CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 15,163 COMMITMENTS 5,703 4,377 788 8,619 9,998 15,111 15,163 52 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 649) 75 124 150 423 375 648 649 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.6 28.9 5.2 56.8 65.9 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 12 5 4 5 9 19 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,689 COMMITMENTS 4,796 5,889 1,089 18,804 17,711 24,689 24,689 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -15) 3 0 -3 -15 -12 -15 -15 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 23.9 4.4 76.2 71.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 8 3 2 7 8 16 13 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 25,865 COMMITMENTS 4,218 1,418 1,200 20,447 23,247 25,865 25,865 0 -0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 589) 330 -104 139 121 555 589 589 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 5.5 4.6 79.1 89.9 100.0 100.0 0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 8 3 6 12 9 23 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,001,430 COMMITMENTS 277,629 359,137 832,952 2854422 2789967 3965003 3982056 36,427 19,374 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 36,167) -55,107 4,635 67,620 24,544 -37,134 37,057 35,121 -890 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 9.0 20.8 71.3 69.7 99.1 99.5 0.9 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 27 42 52 131 109 188 175 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,217,823 COMMITMENTS 218,465 113,258 986,097 1012754 1116653 2217316 2216008 507 1,815 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 168,175) 17,553 7,125 117,352 33,202 43,187 168,106 167,664 69 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.1 44.5 45.7 50.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 20 20 36 54 54 91 93 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,829 COMMITMENTS 4,829 11,107 5,380 221,672 221,450 231,881 237,937 13,948 7,892 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 3,172) -271 1,278 213 4,041 892 3,983 2,383 -811 789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.5 2.2 90.2 90.1 94.3 96.8 5.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 8 5 37 33 43 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 116,081 COMMITMENTS 16,255 3,343 1,678 92,431 108,149 110,364 113,170 5,717 2,911 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,438) 85 -491 16 2,479 3,886 2,580 3,411 -142 -973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.9 1.4 79.6 93.2 95.1 97.5 4.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 2 29 30 36 32 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,486 COMMITMENTS 2,265 5,883 5,507 217,825 215,041 225,597 226,431 7,889 7,055 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 151) 2,240 -918 -1,458 -747 3,149 35 773 116 -622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.5 2.4 93.3 92.1 96.6 97.0 3.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 4 24 31 28 37 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 714,450 COMMITMENTS 70,439 8,850 9,125 626,073 685,606 705,637 703,581 8,813 10,869 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 10,911) 2,517 -2,382 510 7,639 12,753 10,666 10,881 245 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.2 1.3 87.6 96.0 98.8 98.5 1.2 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 3 2 4 45 34 49 39 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 281,887 COMMITMENTS 2,647 15,804 1,851 271,703 253,471 276,201 271,126 5,686 10,761 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 4,499) -513 -1,621 -23 5,238 5,349 4,702 3,705 -203 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 5.6 0.7 96.4 89.9 98.0 96.2 2.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 4 3 30 32 33 38 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 256,741 COMMITMENTS 2,157 5,393 3,902 241,053 243,003 247,112 252,298 9,629 4,443 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,038) 1,711 1,942 -2,309 1,925 2,385 1,327 2,018 711 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.1 1.5 93.9 94.6 96.2 98.3 3.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 3 3 38 40 41 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 108,994 COMMITMENTS 3,957 0 3,330 96,745 96,565 104,032 99,895 4,962 9,099 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,291) 586 0 368 308 923 1,262 1,291 29 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 3.1 88.8 88.6 95.4 91.7 4.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 2 21 18 24 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,053 COMMITMENTS 555 1,864 5,541 97,706 97,532 103,802 104,937 9,251 8,116 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 3,543) -296 -4 724 4,642 2,208 5,070 2,928 -1,527 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.6 4.9 86.4 86.3 91.8 92.8 8.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 3 4 26 24 30 29 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 88,863 COMMITMENTS 0 554 2,382 76,742 76,857 79,124 79,793 9,739 9,070 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 907) -112 -432 431 613 -863 932 -864 -25 1,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 2.7 86.4 86.5 89.0 89.8 11.0 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 2 15 20 17 22 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,640 COMMITMENTS 0 0 0 185,300 185,370 185,300 185,370 7,340 7,270 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 911) 0 0 0 359 238 359 238 552 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.2 96.2 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 24 23 24 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 87,821 COMMITMENTS 0 0 0 75,557 81,730 75,557 81,730 12,264 6,091 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 3,552) 0 0 0 4,044 3,796 4,044 3,796 -492 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.0 93.1 86.0 93.1 14.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 14 17 14 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 332,992 COMMITMENTS 0 36 305 321,843 324,568 322,148 324,909 10,844 8,083 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 6,508) 0 36 305 6,787 7,625 7,092 7,966 -584 -1,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.1 96.7 97.5 96.7 97.6 3.3 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 0 1 1 45 39 46 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,801 COMMITMENTS 2,105 2,379 2,883 66,657 57,645 71,645 62,907 4,156 12,894 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,530) 869 -248 78 2,872 4,471 3,819 4,301 -2,289 -2,771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.1 3.8 87.9 76.0 94.5 83.0 5.5 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 19 16 21 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,528 COMMITMENTS 1,247 2,925 1,404 65,855 64,043 68,506 68,372 6,022 6,156 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 7,152) -244 12 121 9,483 6,255 9,360 6,388 -2,208 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 3.9 1.9 88.4 85.9 91.9 91.7 8.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 18 14 20 16 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,086 COMMITMENTS 4,744 1,950 0 58,412 59,960 63,156 61,910 930 2,176 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,172) 0 0 0 1,172 1,172 1,172 1,172 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 3.0 0.0 91.1 93.6 98.5 96.6 1.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 0 22 27 27 29 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 57,721 COMMITMENTS 0 7,736 0 57,631 48,720 57,631 56,456 90 1,265 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,336) 0 -240 0 2,336 2,576 2,336 2,336 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.4 0.0 99.8 84.4 99.8 97.8 0.2 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 0 13 21 13 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,500 COMMITMENTS 0 14,520 1,259 146,302 131,999 147,561 147,778 9,939 9,722 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,548) 0 483 310 3,764 900 4,074 1,693 -1,526 855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.8 92.9 83.8 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 25 27 27 29 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,142 COMMITMENTS 2,852 3,362 1,242 45,889 50,868 49,983 55,472 11,159 5,670 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,272) 1,098 -1,252 -8 -1,142 572 -52 -688 -1,220 -584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 5.5 2.0 75.1 83.2 81.7 90.7 18.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 12 14 15 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,628 COMMITMENTS 0 2,011 3,485 100,678 99,803 104,163 105,299 7,465 6,329 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,361) 0 -672 1,091 -2,421 -1,228 -1,330 -809 -31 -552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 3.1 90.2 89.4 93.3 94.3 6.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 23 23 25 25 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 98,191 COMMITMENTS 1,128 15,922 581 88,222 78,970 89,931 95,473 8,260 2,718 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -415) 0 0 0 -924 -588 -924 -588 509 173 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 16.2 0.6 89.8 80.4 91.6 97.2 8.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 18 13 19 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,429 COMMITMENTS 1,102 10,679 251 96,139 90,020 97,492 100,950 5,937 2,479 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 5,496) 429 1,333 -387 5,454 3,573 5,496 4,519 0 977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 10.3 0.2 93.0 87.0 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 18 15 19 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,190 COMMITMENTS 3,499 18,973 1,921 176,681 170,408 182,101 191,302 15,089 5,888 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 3,624) -736 2,007 -133 5,519 3,345 4,650 5,219 -1,026 -1,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 9.6 1.0 89.6 86.4 92.3 97.0 7.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 5 2 32 32 34 38 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 19,847 COMMITMENTS 0 900 0 18,087 16,356 18,087 17,256 1,760 2,591 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,798) 0 0 0 1,674 1,798 1,674 1,798 124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.0 91.1 82.4 91.1 86.9 8.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 11 12 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 40,484 COMMITMENTS 0 0 0 38,142 39,086 38,142 39,086 2,342 1,398 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 62) 0 0 0 430 -736 430 -736 -368 798 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 96.5 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 12 14 12 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 267,158 COMMITMENTS 2,038 10,402 2,391 253,840 250,385 258,269 263,178 8,889 3,980 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 7,714) 862 -153 -154 6,746 7,152 7,454 6,845 260 869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 3.9 0.9 95.0 93.7 96.7 98.5 3.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 1 2 42 38 45 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 116,397 COMMITMENTS 0 0 0 113,028 111,570 113,028 111,570 3,369 4,827 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,098) 0 0 0 176 552 176 552 922 546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.1 95.9 97.1 95.9 2.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 0 0 26 22 26 22 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 91,252 COMMITMENTS 2,576 0 0 78,392 84,330 80,968 84,330 10,284 6,922 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 305) 0 0 0 -216 -607 -216 -607 521 912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 85.9 92.4 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 19 20 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 86,003 COMMITMENTS 0 0 0 76,384 79,114 76,384 79,114 9,619 6,889 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 645) 0 0 0 596 2,786 596 2,786 49 -2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.8 92.0 88.8 92.0 11.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 17 18 17 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 149,295 COMMITMENTS 15,494 10,284 14,792 118,444 123,682 148,730 148,759 564 536 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 13,598) -341 734 3,951 10,002 8,528 13,612 13,214 -15 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 6.9 9.9 79.3 82.8 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 9 17 52 54 72 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,178 COMMITMENTS 270 257 2,006 39,902 39,915 42,178 42,178 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,164) 15 78 9 2,140 2,077 2,164 2,164 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.6 4.8 94.6 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 26 24 29 29 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 401,668 COMMITMENTS 30,446 6,384 19,112 352,110 376,172 401,668 401,668 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 24,620) -992 -288 1,928 23,684 22,980 24,620 24,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.6 4.8 87.7 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 3 3 23 22 27 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,536,392 COMMITMENTS 29,766 24,388 39,763 1466863 1472241 1536392 1536392 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 25,891) -776 -2,352 784 25,883 27,459 25,891 25,891 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.6 2.6 95.5 95.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 6 4 7 37 43 46 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 59,323 COMMITMENTS 546 699 6,867 51,726 51,594 59,139 59,161 184 162 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,234) 114 -283 -216 2,152 2,571 2,050 2,072 184 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 1.2 11.6 87.2 87.0 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 4 4 27 23 32 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 360,786 COMMITMENTS 6,264 4,154 31,369 323,152 325,262 360,785 360,785 1 1 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 22,293) 992 344 -648 21,949 22,597 22,293 22,293 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.2 8.7 89.6 90.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 17 14 20 17 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 556,297 COMMITMENTS 12,039 15,849 13,289 530,969 527,159 556,297 556,297 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -4,661) 0 0 0 -4,661 -4,661 -4,661 -4,661 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.8 2.4 95.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 23 27 25 31 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,149 COMMITMENTS 2,695 2,772 2,766 40,941 41,461 46,402 46,999 747 150 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 499) 0 127 0 418 416 418 543 81 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 5.9 5.9 86.8 87.9 98.4 99.7 1.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 2 26 29 29 34 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,315 COMMITMENTS 0 345 50 56,491 56,920 56,541 57,315 774 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.1 98.6 99.3 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 2 1 32 26 33 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 70,814 COMMITMENTS 50 100 230 70,188 70,481 70,468 70,811 346 3 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 850) 0 0 0 745 850 745 850 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.1 0.3 99.1 99.5 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 1 35 25 36 27 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,620 COMMITMENTS 1,190 175 10 16,175 17,345 17,375 17,530 245 90 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,140) 0 50 0 -1,315 -1,280 -1,315 -1,230 175 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.0 0.1 91.8 98.4 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 22 15 23 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 280,448 COMMITMENTS 0 5,392 6,688 273,760 268,368 280,448 280,448 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 8,512) 0 1,560 -392 8,904 7,344 8,512 8,512 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 2.4 97.6 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 1 24 20 25 22 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,048 COMMITMENTS 2,710 234 198 5,056 7,423 7,964 7,855 84 193 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,114) -140 -44 0 -954 -940 -1,094 -984 -20 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 2.9 2.5 62.8 92.2 99.0 97.6 1.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 2 17 18 23 20 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,810 COMMITMENTS 1,060 525 140 20,550 21,145 21,750 21,810 60 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -870) 100 0 -100 -910 -770 -910 -870 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 2.4 0.6 94.2 97.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 24 22 25 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,010 COMMITMENTS 0 725 230 13,375 12,900 13,605 13,855 405 155 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -555) 0 -115 0 -730 -595 -730 -710 175 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 1.6 95.5 92.1 97.1 98.9 2.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 23 22 24 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,857 COMMITMENTS 636 18 307 16,213 15,997 17,156 16,322 701 1,535 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 299) 0 -20 -22 303 196 281 154 18 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.1 1.7 90.8 89.6 96.1 91.4 3.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 2 25 23 27 25 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,080 COMMITMENTS 0 11,623 1,065 52,517 41,197 53,582 53,885 498 195 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,096) 0 269 -80 1,174 907 1,094 1,096 2 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.5 2.0 97.1 76.2 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 4 2 33 33 35 37 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,737 COMMITMENTS 0 10,738 1,428 57,104 46,531 58,532 58,697 205 40 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,071) 0 144 -4 1,075 931 1,071 1,071 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.3 2.4 97.2 79.2 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 0 7 3 37 37 40 44 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,780 COMMITMENTS 1,595 0 0 45,085 46,705 46,680 46,705 100 75 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 835) 345 0 0 505 835 850 835 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 96.4 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 0 0 30 15 32 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 47,935 COMMITMENTS 1,290 0 0 46,475 47,845 47,765 47,845 170 90 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 520) 390 0 0 70 520 460 520 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 97.0 99.8 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 31 16 32 16 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 380,480 COMMITMENTS 62,969 3,201 21,528 295,983 355,751 380,480 380,480 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 5,234) 0 424 0 5,234 4,810 5,234 5,234 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.8 5.7 77.8 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 1 3 33 31 37 34 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,266 COMMITMENTS 4,901 507 774 17,398 21,644 23,073 22,925 193 341 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 408) 63 150 44 496 491 603 685 -195 -277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 2.2 3.3 74.8 93.0 99.2 98.5 0.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 28 35 35 41 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,755 COMMITMENTS 514 1,641 771 14,470 13,343 15,755 15,755 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,390) -153 384 1 1,542 1,005 1,390 1,390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 10.4 4.9 91.8 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 18 12 23 15 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 512,000 COMMITMENTS 0 12,476 14,038 497,962 485,486 512,000 512,000 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 759) 0 0 0 759 759 759 759 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.4 2.7 97.3 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 21 22 23 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 43,951 COMMITMENTS 6,050 216 2,960 34,490 40,390 43,500 43,566 451 385 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 233) -44 0 44 338 189 338 233 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 0.5 6.7 78.5 91.9 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 3 19 21 24 24 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,298 COMMITMENTS 3,446 0 747 12,613 15,334 16,806 16,081 492 1,217 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 595) 171 0 -64 488 723 595 659 0 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 0.0 4.3 72.9 88.6 97.2 93.0 2.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 4 17 23 22 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 208,384 COMMITMENTS 47,435 0 0 160,949 208,384 208,384 208,384 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,560) 0 0 0 -1,560 -1,560 -1,560 -1,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 0.0 0.0 77.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 0 17 18 20 18 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,281 COMMITMENTS 1,293 0 154 11,337 11,996 12,784 12,150 497 1,131 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 194) 0 0 0 194 214 194 214 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 0.0 1.2 85.4 90.3 96.3 91.5 3.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 18 18 20 19 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 111,453 COMMITMENTS 10,057 0 0 101,396 111,453 111,453 111,453 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,728) 0 0 0 2,728 2,728 2,728 2,728 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.0 0.0 91.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 17 20 19 20 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,186 COMMITMENTS 714 0 1,157 21,315 22,029 23,186 23,186 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 307) 0 0 0 307 307 307 307 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 5.0 91.9 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 16 14 17 15 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 78,140 COMMITMENTS 4,132 9,542 11,735 60,813 56,114 76,680 77,391 1,459 749 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 60,271) 3,296 7,882 9,274 46,483 42,481 59,053 59,637 1,218 634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 12.2 15.0 77.8 71.8 98.1 99.0 1.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 13 18 15 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,360 COMMITMENTS 0 850 50 28,805 28,340 28,855 29,240 505 120 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.2 98.1 96.5 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 20 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,925 COMMITMENTS 0 900 0 25,480 24,665 25,480 25,565 445 360 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 98.3 95.1 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 11 18 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,731 COMMITMENTS 100 0 0 25,436 25,686 25,536 25,686 195 45 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 50) 100 0 0 -50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 98.9 99.8 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 11 23 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,009 COMMITMENTS 0 0 0 18,814 19,009 18,814 19,009 195 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 210) 0 0 0 210 210 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.0 100.0 99.0 100.0 1.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 9 19 9 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,437 COMMITMENTS 0 0 0 13,825 14,437 13,825 14,437 612 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 2,135) 0 0 0 2,125 2,135 2,125 2,135 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 100.0 95.8 100.0 4.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 19 8 19 8 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 109,323 COMMITMENTS 1,765 95 150 107,278 109,078 109,193 109,323 130 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,235) 100 0 0 1,135 1,235 1,235 1,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.1 0.1 98.1 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 1 2 36 38 39 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 131,539 COMMITMENTS 2,115 150 670 128,754 130,719 131,539 131,539 0 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -245) 0 100 200 -445 -445 -245 -145 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.1 0.5 97.9 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 2 3 40 40 44 44 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 150,428 COMMITMENTS 17,731 5,915 6,412 126,081 137,961 150,224 150,288 204 140 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,113) -30 54 104 1,064 955 1,138 1,113 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 3.9 4.3 83.8 91.7 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 8 7 8 46 41 57 53 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,994 COMMITMENTS 2,635 1,915 3,300 93,880 94,764 99,815 99,979 179 15 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 205) 505 0 295 -595 -90 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.9 3.3 93.9 94.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 5 3 5 40 31 48 36 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,750 COMMITMENTS 50 715 0 24,355 23,915 24,405 24,630 345 120 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 245) 0 0 0 335 245 335 245 -90 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.9 0.0 98.4 96.6 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 26 13 27 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,135 COMMITMENTS 25 315 0 21,750 21,685 21,775 22,000 360 135 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 90) 0 0 0 90 90 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.4 0.0 98.3 98.0 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 10 22 11 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 21,560 COMMITMENTS 0 930 295 21,160 19,600 21,455 20,825 105 735 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 350) 0 0 0 480 350 480 350 -130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 1.4 98.1 90.9 99.5 96.6 0.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 1 25 22 26 24 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,150 COMMITMENTS 2,368 2,670 803 29,504 29,677 32,675 33,150 475 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 8.1 2.4 89.0 89.5 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 3 24 24 28 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,924 COMMITMENTS 3,720 0 0 16,294 20,615 20,014 20,615 910 309 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 870) 0 0 0 870 870 870 870 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 0.0 0.0 77.9 98.5 95.7 98.5 4.3 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 18 19 20 19 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,620 COMMITMENTS 270 260 230 23,531 24,100 24,031 24,590 589 30 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -1,112) -212 0 0 -900 -1,112 -1,112 -1,112 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.1 0.9 95.6 97.9 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 1 2 24 23 27 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,546 COMMITMENTS 710 635 0 21,696 21,811 22,406 22,446 140 100 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -165) 0 -50 0 -165 -115 -165 -165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.8 0.0 96.2 96.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 0 24 23 25 24 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,623 COMMITMENTS 0 990 0 15,265 14,633 15,265 15,623 358 0 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 340) 0 0 0 340 340 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 97.7 93.7 97.7 100.0 2.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 15 18 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,040 COMMITMENTS 25 2,570 290 26,580 23,955 26,895 26,815 145 225 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 315) 0 0 0 285 300 285 300 30 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 9.5 1.1 98.3 88.6 99.5 99.2 0.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 1 24 21 26 24 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,691 COMMITMENTS 975 0 0 7,600 9,596 8,575 9,596 1,116 95 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 111) 0 0 0 410 76 410 76 -299 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 0.0 0.0 78.4 99.0 88.5 99.0 11.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 20 18 20 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 10,905 COMMITMENTS 1,936 100 265 8,079 10,280 10,280 10,645 625 260 CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -165) 1,456 0 40 44 -205 1,540 -165 -1,705 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 0.9 2.4 74.1 94.3 94.3 97.6 5.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 16 18 19
Updated April 17, 2015