CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 15,058 COMMITMENTS 4,229 3,514 1,107 9,702 10,422 15,037 15,043 21 15 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 611) -21 170 66 570 375 614 611 -3 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 23.3 7.4 64.4 69.2 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 12 12 9 13 11 31 26 RGGI GREENHOUSE GAS VINT 2013 - ICE FUTURES ENERGY DIV Code-00639I OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 22,357 COMMITMENTS 3,974 635 3,372 15,012 18,350 22,357 22,357 -0 -0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,505) -309 0 1,147 1,668 1,358 2,505 2,505 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 2.8 15.1 67.1 82.1 100.0 100.0 -0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 8 2 6 8 10 17 17 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 5,232,518 COMMITMENTS 605,060 298,722 1568521 3034670 3358618 5208251 5225861 24,267 6,657 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 48,348) 5,677 23,964 -18,998 62,547 45,407 49,226 50,373 -878 -2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 5.7 30.0 58.0 64.2 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 40 33 65 137 129 205 200 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 3,076,374 COMMITMENTS 89,817 46,531 1381739 1602051 1645045 3073607 3073315 2,768 3,060 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 29,776) 2,919 2,804 19,084 7,478 7,536 29,481 29,424 295 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 1.5 44.9 52.1 53.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 25 23 43 66 65 112 110 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 227,961 COMMITMENTS 9,161 2,458 5,158 192,854 213,481 207,173 221,097 20,788 6,864 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 14,063) 100 985 1,017 8,231 11,894 9,348 13,896 4,715 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.1 2.3 84.6 93.6 90.9 97.0 9.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 4 30 30 36 34 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 161,503 COMMITMENTS 7,827 3,127 2,632 147,916 151,633 158,375 157,392 3,128 4,111 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,879) 1,209 700 -1,119 -1,956 -2,035 -1,866 -2,454 -13 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.9 1.6 91.6 93.9 98.1 97.5 1.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 5 31 34 37 39 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 215,518 COMMITMENTS 16,864 3,356 7,856 182,133 198,697 206,853 209,909 8,665 5,609 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,203) 5,273 1,007 661 -1,229 3,512 4,705 5,180 -1,502 -1,977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.6 3.6 84.5 92.2 96.0 97.4 4.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 4 7 30 27 38 34 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 763,129 COMMITMENTS 9,960 960 4,582 744,046 752,217 758,588 757,759 4,541 5,370 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,787) 364 569 823 5,206 4,272 6,393 5,664 -606 123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.1 0.6 97.5 98.6 99.4 99.3 0.6 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 7 2 5 51 39 60 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,726 COMMITMENTS 6,493 12,587 2,449 224,941 219,414 233,883 234,450 3,843 3,276 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -552) -1,884 2,558 148 5,310 -4,132 3,574 -1,426 -4,126 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.3 1.0 94.6 92.3 98.4 98.6 1.6 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 3 30 29 36 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 260,990 COMMITMENTS 1,935 14 8,854 243,941 246,871 254,730 255,739 6,260 5,251 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,766) 821 -1,018 2,986 7,135 12,284 10,942 14,252 824 -2,486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 3.4 93.5 94.6 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 1 4 37 38 41 42 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 67,451 COMMITMENTS 2,579 0 2,336 55,079 59,178 59,994 61,514 7,457 5,937 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,108) -1,263 0 -362 2,659 2,932 1,034 2,570 1,074 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 3.5 81.7 87.7 88.9 91.2 11.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 22 21 24 23 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,744 COMMITMENTS 20,360 18,039 8,663 125,039 134,020 154,062 160,722 10,682 4,022 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,298) 542 440 -87 -621 2,569 -166 2,922 2,464 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 10.9 5.3 75.9 81.4 93.5 97.6 6.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 5 25 30 31 36 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 84,894 COMMITMENTS 325 12,293 3,701 71,219 57,726 75,245 73,720 9,649 11,174 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,582) 264 4,948 -732 4,625 96 4,157 4,312 425 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 14.5 4.4 83.9 68.0 88.6 86.8 11.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 17 15 20 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 158,842 COMMITMENTS 693 0 1,249 152,173 149,122 154,115 150,371 4,727 8,471 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,735) -119 0 -55 7,492 2,734 7,318 2,679 -1,583 3,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.8 95.8 93.9 97.0 94.7 3.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 0 1 25 25 26 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 97,702 COMMITMENTS 0 0 0 79,341 95,507 79,341 95,507 18,361 2,195 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 865) 0 0 0 471 12,021 471 12,021 394 -11,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 81.2 97.8 81.2 97.8 18.8 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 25 19 25 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 310,621 COMMITMENTS 0 1,481 3,228 303,812 300,953 307,040 305,662 3,581 4,959 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,818) -248 680 -556 499 21,741 -305 21,865 -1,513 -23,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 1.0 97.8 96.9 98.8 98.4 1.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 0 3 3 44 37 47 40 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,982 COMMITMENTS 3,823 12,701 2,718 82,921 62,864 89,462 78,283 2,520 13,699 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,859) 1,738 425 -972 5,530 2,200 6,296 1,653 -1,437 3,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 13.8 3.0 90.1 68.3 97.3 85.1 2.7 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 22 22 25 27 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,931 COMMITMENTS 1,246 5,287 675 47,793 48,601 49,714 54,563 12,217 7,368 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,720) 788 980 -1,164 3,887 4,689 3,511 4,505 -791 -1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 8.5 1.1 77.2 78.5 80.3 88.1 19.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 12 16 15 18 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 145,252 COMMITMENTS 49,960 5,084 0 94,383 137,786 144,343 142,870 909 2,382 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,943) 8,990 0 0 1,891 11,371 10,881 11,371 62 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 3.5 0.0 65.0 94.9 99.4 98.4 0.6 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 5 1 0 14 22 19 23 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 164,555 COMMITMENTS 88,840 14,714 0 75,415 149,541 164,255 164,255 300 300 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,261) 8,990 0 0 1,271 10,261 10,261 10,261 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.0 8.9 0.0 45.8 90.9 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 5 0 30 28 41 33 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,421 COMMITMENTS 0 0 0 24,970 24,581 24,970 24,581 451 840 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -496) 0 0 0 -496 -496 -496 -496 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.2 96.7 98.2 96.7 1.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 119,023 COMMITMENTS 0 10,564 675 107,222 97,623 107,897 108,862 11,126 10,161 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -551) -73 720 73 613 -1,038 613 -245 -1,164 -306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 0.6 90.1 82.0 90.7 91.5 9.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 1 26 22 27 25 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,518 COMMITMENTS 0 628 2,602 105,142 99,948 107,744 103,178 7,774 12,340 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -569) -659 -1,084 730 -640 2,432 -569 2,078 0 -2,647 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 2.3 91.0 86.5 93.3 89.3 6.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 2 2 25 23 27 25 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,219 COMMITMENTS 1,976 0 1,488 88,396 86,138 91,860 87,626 2,359 6,593 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 741) -56 -822 516 95 715 555 409 186 332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.0 1.6 93.8 91.4 97.5 93.0 2.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 2 19 15 21 17 NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 23,389 COMMITMENTS 2,342 279 0 20,646 22,628 22,988 22,907 401 482 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.2 0.0 88.3 96.7 98.3 97.9 1.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 8 14 11 15 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 287,512 COMMITMENTS 4,840 18,743 4,546 267,031 258,450 276,417 281,739 11,095 5,773 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -8,737) -744 -2,286 204 -7,364 -5,634 -7,904 -7,716 -833 -1,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.5 1.6 92.9 89.9 96.1 98.0 3.9 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 3 4 29 27 33 32 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 29,312 COMMITMENTS 600 3,814 806 26,900 23,932 28,306 28,552 1,006 760 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,429) 0 -806 806 2,436 3,243 3,242 3,243 187 186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 13.0 2.7 91.8 81.6 96.6 97.4 3.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 14 13 16 15 SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,989 COMMITMENTS 0 0 0 40,839 41,741 40,839 41,741 1,150 248 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,535) 0 0 0 2,721 2,845 2,721 2,845 -186 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.3 99.4 97.3 99.4 2.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGCode-0233C9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 24,732 COMMITMENTS 0 0 0 23,668 22,278 23,668 22,278 1,064 2,454 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -993) 0 0 0 -1,024 -1,477 -1,024 -1,477 31 484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 90.1 95.7 90.1 4.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 16 14 16 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,564 COMMITMENTS 417 420 93 40,594 41,721 41,104 42,234 1,460 330 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 186) -93 0 93 186 93 186 186 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.0 0.2 95.4 98.0 96.6 99.2 3.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 12 18 13 20 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 255,664 COMMITMENTS 5,160 35,880 5,389 232,679 206,631 243,228 247,900 12,436 7,764 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,002) -470 1,180 1,793 12,312 6,316 13,635 9,289 -2,633 1,713 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 14.0 2.1 91.0 80.8 95.1 97.0 4.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 6 6 34 30 40 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 80,268 COMMITMENTS 13,389 0 1,839 61,244 74,635 76,472 76,474 3,796 3,794 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 3,564) 699 0 31 3,293 3,170 4,023 3,201 -459 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 0.0 2.3 76.3 93.0 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 17 15 20 16 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 79,573 COMMITMENTS 0 0 0 75,288 76,890 75,288 76,890 4,285 2,683 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,738) 0 0 0 3,461 5,446 3,461 5,446 -723 -2,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 96.6 94.6 96.6 5.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 17 19 17 TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,285 COMMITMENTS 4,016 1,242 0 25,214 28,590 29,230 29,832 1,055 453 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 682) 0 372 0 651 310 651 682 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 4.1 0.0 83.3 94.4 96.5 98.5 3.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 11 14 13 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 101,188 COMMITMENTS 2,438 12,878 1,224 86,185 82,777 89,847 96,879 11,341 4,309 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,907) 0 1,006 122 4,138 3,154 4,260 4,282 1,647 1,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 12.7 1.2 85.2 81.8 88.8 95.7 11.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 1 21 18 23 22 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 179,115 COMMITMENTS 20,458 10,206 12,308 145,799 156,104 178,566 178,619 549 496 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,751) 1,044 2,172 -469 1,308 48 1,884 1,752 -132 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 5.7 6.9 81.4 87.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 13 7 13 54 49 71 65 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,178 COMMITMENTS 1,079 501 3,296 47,803 48,381 52,178 52,178 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 313) -434 -101 484 263 -70 313 313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.0 6.3 91.6 92.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 2 28 24 30 26 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 461,480 COMMITMENTS 672 11,246 24,557 436,251 425,677 461,480 461,480 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,286) 0 2,838 -304 6,590 3,752 6,286 6,286 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 2.4 5.3 94.5 92.2 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,642,006 COMMITMENTS 53,299 13,362 33,067 1555640 1595577 1642006 1642006 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 67,107) -7,313 0 359 74,061 66,748 67,107 67,107 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.8 2.0 94.7 97.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 6 4 6 43 46 52 53 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 51,550 COMMITMENTS 189 8,273 5,056 46,306 38,222 51,550 51,550 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 220) -82 -971 383 -82 807 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 16.0 9.8 89.8 74.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 5 4 26 25 31 31 SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 310,996 COMMITMENTS 0 55,432 11,971 299,025 243,593 310,996 310,996 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,946) 0 -2,112 1,608 3,338 5,450 4,946 4,946 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.8 3.8 96.2 78.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 2 17 18 19 21 AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 531,375 COMMITMENTS 30,249 0 5,951 495,175 525,424 531,375 531,375 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 9,455) -1,224 0 0 10,679 9,455 9,455 9,455 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.0 1.1 93.2 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 2 25 29 29 31 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 51,441 COMMITMENTS 5,520 820 1,545 44,250 48,806 51,315 51,171 126 270 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,563) -231 -295 84 2,668 2,753 2,521 2,542 42 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 1.6 3.0 86.0 94.9 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 26 29 31 32 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 mwh OPEN INTEREST: 2,273,419 COMMITMENTS 0 0 0 2273419 2273419 2273419 2273419 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 171,140) 0 0 0 171,140 171,140 171,140 171,140 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 25) 0 0 0 18 11 18 11 AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 1,023,780 COMMITMENTS 0 6,150 0 1023780 1017630 1023780 1023780 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 79,550) 0 0 0 79,550 79,550 79,550 79,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.0 100.0 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 13 21 14 CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 848,800 COMMITMENTS 0 4,000 0 848,800 844,800 848,800 848,800 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,080) 0 0 0 4,080 4,080 4,080 4,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 11 17 12 CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 287,120 COMMITMENTS 9,528 808 1,160 276,432 285,152 287,120 287,120 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 4,896) -1,632 0 0 6,528 4,896 4,896 4,896 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.3 0.4 96.3 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 1 1 23 21 26 23 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 13,122 COMMITMENTS 1,669 593 376 10,890 11,773 12,935 12,742 187 380 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 513) 450 -62 62 1 513 513 513 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.5 2.9 83.0 89.7 98.6 97.1 1.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 1 3 18 17 24 21 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5MWh OPEN INTEREST: 1,107,497 COMMITMENTS 16,180 91,573 49,067 1042250 966,857 1107497 1107497 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 38,480) 0 -93,280 46,640 -8,160 85,120 38,480 38,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 8.3 4.4 94.1 87.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 14 13 16 14 MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 320,475 COMMITMENTS 1,000 0 0 319,475 320,475 320,475 320,475 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 21,000) 0 0 0 21,000 21,000 21,000 21,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 18 14 19 14 MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWH PER LOT OPEN INTEREST: 209,245 COMMITMENTS 3,650 0 0 205,595 209,245 209,245 209,245 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,785) 0 0 0 11,785 11,785 11,785 11,785 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 0.0 98.3 100.0 100.0 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,875 COMMITMENTS 855 1,240 334 19,838 20,328 21,027 21,902 1,849 973 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 224) -43 42 -84 352 286 225 244 -1 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 5.4 1.5 86.7 88.9 91.9 95.7 8.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 3 23 21 26 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 5 MWh OPEN INTEREST: 2,837,874 COMMITMENTS 11,765 285,363 261,805 2564304 2290706 2837874 2837874 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 225,699) -30,624 121,664 35,360 220,963 68,675 225,699 225,699 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 10.1 9.2 90.4 80.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 4 1 30 30 32 34 Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any multiple of 16 MWh OPEN INTEREST: 842,281 COMMITMENTS 5,941 90,952 46,344 789,996 704,985 842,281 842,281 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 48,692) 516 17,136 1,539 46,637 30,017 48,692 48,692 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 10.8 5.5 93.8 83.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 3 4 36 31 40 37 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWH OPEN INTEREST: 2,249,745 COMMITMENTS 0 0 0 2249745 2249745 2249745 2249745 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,520) 0 0 0 11,520 11,520 11,520 11,520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 10 21 10 N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 650,535 COMMITMENTS 0 0 0 650,535 650,535 650,535 650,535 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 6,930) 0 0 0 6,930 6,930 6,930 6,930 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 26 12 26 12 NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 568,499 COMMITMENTS 124,665 44 21,431 422,403 547,024 568,499 568,499 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 21,383) -886 0 70 22,199 21,313 21,383 21,383 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 0.0 3.8 74.3 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 3 31 30 34 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 41,814 COMMITMENTS 7,172 2,781 581 33,344 38,368 41,097 41,730 717 84 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,889) -280 332 -20 1,956 1,556 1,656 1,868 233 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 6.7 1.4 79.7 91.8 98.3 99.8 1.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 2 2 28 36 31 40 N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 26,204 COMMITMENTS 5,423 254 922 19,859 25,028 26,204 26,204 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 487) 79 -23 0 408 510 487 487 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 1.0 3.5 75.8 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 22 14 24 17 NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 245,856 COMMITMENTS 103,291 2,927 665 141,900 242,264 245,856 245,856 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,592) -1,024 1,296 0 3,616 1,296 2,592 2,592 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 1.2 0.3 57.7 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 14 10 16 13 NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 553,681 COMMITMENTS 9,154 4,513 26,733 517,794 522,435 553,681 553,681 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,152) 0 -816 0 1,152 1,968 1,152 1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.8 4.8 93.5 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 27 20 29 22 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 31,233 COMMITMENTS 5,994 0 20 24,412 30,622 30,426 30,642 807 591 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -480) -42 0 0 -126 -168 -168 -168 -312 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.0 0.1 78.2 98.0 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 24 20 27 21 NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 8,087 COMMITMENTS 0 507 21 6,842 7,243 6,863 7,771 1,224 316 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 231) -126 -84 0 889 378 763 294 -532 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.3 84.6 89.6 84.9 96.1 15.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 14 16 15 18 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 19,996 COMMITMENTS 2,826 0 63 17,046 19,851 19,935 19,914 61 82 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -409) -1,379 0 63 1,098 -409 -218 -346 -191 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.0 0.3 85.2 99.3 99.7 99.6 0.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 0 1 22 24 29 25 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 312,027 COMMITMENTS 50,498 408 2,448 259,081 308,763 312,027 311,619 0 408 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -639) -1,560 408 816 105 -2,271 -639 -1,047 0 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 0.1 0.8 83.0 99.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 1 24 20 28 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,882 COMMITMENTS 800 229 233 16,701 17,315 17,734 17,777 148 105 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 579) 0 -169 -42 600 748 558 537 21 42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 1.3 1.3 93.4 96.8 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 4 2 23 25 27 30 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 216,279 COMMITMENTS 2,033 816 0 214,246 215,463 216,279 216,279 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 7,069) 0 0 0 7,069 7,069 7,069 7,069 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.4 0.0 99.1 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 0 22 17 24 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 22,097 COMMITMENTS 0 1,152 2,533 19,564 18,412 22,097 22,097 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,663) 0 282 -435 -1,228 -1,510 -1,663 -1,663 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 11.5 88.5 83.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 18 21 19 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 160,555 COMMITMENTS 0 0 0 160,555 160,555 160,555 160,555 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 25,698) 0 0 0 25,698 25,698 25,698 25,698 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 17 17 17 17 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 212,420 COMMITMENTS 0 5,275 0 212,420 207,145 212,420 212,420 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 12 21 13 PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 Mwh OPEN INTEREST: 265,075 COMMITMENTS 0 0 0 265,075 265,075 265,075 265,075 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 51,100) 0 0 0 51,100 51,100 51,100 51,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 10 19 10 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 Mwh OPEN INTEREST: 924,643 COMMITMENTS 0 0 0 924,643 924,643 924,643 924,643 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 194,720) 0 0 0 194,720 194,720 194,720 194,720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 16 5 16 5 PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 165,010 COMMITMENTS 0 0 0 165,010 165,010 165,010 165,010 0 0 CHANGES FROM 11/12/13 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mwh OPEN INTEREST: 721,970 COMMITMENTS 0 0 0 721,970 721,970 721,970 721,970 0 0 CHANGES FROM 11/12/13 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| 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 11/12/13 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 1,150,944 COMMITMENTS 0 0 0 1150944 1150944 1150944 1150944 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 233,840) 0 0 0 233,840 233,840 233,840 233,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 302,945 COMMITMENTS 0 0 0 302,945 302,945 302,945 302,945 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 63,800) 0 0 0 63,800 63,800 63,800 63,800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 24 9 24 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 8,574,644 COMMITMENTS 197,276 0 0 8373648 8574644 8570924 8574644 3,720 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 860,685) 4,080 0 0 852,885 860,685 856,965 860,685 3,720 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.0 0.0 97.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 0 0 39 32 43 32 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 2,755,740 COMMITMENTS 54,655 0 0 2700035 2755740 2754690 2755740 1,050 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 284,540) 0 0 0 283,490 284,540 283,490 284,540 1,050 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 98.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 4 0 0 41 36 45 36 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 3,049,128 COMMITMENTS 575,636 362,846 126,520 2346971 2559762 3049128 3049128 0 -0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 52,779) 720 21,059 6,270 45,789 25,450 52,779 52,779 0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 11.9 4.1 77.0 84.0 100.0 100.0 0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 6 9 7 43 41 53 53 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- MWh (Megawatt Hours) OPEN INTEREST: 6,524,812 COMMITMENTS 211,323 199,015 154,484 6159005 6171313 6524812 6524812 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 61,232) 23,520 0 0 37,712 61,232 61,232 61,232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.1 2.4 94.4 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 5 2 3 36 30 41 35 PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 MWh OPEN INTEREST: 621,085 COMMITMENTS 0 410 0 621,085 620,675 621,085 621,085 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 25,580) 0 0 0 25,580 25,580 25,580 25,580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 5 MWh OPEN INTEREST: 2,095,526 COMMITMENTS 0 3,658 0 2095526 2091868 2095526 2095526 0 0 CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 13,560) 0 0 0 13,560 13,560 13,560 13,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 34) 0 1 0 28 16 28 17
Updated November 22, 2013