CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 15,859 COMMITMENTS 7,189 4,950 805 7,824 10,070 15,818 15,825 41 34 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,075) 986 36 10 75 996 1,070 1,041 5 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.3 31.2 5.1 49.3 63.5 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 4 2 6 7 15 12 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 27,195 COMMITMENTS 3,941 7,469 1,094 22,160 18,632 27,195 27,195 -0 -0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -8) -708 0 8 692 -16 -8 -8 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 27.5 4.0 81.5 68.5 100.0 100.0 -0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 6 4 2 10 8 17 14 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 27,415 COMMITMENTS 1,873 1,894 1,158 24,295 24,033 27,326 27,085 89 330 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 6.9 4.2 88.6 87.7 99.7 98.8 0.3 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 2 5 11 9 18 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,363,278 COMMITMENTS 377,152 310,957 945,889 3008364 3089743 4331405 4346589 31,873 16,689 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -9,109) -32,878 -6,550 -36,822 61,544 34,400 -8,156 -8,972 -953 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 7.1 21.7 68.9 70.8 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 30 44 57 139 114 205 180 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,500,034 COMMITMENTS 115,386 42,370 1365018 1019530 1091871 2499935 2499260 100 774 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 76,644) -5,499 -371 65,088 17,027 11,927 76,616 76,644 27 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.7 54.6 40.8 43.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 26 20 40 58 52 101 95 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 247,244 COMMITMENTS 11,315 18,202 4,643 217,870 221,473 233,828 244,318 13,416 2,926 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 329) 280 6,260 -1,543 3,610 -131 2,347 4,586 -2,018 -4,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 7.4 1.9 88.1 89.6 94.6 98.8 5.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 7 5 35 35 42 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 102,550 COMMITMENTS 14,088 3,463 1,882 81,681 93,369 97,651 98,714 4,899 3,836 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,859) -2,324 2,535 -853 5,128 -67 1,951 1,615 -92 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 3.4 1.8 79.6 91.0 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 1 3 30 29 35 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,137 COMMITMENTS 3,946 13,212 3,840 210,092 197,461 217,878 214,513 6,259 9,624 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,298) -791 -661 496 -434 -2,680 -729 -2,845 -1,569 547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 5.9 1.7 93.7 88.1 97.2 95.7 2.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 4 4 25 28 29 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 676,804 COMMITMENTS 40,758 12,908 14,241 613,966 640,489 668,965 667,638 7,839 9,166 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 14,533) -191 748 597 14,896 14,159 15,302 15,504 -769 -971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.9 2.1 90.7 94.6 98.8 98.6 1.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 2 4 4 47 35 51 41 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 252,026 COMMITMENTS 884 16,013 1,077 244,409 223,407 246,370 240,497 5,656 11,529 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -22,310) 294 -652 156 -22,259 -23,419 -21,809 -23,915 -501 1,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 6.4 0.4 97.0 88.6 97.8 95.4 2.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 2 31 26 33 31 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 264,475 COMMITMENTS 242 4,925 5,462 250,813 249,868 256,517 260,255 7,958 4,220 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -7,197) 242 -1,165 194 -7,161 -6,279 -6,725 -7,250 -472 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.9 2.1 94.8 94.5 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 3 3 38 41 41 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,929 COMMITMENTS 3,116 0 2,564 110,565 108,959 116,245 111,523 4,684 9,406 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -7,556) -1,261 -392 291 -6,793 -7,452 -7,763 -7,553 207 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 2.1 91.4 90.1 96.1 92.2 3.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 20 22 22 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,274 COMMITMENTS 658 3,038 4,321 95,942 97,430 100,921 104,789 10,353 6,485 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,138) 478 -42 -564 -2,339 -504 -2,425 -1,110 -1,713 -3,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.7 3.9 86.2 87.6 90.7 94.2 9.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 4 3 25 21 28 26 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,979 COMMITMENTS 0 1,176 0 17,289 16,293 17,289 17,469 690 510 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -8,251) -372 -651 0 -7,011 -5,619 -7,383 -6,270 -868 -1,981 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 96.2 90.6 96.2 97.2 3.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 18 13 18 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,804 COMMITMENTS 784 1,491 1,798 78,036 79,039 80,618 82,328 9,186 7,476 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,695) 784 -579 -282 -2,425 649 -1,923 -212 228 -1,483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.7 2.0 86.9 88.0 89.8 91.7 10.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 15 17 17 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 204,437 COMMITMENTS 0 1,988 0 191,999 197,360 191,999 199,348 12,438 5,089 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -10,112) 0 -84 0 -10,164 -9,072 -10,164 -9,156 52 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 93.9 96.5 93.9 97.5 6.1 2.5 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,813 COMMITMENTS 0 0 0 74,754 80,463 74,754 80,463 9,059 3,350 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -5,109) 0 0 0 -4,134 -2,594 -4,134 -2,594 -975 -2,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.2 96.0 89.2 96.0 10.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 22 15 22 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 302,914 COMMITMENTS 0 310 0 297,068 292,879 297,068 293,189 5,846 9,725 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -7,989) -496 -224 -422 -5,604 -5,872 -6,522 -6,518 -1,467 -1,471 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.0 98.1 96.7 98.1 96.8 1.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 1 0 46 34 46 35 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,110 COMMITMENTS 2,103 3,750 2,001 70,345 62,747 74,449 68,498 4,661 10,612 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -5,151) 1,833 -1,457 -442 -5,459 1,011 -4,068 -888 -1,083 -4,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.7 2.5 88.9 79.3 94.1 86.6 5.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 19 20 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 71,100 COMMITMENTS 2,242 0 1,665 62,043 63,864 65,950 65,529 5,150 5,571 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,833) -359 0 -4 -3,435 -4,467 -3,798 -4,471 -1,035 -362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 2.3 87.3 89.8 92.8 92.2 7.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 15 17 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,084 COMMITMENTS 17,228 2,520 792 44,783 59,637 62,803 62,949 1,281 1,135 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -32,550) -6,587 -1,317 -283 -21,015 -30,781 -27,885 -32,381 -4,665 -169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 3.9 1.2 69.9 93.1 98.0 98.2 2.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 2 2 25 27 29 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 43,502 COMMITMENTS 0 6,356 0 43,120 36,168 43,120 42,524 382 978 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -25,407) -806 0 0 -24,611 -24,291 -25,417 -24,291 10 -1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.6 0.0 99.1 83.1 99.1 97.8 0.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 16 20 16 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 153,145 COMMITMENTS 0 3,759 1,185 142,550 138,040 143,735 142,984 9,410 10,161 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -8,213) -16 1,161 -267 -8,725 -8,470 -9,008 -7,576 795 -637 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.8 93.1 90.1 93.9 93.4 6.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 0 3 1 29 27 30 30 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 63,091 COMMITMENTS 1,321 0 2,487 51,113 54,300 54,921 56,787 8,170 6,304 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,383) -1,337 0 527 -2,049 -2,258 -2,859 -1,731 476 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 3.9 81.0 86.1 87.1 90.0 12.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 15 16 17 18 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,598 COMMITMENTS 0 1,912 3,085 107,349 103,033 110,434 108,030 5,164 7,568 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -3,154) 0 -3,188 1,055 -1,583 368 -528 -1,765 -2,626 -1,389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 2.7 92.9 89.1 95.5 93.5 4.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 23 27 25 29 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,888 COMMITMENTS 1,540 0 0 61,332 59,769 62,872 59,769 4,016 7,119 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -9,199) -217 0 -32 -6,692 -10,612 -6,941 -10,644 -2,258 1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 91.7 89.4 94.0 89.4 6.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 18 15 19 15 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,735 COMMITMENTS 0 15,700 0 89,727 79,004 89,727 94,704 9,008 4,031 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -3,995) -420 -358 0 -3,098 -3,308 -3,518 -3,666 -477 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 15.9 0.0 90.9 80.0 90.9 95.9 9.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 18 10 18 11 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,166 COMMITMENTS 803 8,498 637 98,226 94,983 99,666 104,118 7,500 3,048 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,813) 652 824 -310 -2,903 -4,868 -2,561 -4,354 -252 1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 7.9 0.6 91.7 88.6 93.0 97.2 7.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 20 14 21 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,986 COMMITMENTS 3,646 12,940 2,914 182,361 183,761 188,921 199,615 16,065 5,371 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -13,749) 1,314 -1,106 -103 -15,209 -11,602 -13,998 -12,811 249 -938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 6.3 1.4 89.0 89.6 92.2 97.4 7.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 4 2 32 29 34 34 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,888 COMMITMENTS 364 248 0 15,006 16,180 15,370 16,428 1,518 460 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,898) -778 248 -28 -3,832 -5,103 -4,638 -4,883 -260 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.5 0.0 88.9 95.8 91.0 97.3 9.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 11 11 12 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,074 COMMITMENTS 0 392 0 38,002 39,178 38,002 39,570 2,072 504 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,027) 0 0 0 560 -376 560 -376 -1,587 -651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.0 94.8 97.8 94.8 98.7 5.2 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 271,992 COMMITMENTS 0 14,850 3,328 255,020 249,288 258,348 267,466 13,644 4,526 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -19,634) 0 -2,106 624 -16,561 -18,166 -15,937 -19,648 -3,697 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 1.2 93.8 91.7 95.0 98.3 5.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 4 3 40 35 43 39 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 96,204 COMMITMENTS 0 0 0 93,019 92,725 93,019 92,725 3,185 3,479 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -210) 0 0 0 689 776 689 776 -899 -986 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 96.4 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 94,048 COMMITMENTS 0 0 0 86,497 89,159 86,497 89,159 7,551 4,889 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -3,385) 0 0 0 -3,902 -2,957 -3,902 -2,957 517 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.0 94.8 92.0 94.8 8.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 17 20 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 87,246 COMMITMENTS 0 0 0 82,452 83,216 82,452 83,216 4,794 4,030 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 778) 0 0 0 3,872 1,939 3,872 1,939 -3,094 -1,161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.5 95.4 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 21 15 21 15 WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DICode-0233D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 33,042 COMMITMENTS 0 392 0 32,678 31,740 32,678 32,132 364 910 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -6,448) 0 124 -124 -5,860 -6,231 -5,984 -6,231 -464 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.2 0.0 98.9 96.1 98.9 97.2 1.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 10 14 10 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 145,624 COMMITMENTS 18,517 7,741 10,915 115,347 126,783 144,779 145,438 845 186 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,659) -752 -663 -272 -591 -513 -1,615 -1,448 -44 -211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.3 7.5 79.2 87.1 99.4 99.9 0.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 11 8 16 51 50 68 68 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 40,343 COMMITMENTS 690 154 2,109 37,544 38,079 40,343 40,343 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 449) 330 -51 -123 242 623 449 449 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.4 5.2 93.1 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 20 21 24 25 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 364,450 COMMITMENTS 20,386 4,579 21,856 322,208 338,015 364,450 364,450 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -5,294) -642 -298 654 -5,306 -5,650 -5,294 -5,294 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.3 6.0 88.4 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 2 20 19 22 23 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,535,143 COMMITMENTS 18,580 25,950 45,322 1471241 1463871 1535143 1535143 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 8,261) 4,528 -809 -6,144 9,877 15,214 8,261 8,261 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 1.7 3.0 95.8 95.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 2 7 35 44 44 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,171 COMMITMENTS 4,288 1,063 5,830 44,041 47,242 54,159 54,135 12 36 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 555) -772 39 521 811 0 561 561 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 2.0 10.8 81.3 87.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 4 21 20 25 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 303,206 COMMITMENTS 8,008 11,471 24,065 271,133 267,670 303,206 303,206 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -8,564) 1,305 7,960 -11,568 1,699 -4,956 -8,564 -8,564 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 3.8 7.9 89.4 88.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 16 15 19 16 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 605,601 COMMITMENTS 13,091 19,136 15,805 576,705 570,660 605,601 605,601 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -46,076) -4,080 816 -816 -41,180 -46,076 -46,076 -46,076 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.2 2.6 95.2 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 26 25 29 27 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,243 COMMITMENTS 2,921 5,105 2,276 44,406 42,632 49,603 50,013 640 230 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,415) -694 -19 -159 -1,584 -2,216 -2,437 -2,394 22 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 10.2 4.5 88.4 84.9 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 4 26 27 31 32 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,487 COMMITMENTS 0 95 250 56,472 56,537 56,722 56,882 765 605 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,937) -130 95 -120 -4,837 -4,907 -5,087 -4,932 150 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.2 0.4 98.2 98.3 98.7 98.9 1.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 26 22 27 23 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,159 COMMITMENTS 305 0 290 71,444 71,564 72,039 71,854 120 305 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -6,518) -165 0 -100 -6,243 -6,713 -6,508 -6,813 -10 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.4 99.0 99.2 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 0 1 28 25 29 26 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,080 COMMITMENTS 50 80 0 15,975 16,000 16,025 16,080 55 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,635) -50 -200 0 -1,580 -1,435 -1,630 -1,635 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 0.0 99.3 99.5 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 19 16 20 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 269,560 COMMITMENTS 11,992 0 1,568 256,000 267,992 269,560 269,560 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -9,800) 4,296 0 -784 -13,312 -9,016 -9,800 -9,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.0 0.6 95.0 99.4 100.0 100.0 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,602 COMMITMENTS 3,104 562 110 5,113 7,628 8,327 8,300 275 302 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -181) 114 1 -22 -464 -97 -372 -118 191 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 6.5 1.3 59.4 88.7 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 15 16 18 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,450 COMMITMENTS 5,550 300 0 8,900 14,150 14,450 14,450 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 50) 750 -50 0 -700 100 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 2.1 0.0 61.6 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 10 12 11 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,860 COMMITMENTS 0 150 0 16,860 16,710 16,860 16,860 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,865) 0 -310 0 -1,865 -1,555 -1,865 -1,865 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 100.0 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 19 20 19 21 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,260 COMMITMENTS 0 670 355 13,645 13,235 14,000 14,260 260 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -765) 0 -165 -25 -725 -575 -750 -765 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 2.5 95.7 92.8 98.2 100.0 1.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 20 22 21 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,622 COMMITMENTS 1,551 104 303 15,173 15,872 17,027 16,279 595 1,343 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,023) -260 43 -84 -723 -984 -1,067 -1,025 44 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.6 1.7 86.1 90.1 96.6 92.4 3.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 25 23 27 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,530 COMMITMENTS 0 10,123 1,040 46,389 36,367 47,429 47,530 101 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 406) 0 -568 -40 462 1,014 422 406 -16 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.3 2.2 97.6 76.5 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,125 COMMITMENTS 41 10,158 1,429 52,393 42,501 53,863 54,088 262 37 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,932) -41 -1,304 7 -2,883 -1,622 -2,917 -2,919 -15 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 18.8 2.6 96.8 78.5 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 3 34 36 38 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 40,350 COMMITMENTS 600 0 0 39,535 40,315 40,135 40,315 215 35 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,125) -50 -80 0 -4,000 -4,055 -4,050 -4,135 -75 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 98.0 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 27 15 28 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 43,425 COMMITMENTS 0 0 0 43,205 43,365 43,205 43,365 220 60 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -5,205) 0 -80 0 -5,185 -5,185 -5,185 -5,265 -20 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.5 99.9 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 28 16 28 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 385,202 COMMITMENTS 78,064 0 21,956 285,182 363,246 385,202 385,202 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -23,050) -9,723 0 -408 -12,919 -22,642 -23,050 -23,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 0.0 5.7 74.0 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 1 29 32 33 33 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,563 COMMITMENTS 5,293 168 766 17,315 21,756 23,374 22,690 189 873 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,458) -141 0 -43 -1,361 -1,394 -1,545 -1,437 87 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 0.7 3.3 73.5 92.3 99.2 96.3 0.8 3.7 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 11,841 COMMITMENTS 441 438 1,078 10,298 10,325 11,817 11,841 24 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,538) -416 0 0 -1,122 -1,538 -1,538 -1,538 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 3.7 9.1 87.0 87.2 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 14 9 17 12 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 547,834 COMMITMENTS 0 5,893 15,554 532,280 526,387 547,834 547,834 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -29,193) 0 816 -1,224 -27,969 -28,785 -29,193 -29,193 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 2.8 97.2 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 22 22 23 23 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 47,911 COMMITMENTS 7,468 0 2,417 37,322 45,073 47,207 47,490 704 421 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,007) -63 0 -398 -1,633 -1,568 -2,094 -1,966 87 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.0 5.0 77.9 94.1 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 19 19 23 21 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,738 COMMITMENTS 4,729 0 402 10,926 15,311 16,057 15,713 681 1,025 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -524) -190 0 0 -231 -569 -421 -569 -103 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 0.0 2.4 65.3 91.5 95.9 93.9 4.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 2 18 20 23 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 229,704 COMMITMENTS 46,750 0 0 182,954 229,704 229,704 229,704 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -13,143) 1,224 0 -1,224 -13,143 -11,919 -13,143 -13,143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.0 0.0 79.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 0 16 18 19 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,658 COMMITMENTS 1,211 501 352 10,794 11,398 12,357 12,251 301 407 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -733) -317 -85 44 -463 -399 -736 -440 3 -293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 4.0 2.8 85.3 90.0 97.6 96.8 2.4 3.2 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 103,626 COMMITMENTS 10,777 0 391 92,458 103,235 103,626 103,626 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -12,396) -1,632 0 -408 -10,356 -11,988 -12,396 -12,396 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.0 0.4 89.2 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 18 18 21 19 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,116 COMMITMENTS 0 1,777 1,361 19,755 17,978 21,116 21,116 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 309) 0 26 0 333 283 333 309 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 6.4 93.6 85.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 1 17 15 18 16 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,680 COMMITMENTS 0 900 0 30,310 29,780 30,310 30,680 370 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 10,930) 0 0 0 10,955 10,930 10,955 10,930 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 98.8 97.1 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 13 22 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,685 COMMITMENTS 0 900 0 27,320 26,785 27,320 27,685 365 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 11,530) 0 0 0 11,550 11,530 11,550 11,530 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 98.7 96.7 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 11 21 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,555 COMMITMENTS 0 0 0 23,475 23,500 23,475 23,500 80 55 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -875) 0 -100 0 -875 -770 -875 -870 0 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.7 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 11 20 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,795 COMMITMENTS 0 0 0 15,555 15,795 15,555 15,795 240 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -650) 0 0 0 -650 -650 -650 -650 0 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: 22) 0 0 0 18 8 18 8 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,780 COMMITMENTS 25 50 0 15,815 16,620 15,840 16,670 940 110 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,240) -25 0 0 -1,135 -1,230 -1,160 -1,230 -80 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.0 94.2 99.0 94.4 99.3 5.6 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 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,645 COMMITMENTS 100 25 0 14,795 15,620 14,895 15,645 750 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,960) -100 -25 0 -1,870 -1,935 -1,970 -1,960 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.2 0.0 94.6 99.8 95.2 100.0 4.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 22 9 23 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,600 COMMITMENTS 125 0 0 15,720 16,600 15,845 16,600 755 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -2,160) -75 0 -25 -2,075 -2,135 -2,175 -2,160 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.0 0.0 94.7 100.0 95.5 100.0 4.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 24 9 26 9 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 111,886 COMMITMENTS 1,515 515 480 109,741 110,891 111,736 111,886 150 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 4,034) 0 -148 -227 4,271 4,409 4,044 4,034 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.5 0.4 98.1 99.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 2 3 35 32 38 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 142,021 COMMITMENTS 3,360 0 245 138,416 141,776 142,021 142,021 0 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 4,855) -609 -75 -100 5,634 5,030 4,925 4,855 -70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.2 97.5 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 0 2 39 39 44 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 155,051 COMMITMENTS 21,107 8,020 6,117 127,597 140,715 154,821 154,852 230 199 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -6,470) -3,705 -880 370 -3,062 -5,869 -6,397 -6,379 -73 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 5.2 3.9 82.3 90.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 9 6 10 42 38 55 50 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 97,648 COMMITMENTS 2,441 3,230 1,104 93,923 93,304 97,468 97,638 180 10 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,083) -226 390 -94 -763 -1,389 -1,083 -1,093 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 3.3 1.1 96.2 95.6 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 4 3 36 30 41 36 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,830 COMMITMENTS 200 890 25 26,120 25,785 26,345 26,700 485 130 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 9,370) -175 -50 0 9,570 9,420 9,395 9,370 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.3 0.1 97.4 96.1 98.2 99.5 1.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 24 12 25 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,130 COMMITMENTS 975 315 0 23,795 24,695 24,770 25,010 360 120 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 8,545) -300 0 0 8,860 8,545 8,560 8,545 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 1.3 0.0 94.7 98.3 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 19 12 20 13 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 18,160 COMMITMENTS 0 620 325 17,090 16,290 17,415 17,235 745 925 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -160) 0 -45 0 120 -80 120 -125 -280 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 1.8 94.1 89.7 95.9 94.9 4.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 17 22 18 23 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,528 COMMITMENTS 3,168 3,270 685 27,287 27,552 31,140 31,507 388 21 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,143) -130 0 0 -807 -1,098 -937 -1,098 -206 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 10.4 2.2 86.5 87.4 98.8 99.9 1.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 21 23 25 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,428 COMMITMENTS 4,875 0 0 14,763 20,156 19,638 20,156 790 272 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,058) -80 0 0 -903 -1,005 -983 -1,005 -75 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 0.0 0.0 72.3 98.7 96.1 98.7 3.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 18 20 20 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,287 COMMITMENTS 250 584 130 24,705 24,523 25,085 25,237 202 50 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -619) 244 -60 -260 -582 -244 -598 -564 -21 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.3 0.5 97.7 97.0 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 2 25 25 28 27 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,811 COMMITMENTS 622 765 128 21,924 21,918 22,674 22,811 137 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -182) -220 -115 -30 109 103 -141 -42 -41 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.4 0.6 96.1 96.1 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 2 1 24 22 25 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,105 COMMITMENTS 0 1,020 0 14,937 14,085 14,937 15,105 168 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -405) 0 -100 0 -390 -305 -390 -405 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.0 98.9 93.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 14 17 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,370 COMMITMENTS 0 110 0 10,065 10,205 10,065 10,315 305 55 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -30) 0 -100 0 -5 100 -5 0 -25 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 97.1 98.4 97.1 99.5 2.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 13 14 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,095 COMMITMENTS 25 3,230 415 24,520 21,360 24,960 25,005 135 90 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -960) -25 -175 -50 -900 -735 -975 -960 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 12.9 1.7 97.7 85.1 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 25 24 27 27 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 7,195 COMMITMENTS 375 0 0 6,695 7,185 7,070 7,185 125 10 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 250) 0 0 0 255 265 255 265 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.0 0.0 93.1 99.9 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 18 14 19 14 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,670 COMMITMENTS 1,275 225 380 8,645 10,065 10,300 10,670 370 0 CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -530) 55 -125 -80 -475 -325 -500 -530 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.1 3.6 81.0 94.3 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 18 14 19 16
Updated February 13, 2015