 37,442 39,946 3,659 1,155 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 6,392) 0 -56 0 5,344 6,476 5,344 6,420 1,048 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 91.1 96.2 91.1 97.2 8.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 15 16 15 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 291,626 COMMITMENTS 0 16,956 2,704 271,581 267,454 274,285 287,114 17,341 4,512 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 11,639) 0 -442 414 7,751 11,354 8,165 11,326 3,474 313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.8 0.9 93.1 91.7 94.1 98.5 5.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 0 3 3 38 37 41 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 96,414 COMMITMENTS 0 0 0 92,330 91,949 92,330 91,949 4,084 4,465 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 10,902) 0 0 0 10,755 10,731 10,755 10,731 147 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 95.4 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 0 0 24 21 24 21 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 97,433 COMMITMENTS 0 0 0 90,399 92,116 90,399 92,116 7,034 5,317 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,622) 0 0 0 -3,767 -3,617 -3,767 -3,617 2,145 1,995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.8 94.5 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 19 23 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,468 COMMITMENTS 0 0 0 78,580 81,277 78,580 81,277 7,888 5,191 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,622) 0 0 0 1,278 916 1,278 916 1,344 1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.9 94.0 90.9 94.0 9.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 19 13 19 13 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 39,490 COMMITMENTS 0 268 124 38,538 37,971 38,662 38,363 828 1,127 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 18,962) 0 84 0 18,516 18,636 18,516 18,720 446 242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.3 97.6 96.2 97.9 97.1 2.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 12 15 13 16 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 147,283 COMMITMENTS 19,269 8,404 11,187 115,938 127,295 146,394 146,886 890 397 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,657) 360 -1,222 -1,481 -385 1,029 -1,506 -1,675 -151 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 5.7 7.6 78.7 86.4 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 12 9 16 49 48 68 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 39,893 COMMITMENTS 360 205 2,232 37,301 37,456 39,893 39,893 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,360) -76 205 -54 -1,230 -1,512 -1,360 -1,360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.5 5.6 93.5 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 20 24 24 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 369,744 COMMITMENTS 21,028 4,877 21,202 327,514 343,665 369,744 369,744 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,201) 1,602 -2,075 -4,549 6,148 9,825 3,201 3,201 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.3 5.7 88.6 92.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 20 20 22 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,526,881 COMMITMENTS 14,052 26,759 51,466 1461363 1448656 1526881 1526881 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 13,644) -1,141 18,096 -9,864 24,649 5,412 13,644 13,644 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.8 3.4 95.7 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 6 4 7 36 44 45 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 53,616 COMMITMENTS 5,060 1,024 5,309 43,230 47,242 53,598 53,574 18 42 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 5,803) 1,198 90 984 3,624 4,732 5,806 5,806 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 1.9 9.9 80.6 88.1 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 20 24 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 311,770 COMMITMENTS 6,703 3,511 35,633 269,434 272,626 311,770 311,770 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 26,234) -232 -26,942 10,617 15,849 42,559 26,234 26,234 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.1 11.4 86.4 87.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 15 16 18 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 651,677 COMMITMENTS 17,171 18,320 16,621 617,885 616,736 651,677 651,677 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,930) 0 0 0 1,930 1,930 1,930 1,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.8 2.6 94.8 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 27 27 31 29 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 52,658 COMMITMENTS 3,615 5,124 2,435 45,990 44,848 52,040 52,407 618 251 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 218) -166 -18 98 308 138 240 218 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 9.7 4.6 87.3 85.2 98.8 99.5 1.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 25 27 30 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,424 COMMITMENTS 130 0 370 61,309 61,444 61,809 61,814 615 610 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.6 98.2 98.4 99.0 99.0 1.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 27 21 28 22 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 78,677 COMMITMENTS 470 0 390 77,687 78,277 78,547 78,667 130 10 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,814) 0 0 0 1,814 1,814 1,814 1,814 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.5 98.7 99.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 0 1 29 25 31 26 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,715 COMMITMENTS 100 280 0 17,555 17,435 17,655 17,715 60 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 260) 0 0 0 260 260 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.6 0.0 99.1 98.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 19 18 20 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 279,360 COMMITMENTS 7,696 0 2,352 269,312 277,008 279,360 279,360 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,072) 0 0 0 3,072 3,072 3,072 3,072 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.8 96.4 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 1 23 21 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,783 COMMITMENTS 2,990 561 132 5,577 7,725 8,699 8,418 84 365 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 196) 0 0 0 152 176 152 176 44 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 6.4 1.5 63.5 88.0 99.0 95.8 1.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 16 17 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,400 COMMITMENTS 4,800 350 0 9,600 14,050 14,400 14,400 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 100) 100 0 0 0 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 2.4 0.0 66.7 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 11 11 12 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,725 COMMITMENTS 0 460 0 18,725 18,265 18,725 18,725 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 20 20 20 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,025 COMMITMENTS 0 835 380 14,370 13,810 14,750 15,025 275 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 175) 0 0 0 160 175 160 175 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 2.5 95.6 91.9 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 21 22 22 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,645 COMMITMENTS 1,811 61 387 15,896 16,856 18,094 17,304 551 1,341 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 564) -44 61 22 586 542 564 625 0 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.3 2.1 85.3 90.4 97.0 92.8 3.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 3 25 24 28 27 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,124 COMMITMENTS 0 10,691 1,080 45,927 35,353 47,007 47,124 117 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 436) 0 28 -10 446 418 436 436 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.7 2.3 97.5 75.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 1 33 33 34 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,057 COMMITMENTS 82 11,462 1,422 55,276 44,123 56,780 57,007 277 50 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,357) 0 297 -105 1,462 1,165 1,357 1,357 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 20.1 2.5 96.9 77.3 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 7 2 34 36 37 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,475 COMMITMENTS 650 80 0 43,535 44,370 44,185 44,450 290 25 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 130) 50 0 0 80 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.2 0.0 97.9 99.8 99.3 99.9 0.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 26 15 27 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,630 COMMITMENTS 0 80 0 48,390 48,550 48,390 48,630 240 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.0 99.5 99.8 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 27 15 27 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 408,252 COMMITMENTS 87,787 0 22,364 298,101 385,888 408,252 408,252 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 19,952) 776 0 0 19,176 19,952 19,952 19,952 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 0.0 5.5 73.0 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 28 32 32 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,021 COMMITMENTS 5,434 168 809 18,676 23,150 24,919 24,127 102 894 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 562) 104 22 -40 498 539 562 521 0 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 0.7 3.2 74.6 92.5 99.6 96.4 0.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 1 4 22 30 29 34 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 13,379 COMMITMENTS 857 438 1,078 11,420 11,863 13,355 13,379 24 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 106) -26 -48 0 132 154 106 106 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.3 8.1 85.4 88.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 15 9 18 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 577,027 COMMITMENTS 0 5,077 16,778 560,249 555,172 577,027 577,027 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 15,870) 0 -430 0 15,870 16,300 15,870 15,870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 2.9 97.1 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 23 19 24 20 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 49,918 COMMITMENTS 7,531 0 2,815 38,955 46,641 49,301 49,456 617 462 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 409) -1,157 0 0 1,566 409 409 409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.0 5.6 78.0 93.4 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 19 17 23 19 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,262 COMMITMENTS 4,919 0 402 11,157 15,880 16,478 16,282 784 980 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 372) -24 0 0 375 331 351 331 21 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 0.0 2.3 64.6 92.0 95.5 94.3 4.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 2 16 20 21 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 242,847 COMMITMENTS 45,526 0 1,224 196,097 241,623 242,847 242,847 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 3,088) 0 0 0 3,088 3,088 3,088 3,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 0.0 0.5 80.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 17 18 20 19 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,391 COMMITMENTS 1,528 586 308 11,257 11,797 13,093 12,691 298 700 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 442) 44 0 -22 292 61 314 39 128 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 4.4 2.3 84.1 88.1 97.8 94.8 2.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 18 19 22 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 116,022 COMMITMENTS 12,409 0 799 102,814 115,223 116,022 116,022 0 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2) 0 0 0 2 2 2 2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 0.0 0.7 88.6 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 18 17 21 18 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,807 COMMITMENTS 0 1,751 1,361 19,422 17,695 20,783 20,807 24 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -525) 0 -155 51 -576 -421 -525 -525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 6.5 93.3 85.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 16 16 17 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,750 COMMITMENTS 0 900 0 19,355 18,850 19,355 19,750 395 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 98.0 95.4 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 20 12 20 13 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,155 COMMITMENTS 0 900 0 15,770 15,255 15,770 16,155 385 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.0 97.6 94.4 97.6 100.0 2.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 19 10 19 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,430 COMMITMENTS 0 100 0 24,350 24,270 24,350 24,370 80 60 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 130) 0 0 0 130 130 130 130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 0.0 99.7 99.3 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 11 20 12 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,445 COMMITMENTS 0 0 0 16,205 16,445 16,205 16,445 240 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 290) 0 0 0 50 290 50 290 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.5 100.0 98.5 100.0 1.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 8 19 8 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,020 COMMITMENTS 50 50 0 16,950 17,850 17,000 17,900 1,020 120 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 220) 0 0 0 220 220 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.0 94.1 99.1 94.3 99.3 5.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 9 15 10 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,605 COMMITMENTS 200 50 0 16,665 17,555 16,865 17,605 740 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.3 0.0 94.7 99.7 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 22 10 23 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,760 COMMITMENTS 200 0 25 17,795 18,735 18,020 18,760 740 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 450) 0 -25 25 435 450 460 450 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.1 94.9 99.9 96.1 100.0 3.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 24 10 26 11 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 107,852 COMMITMENTS 1,515 663 707 105,470 106,482 107,692 107,852 160 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 100) -50 0 50 100 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.6 0.7 97.8 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 35 31 38 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 137,166 COMMITMENTS 3,969 75 345 132,782 136,746 137,096 137,166 70 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 635) 45 0 25 565 610 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 0.1 0.3 96.8 99.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 2 2 38 37 43 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 161,521 COMMITMENTS 24,812 8,900 5,747 130,659 146,584 161,218 161,231 303 290 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,780) 265 390 -113 2,575 2,393 2,727 2,670 53 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 5.5 3.6 80.9 90.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 8 6 8 41 39 52 50 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 98,731 COMMITMENTS 2,667 2,840 1,198 94,686 94,693 98,551 98,731 180 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,038) -35 600 -255 2,328 1,693 2,038 2,038 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.9 1.2 95.9 95.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 4 3 38 32 43 38 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,460 COMMITMENTS 375 940 25 16,550 16,365 16,950 17,330 510 130 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 370) 0 0 0 370 370 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 5.4 0.1 94.8 93.7 97.1 99.3 2.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 23 13 24 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,585 COMMITMENTS 1,275 315 0 14,935 16,150 16,210 16,465 375 120 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 255) 0 0 0 255 255 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.9 0.0 90.1 97.4 97.7 99.3 2.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 12 19 13 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 18,320 COMMITMENTS 0 665 325 16,970 16,370 17,295 17,360 1,025 960 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 215) 0 250 0 215 -35 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 1.8 92.6 89.4 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 32,671 COMMITMENTS 3,298 3,270 685 28,094 28,650 32,077 32,605 594 66 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 485) 100 0 2 318 438 420 440 65 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 10.0 2.1 86.0 87.7 98.2 99.8 1.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 20 23 24 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,486 COMMITMENTS 4,955 0 0 15,666 21,161 20,621 21,161 865 325 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 609) 0 0 0 529 564 529 564 80 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.0 0.0 72.9 98.5 96.0 98.5 4.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 18 21 20 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,906 COMMITMENTS 6 644 390 25,287 24,767 25,683 25,801 223 105 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,121) -250 0 250 1,121 835 1,121 1,085 0 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 1.5 97.6 95.6 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 3 27 24 30 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,993 COMMITMENTS 842 880 158 21,815 21,815 22,815 22,853 178 140 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 497) 0 0 0 472 357 472 357 25 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.8 0.7 94.9 94.9 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 24 24 25 27 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,510 COMMITMENTS 0 1,120 0 15,327 14,390 15,327 15,510 183 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 0.0 98.8 92.8 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 14 16 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,400 COMMITMENTS 0 210 0 10,070 10,105 10,070 10,315 330 85 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 445) 0 0 0 445 420 445 420 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 96.8 97.2 96.8 99.2 3.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 13 15 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,055 COMMITMENTS 50 3,405 465 25,420 22,095 25,935 25,965 120 90 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 2,860) 0 -50 0 2,860 2,910 2,860 2,860 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 13.1 1.8 97.6 84.8 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 26 25 28 28 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 6,945 COMMITMENTS 375 0 0 6,440 6,920 6,815 6,920 130 25 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 605) 300 0 0 305 580 605 580 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 0.0 92.7 99.6 98.1 99.6 1.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 13 19 13 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 11,200 COMMITMENTS 1,220 350 460 9,120 10,390 10,800 11,200 400 0 CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,355) 300 0 0 1,205 1,455 1,505 1,455 -150 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 3.1 4.1 81.4 92.8 96.4 100.0 3.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 13 19 15
Updated February 6, 2015