CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 9,678 COMMITMENTS 4,245 3,935 100 5,294 5,607 9,639 9,642 39 36 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -29) 51 -138 0 -68 93 -17 -45 -12 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.9 40.7 1.0 54.7 57.9 99.6 99.6 0.4 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 12 11 1 9 11 22 22 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,143,493 COMMITMENTS 627,028 265,503 1575314 2911486 3294056 5113828 5134873 29,665 8,620 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -355,138) -93,444 66,880 -117,754 -155,847 -311,453 -367,045 -362,327 11,907 7,189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 5.2 30.6 56.6 64.0 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 36 36 62 138 128 207 196 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 687,897 COMMITMENTS 64,939 108,686 171,069 451,040 406,930 687,048 686,685 849 1,212 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 14,938) 5,340 4,135 6,308 3,150 4,339 14,798 14,782 140 156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 15.8 24.9 65.6 59.2 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 15 19 25 41 38 68 70 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,228 COMMITMENTS 8,600 1,319 5,106 180,475 197,297 194,181 203,722 17,047 7,506 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -25,082) -5,839 -2,163 -6,045 -13,505 -16,449 -25,389 -24,657 307 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.6 2.4 85.4 93.4 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 5 27 29 33 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,021 COMMITMENTS 2,717 1,863 3,116 150,211 151,230 156,044 156,209 3,977 3,812 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -15,722) -645 -1,547 -1,069 -14,544 -13,021 -16,258 -15,637 536 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.2 1.9 93.9 94.5 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 4 31 33 36 37 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,582 COMMITMENTS 8,825 3,254 5,745 189,994 199,031 204,564 208,030 12,018 8,552 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -23,480) -4,747 -9,869 -444 -18,480 -10,667 -23,671 -20,980 191 -2,500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 1.5 2.7 87.7 91.9 94.5 96.1 5.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 2 3 27 27 31 30 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 755,935 COMMITMENTS 9,117 905 3,192 738,543 746,681 750,852 750,778 5,083 5,157 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -51,849) -565 -345 -1,738 -49,281 -49,235 -51,584 -51,318 -265 -531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.1 0.4 97.7 98.8 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 6 4 6 48 37 58 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,213 COMMITMENTS 1,390 11,029 2,019 224,341 220,427 227,750 233,475 9,463 3,738 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,399) -1,381 2,527 -319 -7,933 -11,612 -9,633 -9,404 1,234 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 4.6 0.9 94.6 92.9 96.0 98.4 4.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 3 2 27 30 30 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,304 COMMITMENTS 1,626 1,374 3,348 231,535 229,237 236,509 233,959 5,795 8,345 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -19,488) -2,625 -238 -401 -16,668 -21,396 -19,694 -22,035 206 2,547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.6 1.4 95.6 94.6 97.6 96.6 2.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 1 2 3 35 38 38 41 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,307 COMMITMENTS 5,182 0 3,102 49,958 56,203 58,242 59,305 7,065 6,002 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,546) -1,915 0 816 -3,957 -5,769 -5,056 -4,953 -490 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 0.0 4.7 76.5 86.1 89.2 90.8 10.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 2 19 18 22 20 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,213 COMMITMENTS 16,590 18,418 9,086 125,687 130,033 151,363 157,537 10,850 4,676 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,553) -1,999 -1,785 797 -10,295 -8,753 -11,497 -9,741 1,944 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 11.4 5.6 77.5 80.2 93.3 97.1 6.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 7 25 29 32 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,387 COMMITMENTS 0 6,072 5,323 65,171 56,516 70,494 67,911 7,893 10,476 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,553) -1,434 -890 495 -1,861 -1,816 -2,800 -2,211 247 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 6.8 83.1 72.1 89.9 86.6 10.1 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 3 16 14 19 17 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 149,567 COMMITMENTS 1,093 0 1,813 142,970 143,257 145,876 145,070 3,691 4,497 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,966) -415 0 -221 -7,052 -7,687 -7,688 -7,908 -278 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 1.2 95.6 95.8 97.5 97.0 2.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 27 27 28 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,093 COMMITMENTS 0 0 0 67,490 83,355 67,490 83,355 18,603 2,738 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -366) 0 0 0 -4,266 -282 -4,266 -282 3,900 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 78.4 96.8 78.4 96.8 21.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 18 23 18 23 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 307,605 COMMITMENTS 2,685 0 3,826 296,129 300,845 302,640 304,671 4,965 2,934 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -18,756) -962 -3,019 -138 -16,968 -14,231 -18,068 -17,388 -688 -1,368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.0 1.2 96.3 97.8 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 4 0 3 43 37 47 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,421 COMMITMENTS 3,654 12,310 3,448 72,636 59,668 79,738 75,426 4,683 8,995 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,805) 425 1,040 -327 -4,095 -4,035 -3,997 -3,322 192 -483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 14.6 4.1 86.0 70.7 94.5 89.3 5.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 18 21 21 26 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 129,240 COMMITMENTS 35,886 0 0 92,960 125,915 128,846 125,915 394 3,325 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -78,277) -38,880 -8,850 0 -38,590 -69,800 -77,470 -78,650 -807 373 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 0.0 0.0 71.9 97.4 99.7 97.4 0.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 11 18 13 18 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 151,133 COMMITMENTS 74,797 9,451 0 75,316 140,992 150,113 150,443 1,020 690 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -58,373) -21,863 -6,822 -1,200 -35,717 -49,962 -58,780 -57,984 407 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.5 6.3 0.0 49.8 93.3 99.3 99.5 0.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 10 4 0 29 27 39 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,793 COMMITMENTS 0 0 0 25,342 24,953 25,342 24,953 451 840 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -16,413) 0 -372 0 -16,133 -15,328 -16,133 -15,700 -280 -713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.3 96.7 98.3 96.7 1.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 12 17 12 17 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,290 COMMITMENTS 460 2,568 725 103,688 104,282 104,873 107,575 13,417 10,715 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,882) 460 -597 275 -12,477 -10,959 -11,742 -11,281 -1,140 -1,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.2 0.6 87.7 88.2 88.7 90.9 11.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 1 26 23 27 25 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,426 COMMITMENTS 1,416 5,778 1,534 110,576 98,079 113,526 105,391 3,900 12,035 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,542) -155 2,114 238 -1,055 -6,185 -972 -3,833 -570 2,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.9 1.3 94.2 83.5 96.7 89.8 3.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 24 23 26 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,066 COMMITMENTS 2,002 0 1,153 86,445 83,342 89,600 84,495 1,466 6,571 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,009) -1,179 0 883 -5,624 -8,377 -5,920 -7,494 -3,089 -1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 1.3 94.9 91.5 98.4 92.8 1.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 19 15 21 17 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,895 COMMITMENTS 1,136 0 1,348 94,037 95,951 96,521 97,299 5,374 4,596 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,178) 969 -706 -111 -7,121 -5,227 -6,263 -6,044 1,085 866 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 1.3 92.3 94.2 94.7 95.5 5.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 2 17 14 19 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 298,388 COMMITMENTS 2,440 18,762 5,788 278,701 268,365 286,929 292,915 11,459 5,473 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -14,019) -6 8,206 -4,193 -11,293 -16,903 -15,492 -12,890 1,473 -1,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 6.3 1.9 93.4 89.9 96.2 98.2 3.8 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 3 3 28 30 31 35 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,625 COMMITMENTS 600 4,620 0 22,210 18,435 22,810 23,055 815 570 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -14,818) -713 31 -31 -13,668 -14,988 -14,412 -14,988 -406 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 19.6 0.0 94.0 78.0 96.6 97.6 3.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 12 10 13 12 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,572 COMMITMENTS 510 420 0 39,602 40,822 40,112 41,242 1,460 330 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -4,456) -310 -372 -62 -4,748 -3,584 -5,120 -4,018 664 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 1.0 0.0 95.3 98.2 96.5 99.2 3.5 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 12 18 13 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 222,874 COMMITMENTS 4,666 33,339 3,578 201,293 180,961 209,537 217,878 13,337 4,996 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,950) -178 1,706 -271 -12,621 -13,518 -13,070 -12,083 4,120 3,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 15.0 1.6 90.3 81.2 94.0 97.8 6.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 5 6 30 30 37 37 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 71,780 COMMITMENTS 12,079 0 1,808 52,653 66,530 66,540 68,338 5,240 3,442 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,281) 1,954 0 -332 -998 2,522 624 2,190 1,657 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.8 0.0 2.5 73.4 92.7 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 0 1 16 13 19 14 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 75,990 COMMITMENTS 0 0 0 71,396 70,939 71,396 70,939 4,594 5,051 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -4,206) 0 0 0 -3,906 -4,058 -3,906 -4,058 -300 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.0 93.4 94.0 93.4 6.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 16 18 16 TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,572 COMMITMENTS 4,016 870 0 24,532 28,280 28,548 29,150 1,024 422 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,790) 0 0 0 -2,604 -2,728 -2,604 -2,728 -186 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 2.9 0.0 83.0 95.6 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 13 10 14 11 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 89,860 COMMITMENTS 2,407 13,291 1,216 75,930 71,928 79,553 86,435 10,307 3,425 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,066) -29 -1,561 217 -7,054 -3,259 -6,866 -4,603 1,800 -463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 14.8 1.4 84.5 80.0 88.5 96.2 11.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 1 21 17 23 20 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 155,865 COMMITMENTS 18,775 7,992 10,152 126,435 137,365 155,362 155,509 503 356 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,103) 1,259 80 -2,798 -5,388 -4,275 -6,927 -6,993 -176 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 5.1 6.5 81.1 88.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 12 5 10 54 50 67 64 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,228 COMMITMENTS 1,595 678 2,580 47,053 47,970 51,228 51,228 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,180) 273 -98 -191 -3,262 -2,891 -3,180 -3,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.3 5.0 91.9 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 29 24 31 26 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 454,825 COMMITMENTS 672 2,641 25,837 428,316 426,347 454,825 454,825 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -27,088) -2,152 2,370 1,140 -26,076 -30,598 -27,088 -27,088 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.6 5.7 94.2 93.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 21 22 23 23 PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,563,532 COMMITMENTS 60,757 18,106 27,173 1475602 1518253 1563532 1563532 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -88,274) -6,595 2,358 -2,303 -79,376 -88,329 -88,274 -88,274 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 1.2 1.7 94.4 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 5 5 5 42 45 50 52 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 49,430 COMMITMENTS 463 11,055 3,302 45,665 35,073 49,430 49,430 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 232) -305 119 202 335 -89 232 232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 22.4 6.7 92.4 71.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 4 28 23 34 30 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 332,874 COMMITMENTS 0 58,760 13,491 319,383 260,623 332,874 332,874 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 5,059) 0 943 -943 6,002 5,059 5,059 5,059 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.7 4.1 95.9 78.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 17 19 19 22 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 549,116 COMMITMENTS 28,841 0 9,711 510,564 539,029 549,116 548,740 0 376 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,216) 2,325 0 -775 -8,766 -6,817 -7,216 -7,592 0 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 1.8 93.0 98.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 24 29 28 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,044 COMMITMENTS 4,871 1,078 1,626 42,293 46,999 48,790 49,703 1,254 341 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,290) 42 362 -43 -1,437 -1,629 -1,438 -1,310 148 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 2.2 3.2 84.5 93.9 97.5 99.3 2.5 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 2 2 27 30 31 33 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,224,389 COMMITMENTS 0 0 0 2224389 2224389 2224389 2224389 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 336,274) 0 0 0 336,274 336,274 336,274 336,274 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 11 16 11 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 998,830 COMMITMENTS 0 9,600 0 998,830 989,230 998,830 998,830 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 164,730) 0 0 0 164,730 164,730 164,730 164,730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 14 19 15 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 995,120 COMMITMENTS 0 7,760 0 995,120 987,360 995,120 995,120 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 62,800) 0 0 0 62,800 62,800 62,800 62,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 17 12 17 14 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 298,208 COMMITMENTS 12,664 1,184 1,160 284,384 295,864 298,208 298,208 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,520) -816 0 0 4,336 3,520 3,520 3,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 0.4 0.4 95.4 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 1 22 21 25 23 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 14,563 COMMITMENTS 1,365 684 335 12,650 13,026 14,350 14,045 213 518 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 64) -21 -1 63 22 -62 64 0 0 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 4.7 2.3 86.9 89.4 98.5 96.4 1.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 18 16 23 21 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,149,105 COMMITMENTS 27,460 184,853 2,427 1119218 961,825 1149105 1149105 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,940) 0 184,853 2,427 -6,367 -191,220 -3,940 -3,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 16.1 0.2 97.4 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 15 15 17 16 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 349,945 COMMITMENTS 2,150 0 0 347,795 349,945 349,945 349,945 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 13,750) 0 0 0 13,750 13,750 13,750 13,750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 18 13 20 13 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 221,200 COMMITMENTS 4,225 0 0 216,975 221,200 221,200 221,200 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 12,775) 0 0 0 12,775 12,775 12,775 12,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 25 23 26 23 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 23,781 COMMITMENTS 1,033 1,248 292 20,449 21,068 21,774 22,608 2,007 1,173 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -273) -212 0 63 -253 -336 -402 -273 129 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.3 5.2 1.2 86.0 88.6 91.6 95.1 8.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 1 1 21 20 23 22 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,548,348 COMMITMENTS 63,317 182,872 180,733 2304298 2184743 2548348 2548348 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 18,494) -26,656 0 -744 45,894 19,238 18,494 18,494 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 7.2 7.1 90.4 85.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 2 1 29 29 30 32 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 808,520 COMMITMENTS 4,900 90,976 40,385 761,395 673,709 806,680 805,070 1,840 3,450 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,688) 3,450 0 -3,450 -3,528 -1,688 -3,528 -5,138 1,840 3,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 11.3 5.0 94.2 83.3 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 2 2 33 28 35 31 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,344,721 COMMITMENTS 0 0 0 2344721 2344721 2344721 2344721 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 148,630) 0 0 0 148,630 148,630 148,630 148,630 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 21 11 21 11 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 699,580 COMMITMENTS 1,150 0 0 698,430 699,580 699,580 699,580 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 47,775) -1,050 0 0 48,825 47,775 47,775 47,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 25 12 26 12 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 576,629 COMMITMENTS 127,640 1,548 21,400 427,213 553,681 576,253 576,629 376 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,770) -72 408 -744 -12,330 -12,434 -13,146 -12,770 376 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 0.3 3.7 74.1 96.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 1 3 30 31 33 34 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,353 COMMITMENTS 6,991 2,287 1,181 32,712 37,778 40,884 41,246 469 107 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 253) -595 -488 -39 887 760 253 233 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 5.5 2.9 79.1 91.4 98.9 99.7 1.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 3 28 34 33 38 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 25,972 COMMITMENTS 5,440 25 538 19,994 25,409 25,972 25,972 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 409) 308 -25 0 101 434 409 409 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 0.1 2.1 77.0 97.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 22 13 24 15 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 267,959 COMMITMENTS 110,038 688 665 157,256 266,606 267,959 267,959 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,206) 943 0 0 2,263 3,206 3,206 3,206 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.1 0.3 0.2 58.7 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 14 10 16 12 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 583,201 COMMITMENTS 6,898 1,193 33,125 542,802 548,883 582,825 583,201 376 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,642) 0 0 0 -9,018 -8,642 -9,018 -8,642 376 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.2 5.7 93.1 94.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 1 2 27 21 29 23 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 32,999 COMMITMENTS 6,437 0 20 25,666 32,344 32,123 32,364 876 635 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,680) 1,208 0 0 426 1,702 1,634 1,702 46 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 0.0 0.1 77.8 98.0 97.3 98.1 2.7 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 25 20 28 21 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 7,432 COMMITMENTS 0 591 21 5,974 6,441 5,995 7,053 1,437 379 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 14) 0 -69 0 -150 129 -150 60 164 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.3 80.4 86.7 80.7 94.9 19.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 13 16 14 19 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 20,615 COMMITMENTS 4,246 0 0 16,308 20,449 20,554 20,449 61 166 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,687) -10 0 -46 -1,562 -1,572 -1,618 -1,618 -69 -69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 0.0 0.0 79.1 99.2 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 0 0 24 24 30 24 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 312,996 COMMITMENTS 58,370 0 0 254,626 312,996 312,996 312,996 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -15,569) -1,078 0 -376 -14,115 -15,193 -15,569 -15,569 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.6 0.0 0.0 81.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 0 23 19 27 19 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,310 COMMITMENTS 716 209 275 15,212 15,528 16,203 16,012 107 298 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,068) -92 -24 0 -934 -1,021 -1,026 -1,045 -42 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 1.3 1.7 93.3 95.2 99.3 98.2 0.7 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 3 23 25 27 29 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 204,211 COMMITMENTS 2,033 0 0 202,178 204,211 204,211 204,211 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,205) 0 0 0 -8,205 -8,205 -8,205 -8,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 22 16 24 16 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 23,632 COMMITMENTS 0 794 2,994 20,638 19,844 23,632 23,632 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,192) 0 -412 231 -2,423 -2,011 -2,192 -2,192 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 12.7 87.3 84.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 19 20 20 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 134,530 COMMITMENTS 0 0 0 134,530 134,530 134,530 134,530 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -10,296) 0 0 0 -10,296 -10,296 -10,296 -10,296 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 17 16 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 723,169 COMMITMENTS 0 54,720 0 723,169 668,449 723,169 723,169 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 4,096) 0 -7,520 0 4,096 11,616 4,096 4,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.6 0.0 100.0 92.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 210,845 COMMITMENTS 0 5,275 0 210,845 205,570 210,845 210,845 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -6,045) 0 -75 0 -6,045 -5,970 -6,045 -6,045 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 12 21 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 213,975 COMMITMENTS 0 0 0 213,975 213,975 213,975 213,975 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,190) 0 0 0 -12,190 -12,190 -12,190 -12,190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 11 19 11 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 729,923 COMMITMENTS 0 0 0 729,923 729,923 729,923 729,923 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -24,440) 0 0 0 -24,440 -24,440 -24,440 -24,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 6 15 6 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 152,235 COMMITMENTS 0 0 0 152,235 152,235 152,235 152,235 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,060) 0 0 0 -2,060 -2,060 -2,060 -2,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 15 15 15 15 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mwh OPEN INTEREST: 675,250 COMMITMENTS 0 0 0 675,250 675,250 675,250 675,250 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 93,536) 0 0 0 93,536 93,536 93,536 93,536 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 14 15 14 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 193,510 COMMITMENTS 2,940 0 0 190,570 193,510 193,510 193,510 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -13,635) -460 0 0 -13,175 -13,635 -13,635 -13,635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 20 15 21 15 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 648,168 COMMITMENTS 0 0 0 648,168 648,168 648,168 648,168 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -30,711) 0 0 0 -30,711 -30,711 -30,711 -30,711 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 12 19 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 917,104 COMMITMENTS 0 0 0 917,104 917,104 917,104 917,104 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -101,896) 0 0 0 -101,896 -101,896 -101,896 -101,896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 18 9 18 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 238,095 COMMITMENTS 0 0 0 238,095 238,095 238,095 238,095 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -28,290) 0 0 0 -28,290 -28,290 -28,290 -28,290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 23 9 23 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 7,523,955 COMMITMENTS 193,196 0 0 7330759 7523955 7523955 7523955 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 311,377) -9,776 0 0 321,153 311,377 311,377 311,377 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 0 0 39 32 42 32 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,451,255 COMMITMENTS 54,655 0 0 2396600 2451255 2451255 2451255 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -21,030) -2,030 -4,600 0 -19,000 -16,430 -21,030 -21,030 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 0 0 39 35 43 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,902,034 COMMITMENTS 574,426 352,896 104,155 2223453 2444983 2902034 2902034 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -38,012) -3,264 -21,071 7,865 -42,613 -24,806 -38,012 -38,012 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 12.2 3.6 76.6 84.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 5 10 7 43 40 52 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,275,987 COMMITMENTS 187,803 175,615 154,484 5933700 5945888 6275987 6275987 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -133,788) 23,024 -5,640 -2,632 -154,180 -125,516 -133,788 -133,788 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.8 2.5 94.5 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 3 35 30 40 35 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 592,405 COMMITMENTS 0 410 0 592,405 591,995 592,405 592,405 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -13,940) 0 -230 0 -13,940 -13,710 -13,940 -13,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 30 14 30 15 PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/05/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,081,966 COMMITMENTS 0 3,658 0 2081966 2078308 2081966 2081966 0 0 CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -68,786) 0 -752 0 -68,786 -68,034 -68,786 -68,786 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 0 28 15 28 16
Updated November 8, 2013