CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 14,059 COMMITMENTS 4,393 4,148 682 8,902 9,229 13,977 14,059 82 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -1,755) -1,745 -773 -27 -11 -955 -1,783 -1,755 28 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 29.5 4.9 63.3 65.6 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 10 3 4 6 9 17 15 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,723 COMMITMENTS 4,779 5,889 1,106 18,838 17,728 24,723 24,723 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -2) 2 0 -3 -2 1 -2 -2 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 23.8 4.5 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 28,365 COMMITMENTS 4,833 1,543 1,102 22,430 25,719 28,365 28,365 -0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,073) 1,102 332 -740 1,711 2,481 2,073 2,073 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 5.4 3.9 79.1 90.7 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 8 3 4 11 10 21 15 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,068,593 COMMITMENTS 286,270 360,469 801,957 2922899 2863224 4011126 4025650 57,467 42,943 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 61,394) 15,933 10,531 -15,153 38,234 40,031 39,014 35,409 22,380 25,985 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 8.9 19.7 71.8 70.4 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 31 43 57 137 111 202 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,164,316 COMMITMENTS 218,308 101,776 942,335 1002530 1119419 2163173 2163530 1,142 786 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -297,062) -23,397 -38,908 -149,202 -125,071 -107,933 -297,670 -296,043 609 -1,018 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.7 43.5 46.3 51.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 24 15 36 46 49 83 87 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 248,351 COMMITMENTS 6,683 13,658 5,475 222,005 221,283 234,163 240,416 14,188 7,935 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,110) 469 519 732 2,063 1,105 3,264 2,356 -154 754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.5 2.2 89.4 89.1 94.3 96.8 5.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 7 7 35 32 43 42 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 121,387 COMMITMENTS 15,487 3,000 1,812 98,231 112,935 115,530 117,747 5,857 3,640 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,939) -359 -127 -112 2,061 2,119 1,590 1,880 349 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 2.5 1.5 80.9 93.0 95.2 97.0 4.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 1 4 31 30 38 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 246,514 COMMITMENTS 1,442 5,967 4,713 231,212 227,554 237,367 238,234 9,147 8,280 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,652) -1,322 1,097 -584 4,514 1,086 2,608 1,599 1,044 2,053 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.4 1.9 93.8 92.3 96.3 96.6 3.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 4 4 26 32 30 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 727,988 COMMITMENTS 67,559 2,500 12,587 642,004 703,296 722,150 718,383 5,838 9,605 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 8,315) -2,450 -5,316 2,634 9,875 11,470 10,059 8,788 -1,744 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.3 1.7 88.2 96.6 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 5 48 38 53 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 305,181 COMMITMENTS 3,654 20,030 1,693 292,287 274,209 297,634 295,932 7,547 9,249 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 10,035) -109 -283 101 7,049 10,259 7,041 10,077 2,994 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 6.6 0.6 95.8 89.9 97.5 97.0 2.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 5 3 32 33 35 40 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 262,831 COMMITMENTS 2,038 5,006 5,426 247,933 245,611 255,397 256,043 7,434 6,788 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,416) 1,584 -2,340 -493 870 5,005 1,961 2,172 455 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.9 2.1 94.3 93.4 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 3 3 38 40 42 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,676 COMMITMENTS 1,236 1,686 6,262 106,383 104,361 113,881 112,309 5,795 7,367 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 5,170) -3,974 1,686 2,760 6,311 1,680 5,097 6,126 73 -956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.4 5.2 88.9 87.2 95.2 93.8 4.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 2 21 20 24 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,218 COMMITMENTS 1,476 2,245 5,325 99,734 100,043 106,535 107,613 7,683 6,605 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,540) 589 341 -124 1,081 1,634 1,546 1,851 -6 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 4.7 87.3 87.6 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 4 5 29 26 34 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,875 COMMITMENTS 0 3,867 2,031 79,901 75,749 81,932 81,647 8,943 9,228 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,122) 0 2,160 -287 3,143 104 2,856 1,977 -734 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 2.2 87.9 83.4 90.2 89.8 9.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 16 19 18 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 193,738 COMMITMENTS 0 0 0 186,981 186,200 186,981 186,200 6,757 7,538 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,315) 0 0 0 2,053 1,045 2,053 1,045 -738 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.5 96.1 96.5 96.1 3.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 27 24 27 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 89,815 COMMITMENTS 0 0 0 77,123 83,693 77,123 83,693 12,692 6,122 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,874) 0 0 0 1,874 1,874 1,874 1,874 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.9 93.2 85.9 93.2 14.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 14 16 14 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,263 COMMITMENTS 0 0 0 22,999 23,889 22,999 23,889 2,264 1,374 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.0 94.6 91.0 94.6 9.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 11 12 11 12 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 343,764 COMMITMENTS 736 0 0 333,346 336,015 334,082 336,015 9,682 7,749 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 6,761) 0 0 0 7,829 7,859 7,829 7,859 -1,068 -1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 97.0 97.7 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 1 0 0 47 41 48 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,591 COMMITMENTS 1,466 2,868 3,123 70,846 61,070 75,435 67,061 4,156 12,530 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 727) 124 579 -139 954 1,174 939 1,614 -212 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.6 3.9 89.0 76.7 94.8 84.3 5.2 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 20 18 22 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,692 COMMITMENTS 77 2,251 2,308 74,175 69,724 76,560 74,283 3,132 5,409 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,479) -367 -216 714 6,383 3,266 6,730 3,764 -4,251 -1,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.8 2.9 93.1 87.5 96.1 93.2 3.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 20 17 23 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,984 COMMITMENTS 8,361 9,579 1,178 94,097 92,545 103,636 103,302 3,348 3,682 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 9.0 1.1 88.0 86.5 96.9 96.6 3.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 1 24 22 27 28 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,174 COMMITMENTS 10,296 10,059 2,738 84,224 83,971 97,258 96,768 1,916 2,406 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 31,300) 1,832 8,109 2,738 26,476 20,685 31,046 31,532 254 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 10.1 2.8 84.9 84.7 98.1 97.6 1.9 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 5 3 32 34 39 41 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,036 COMMITMENTS 0 7,457 279 72,450 63,196 72,729 70,932 307 2,104 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 10,542) 0 -279 279 10,139 10,323 10,418 10,323 124 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.2 0.4 99.2 86.5 99.6 97.1 0.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 1 15 23 16 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 165,288 COMMITMENTS 1,281 13,514 1,025 159,332 141,589 161,638 156,128 3,650 9,160 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,710) 638 156 -393 4,823 3,969 5,068 3,732 -1,358 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 8.2 0.6 96.4 85.7 97.8 94.5 2.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 2 30 29 32 31 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,771 COMMITMENTS 2,728 1,535 1,728 46,854 54,003 51,310 57,266 11,461 5,505 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,068) 0 527 36 569 443 605 1,006 463 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.4 2.8 74.6 86.0 81.7 91.2 18.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 13 15 16 17 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,115 COMMITMENTS 0 2,310 4,064 103,010 101,829 107,074 108,203 8,041 6,912 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,022) 0 -95 476 1,846 2,182 2,322 2,563 700 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 3.5 89.5 88.5 93.0 94.0 7.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 2 21 24 23 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,624 COMMITMENTS 308 1,483 1,147 67,608 68,842 69,063 71,472 8,561 6,152 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 1.9 1.5 87.1 88.7 89.0 92.1 11.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 12 14 14 16 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 100,332 COMMITMENTS 1,128 16,232 581 90,981 80,494 92,690 97,307 7,642 3,025 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -142) 0 248 0 -756 11 -756 259 614 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 16.2 0.6 90.7 80.2 92.4 97.0 7.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 18 15 19 18 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,196 COMMITMENTS 0 0 0 17,798 17,341 17,798 17,341 398 855 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 95.3 97.8 95.3 2.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 9 18 9 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,721 COMMITMENTS 396 9,722 638 99,298 93,432 100,332 103,792 5,389 1,929 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,463) -894 -955 238 2,182 1,903 1,526 1,186 -63 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 9.2 0.6 93.9 88.4 94.9 98.2 5.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 19 16 20 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 197,580 COMMITMENTS 1,471 18,537 3,859 178,860 168,920 184,190 191,316 13,390 6,264 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -1,861) 81 415 781 -2,783 -4,546 -1,921 -3,350 60 1,489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 9.4 2.0 90.5 85.5 93.2 96.8 6.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 6 3 33 31 36 38 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 26,380 COMMITMENTS 0 1,737 0 25,317 24,005 25,317 25,742 1,063 638 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,402) 0 558 0 3,429 2,968 3,429 3,526 -27 -124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 96.0 91.0 96.0 97.6 4.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 16 15 16 17 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 51,184 COMMITMENTS 0 465 0 49,082 49,375 49,082 49,840 2,102 1,344 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 10,289) 0 465 0 9,793 9,328 9,793 9,793 496 496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.0 95.9 96.5 95.9 97.4 4.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 18 14 18 15 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 273,634 COMMITMENTS 3,600 9,911 2,422 258,643 256,465 264,665 268,798 8,969 4,836 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 4,032) 1,532 -1,344 31 3,077 5,148 4,640 3,835 -608 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.6 0.9 94.5 93.7 96.7 98.2 3.3 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 1 3 41 37 46 40 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 118,827 COMMITMENTS 0 0 0 115,768 114,762 115,768 114,762 3,059 4,065 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,588) 0 0 0 1,650 2,350 1,650 2,350 -62 -762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 96.6 97.4 96.6 2.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 0 0 26 24 26 24 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 93,079 COMMITMENTS 2,576 0 0 80,710 85,821 83,286 85,821 9,793 7,258 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,827) 0 0 0 2,163 821 2,163 821 -336 1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 0.0 0.0 86.7 92.2 89.5 92.2 10.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 21 20 22 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 88,313 COMMITMENTS 0 1,959 245 75,605 79,924 75,850 82,128 12,463 6,185 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,780) 0 980 245 -496 1,250 -251 2,475 3,031 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.3 85.6 90.5 85.9 93.0 14.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 16 20 18 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 158,013 COMMITMENTS 14,966 12,086 15,088 127,437 130,670 157,491 157,844 522 169 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,047) -203 536 40 4,082 3,240 3,919 3,816 -871 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 7.6 9.5 80.6 82.7 99.7 99.9 0.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 11 10 18 52 52 72 71 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 42,000 COMMITMENTS 248 588 1,976 39,776 39,436 42,000 42,000 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -219) -32 255 -19 -168 -455 -219 -219 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.4 4.7 94.7 93.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 4 3 26 24 31 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 405,934 COMMITMENTS 30,814 9,608 19,576 355,544 376,750 405,934 405,934 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,250) 1,360 2,224 464 426 -438 2,250 2,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 2.4 4.8 87.6 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 6 2 24 21 27 28 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,615,916 COMMITMENTS 41,482 20,859 39,742 1534692 1555315 1615916 1615916 -0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 26,775) 6,980 2,720 1,185 25,244 30,976 33,409 34,881 -6,634 -8,106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.3 2.5 95.0 96.2 100.0 100.0 -0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 5 5 7 41 44 50 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 61,250 COMMITMENTS 808 688 6,698 53,744 53,864 61,250 61,250 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,384) 227 -20 -54 1,211 1,458 1,384 1,384 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 1.1 10.9 87.7 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 4 4 28 22 33 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 370,746 COMMITMENTS 2,400 4,154 31,369 336,976 335,222 370,745 370,745 1 1 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 4,704) -592 0 0 5,296 4,704 4,704 4,704 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.1 8.5 90.9 90.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 19 15 21 18 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 558,350 COMMITMENTS 12,118 12,360 14,426 531,806 531,564 558,350 558,350 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -2,194) 79 -3,489 1,137 -3,410 158 -2,194 -2,194 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.2 2.6 95.2 95.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 3 26 31 29 35 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 47,567 COMMITMENTS 2,533 2,460 3,052 41,043 41,525 46,628 47,037 939 530 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -342) 4 45 100 -638 -869 -534 -724 192 382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 5.2 6.4 86.3 87.3 98.0 98.9 2.0 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 4 26 30 31 36 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 61,149 COMMITMENTS 50 445 50 60,758 60,642 60,858 61,137 291 12 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,055) 50 100 0 3,005 2,955 3,055 3,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.7 0.1 99.4 99.2 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 1 34 26 36 28 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 75,799 COMMITMENTS 50 200 230 75,161 75,369 75,441 75,799 358 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,285) 0 50 0 3,285 3,250 3,285 3,300 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.3 0.3 99.2 99.4 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 1 1 1 38 28 39 30 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,970 COMMITMENTS 1,190 225 10 17,525 18,645 18,725 18,880 245 90 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,350) 0 50 0 1,350 1,300 1,350 1,350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 1.2 0.1 92.4 98.3 98.7 99.5 1.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 1 24 15 25 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 293,624 COMMITMENTS 0 10,008 6,688 286,936 276,928 293,624 293,624 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 12,064) 0 2,312 0 12,064 9,752 12,064 12,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 2.3 97.7 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,994 COMMITMENTS 2,900 434 198 5,772 8,169 8,870 8,801 124 193 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 600) 110 140 0 470 460 580 600 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 4.8 2.2 64.2 90.8 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 2 2 19 22 26 25 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,215 COMMITMENTS 1,060 575 140 22,955 23,500 24,155 24,215 60 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,700) 0 50 0 1,700 1,650 1,700 1,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 2.4 0.6 94.8 97.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 24 23 25 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,970 COMMITMENTS 0 725 230 13,515 12,995 13,745 13,950 225 20 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 1.6 96.7 93.0 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 1 24 24 25 25 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,836 COMMITMENTS 636 38 307 16,234 15,916 17,177 16,261 659 1,575 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 241) 0 20 0 243 202 243 222 -2 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.2 1.7 91.0 89.2 96.3 91.2 3.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 26 24 28 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,443 COMMITMENTS 0 11,161 1,110 52,929 41,961 54,039 54,232 404 211 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -121) 0 -443 69 -146 237 -77 -137 -44 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.5 2.0 97.2 77.1 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 59,847 COMMITMENTS 25 10,905 1,457 58,360 47,445 59,842 59,807 5 40 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 471) 25 2 50 416 419 491 471 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.2 2.4 97.5 79.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 6 3 36 37 40 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,905 COMMITMENTS 1,595 0 0 48,210 49,830 49,805 49,830 100 75 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,160) 0 0 0 1,160 1,160 1,160 1,160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.0 0.0 96.6 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 31 17 33 17 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,555 COMMITMENTS 1,290 0 0 49,095 50,465 50,385 50,465 170 90 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,010) 0 0 0 1,010 1,010 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.0 97.1 99.8 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 32 17 33 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 380,929 COMMITMENTS 63,954 0 23,945 293,030 356,984 380,929 380,929 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -15) 192 -2,417 2,417 -2,624 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 0.0 6.3 76.9 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 0 3 32 32 36 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 23,978 COMMITMENTS 4,831 508 797 18,113 22,352 23,741 23,657 237 321 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 619) -216 29 15 820 575 619 619 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 2.1 3.3 75.5 93.2 99.0 98.7 1.0 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 4 28 34 35 40 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 19,389 COMMITMENTS 464 1,511 720 18,205 17,158 19,389 19,389 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,199) 0 26 -26 2,225 2,199 2,199 2,199 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 7.8 3.7 93.9 88.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 17 13 22 16 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 178,166 COMMITMENTS 16,470 608 10,568 151,117 166,979 178,155 178,155 11 11 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 688) -1,600 0 0 2,288 688 688 688 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.3 5.9 84.8 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 14 5 18 7 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 512,263 COMMITMENTS 0 12,476 14,038 498,225 485,749 512,263 512,263 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -688) 0 0 0 -688 -688 -688 -688 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: 32) 0 2 2 20 22 22 24 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 44,761 COMMITMENTS 6,050 216 2,960 35,300 41,222 44,310 44,398 451 363 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 236) 0 0 0 236 278 236 278 0 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.5 6.6 78.9 92.1 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 3 18 22 23 25 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 65,225 COMMITMENTS 0 8,105 0 65,225 57,120 65,225 65,225 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.4 0.0 100.0 87.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 10 16 11 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,121 COMMITMENTS 3,694 0 706 12,251 15,130 16,651 15,836 470 1,285 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -392) 104 0 0 -452 -413 -348 -413 -44 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 0.0 4.1 71.6 88.4 97.3 92.5 2.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 4 18 23 23 27 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 212,848 COMMITMENTS 49,867 0 0 162,981 212,848 212,848 212,848 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,208) 2,432 0 0 776 3,208 3,208 3,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 0.0 0.0 76.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 18 20 21 20 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,158 COMMITMENTS 1,147 0 198 11,338 11,789 12,683 11,987 475 1,171 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 113) -84 0 44 24 7 -16 51 129 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 0.0 1.5 86.2 89.6 96.4 91.1 3.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 21 19 23 20 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 115,142 COMMITMENTS 9,209 0 0 105,933 115,142 115,142 115,142 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 4,064) -848 0 0 4,912 4,064 4,064 4,064 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 0.0 0.0 92.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 18 21 20 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,672 COMMITMENTS 714 0 1,157 21,801 22,515 23,672 23,672 0 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 103) 0 0 0 103 103 103 103 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 4.9 92.1 95.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 15 15 16 16 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 93,634 COMMITMENTS 2,897 13,603 12,501 77,566 66,799 92,964 92,904 669 730 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 6,636) 6 -183 -81 6,713 6,915 6,639 6,652 -3 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 14.5 13.4 82.8 71.3 99.3 99.2 0.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 18 14 21 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,560 COMMITMENTS 0 850 50 29,005 28,540 29,055 29,440 505 120 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.2 98.1 96.5 98.3 99.6 1.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 17 21 18 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| 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 04/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 98.3 95.1 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 11 19 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,071 COMMITMENTS 100 0 0 25,776 26,026 25,876 26,026 195 45 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 98.9 99.8 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 24 14 25 14 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,484 COMMITMENTS 0 0 0 20,040 20,469 20,040 20,469 444 15 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 865) 0 0 0 616 850 616 850 249 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.8 99.9 97.8 99.9 2.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 11 20 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,192 COMMITMENTS 0 0 0 13,580 14,192 13,580 14,192 612 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -245) 0 0 0 -245 -245 -245 -245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 100.0 95.7 100.0 4.3 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 114,030 COMMITMENTS 1,665 95 150 112,085 113,785 113,900 114,030 130 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,682) 0 0 0 1,682 1,682 1,682 1,682 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.1 0.1 98.3 99.8 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 1 2 36 40 39 42 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 140,582 COMMITMENTS 1,965 150 720 137,882 139,712 140,567 140,582 15 0 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 3,533) 0 0 0 3,518 3,533 3,518 3,533 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 0.5 98.1 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 3 42 41 46 45 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 152,211 COMMITMENTS 18,331 6,295 5,852 127,701 139,914 151,884 152,061 327 150 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 1,549) -75 -219 5 4,838 5,059 4,768 4,845 -3,219 -3,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 4.1 3.8 83.9 91.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 7 8 46 42 57 54 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 99,477 COMMITMENTS 2,265 1,915 3,295 93,702 94,252 99,262 99,462 215 15 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -866) -295 0 -30 1,039 744 714 714 -1,580 -1,580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.9 3.3 94.2 94.7 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 5 3 6 40 33 48 39 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,785 COMMITMENTS 50 615 0 26,510 26,050 26,560 26,665 225 120 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 360) 0 0 0 360 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 2.3 0.0 99.0 97.3 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 28 14 29 15 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,945 COMMITMENTS 25 215 50 23,630 23,545 23,705 23,810 240 135 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.9 0.2 98.7 98.3 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 24 11 26 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 23,105 COMMITMENTS 0 930 295 22,705 21,145 23,000 22,370 105 735 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 1.3 98.3 91.5 99.5 96.8 0.5 3.2 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 33,307 COMMITMENTS 2,503 2,670 755 29,584 29,842 32,842 33,267 465 40 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 195) 0 0 0 315 315 315 315 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 8.0 2.3 88.8 89.6 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 2 3 22 24 26 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,113 COMMITMENTS 3,870 0 0 16,358 21,101 20,228 21,101 885 12 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 70) 0 0 0 135 140 135 140 -65 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 0.0 0.0 77.5 99.9 95.8 99.9 4.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 19 20 21 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,680 COMMITMENTS 370 260 230 23,491 24,160 24,091 24,650 589 30 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -877) 100 0 0 450 475 550 475 -1,427 -1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.1 0.9 95.2 97.9 97.6 99.9 2.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 2 24 23 28 25 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,819 COMMITMENTS 710 785 0 21,984 21,934 22,694 22,719 125 100 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 28) 0 0 0 43 28 43 28 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 3.4 0.0 96.3 96.1 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 0 24 24 25 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,932 COMMITMENTS 0 990 0 15,590 14,582 15,590 15,572 342 360 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -195) 0 0 0 260 50 260 50 -455 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 0.0 97.9 91.5 97.9 97.7 2.1 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 14 19 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,598 COMMITMENTS 0 0 0 9,289 10,444 9,289 10,444 1,309 154 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.6 98.5 87.6 98.5 12.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 14 13 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,935 COMMITMENTS 25 2,570 290 27,475 24,850 27,790 27,710 145 225 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 65) 0 0 0 65 65 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 9.2 1.0 98.4 89.0 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 04/28/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 9,706 COMMITMENTS 975 0 0 7,615 9,611 8,590 9,611 1,116 95 CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.0 0.0 78.5 99.0 88.5 99.0 11.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 17 21 18 21 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 | --------------------------------------------------------------| 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 04/21/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 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 May 1, 2015