CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 19,373 COMMITMENTS 8,082 3,984 428 10,863 14,961 19,373 19,373 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6) 5 0 -5 -6 -1 -6 -6 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.7 20.6 2.2 56.1 77.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 8 3 2 9 7 17 12 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,947,436 COMMITMENTS 1016056 136,467 1132382 2767570 3661626 4916008 4930475 31,428 16,961 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 36,908) -15,177 1,005 -9,805 61,620 46,391 36,638 37,591 270 -683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 2.8 22.9 55.9 74.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 41 24 59 134 117 199 178 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,196,050 COMMITMENTS 33,166 35,800 906,399 1255846 1253175 2195411 2195374 638 675 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 17,991) 1,610 -1,911 15,874 1,061 3,526 18,545 17,490 -554 502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 1.6 41.3 57.2 57.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 18 22 35 53 56 89 95 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 235,548 COMMITMENTS 25,329 3,471 8,549 186,797 213,934 220,675 225,954 14,873 9,594 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -17,285) -7,218 1,353 -1,168 -7,128 -17,663 -15,514 -17,478 -1,771 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 1.5 3.6 79.3 90.8 93.7 95.9 6.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 5 29 31 36 36 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 129,660 COMMITMENTS 2,233 2,139 1,532 117,218 123,297 120,983 126,968 8,677 2,692 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -9,273) -1,890 -465 -5 -7,338 -8,385 -9,233 -8,855 -40 -418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.6 1.2 90.4 95.1 93.3 97.9 6.7 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 2 1 31 26 33 29 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 196,549 COMMITMENTS 23,560 4,558 2,589 160,585 179,095 186,734 186,242 9,815 10,307 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,245) -4,496 1,779 -1,613 -7,522 -14,461 -13,631 -14,295 386 1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 2.3 1.3 81.7 91.1 95.0 94.8 5.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 2 2 20 23 25 26 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 759,970 COMMITMENTS 68,959 3,260 11,375 675,155 737,025 755,489 751,660 4,481 8,310 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -40,559) -2,020 397 -1,251 -38,138 -40,164 -41,409 -41,018 850 459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.4 1.5 88.8 97.0 99.4 98.9 0.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 4 4 49 39 55 44 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 220,362 COMMITMENTS 22,672 15,142 1,361 181,482 198,442 205,515 214,945 14,847 5,417 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,431) 560 0 -91 -12,189 -9,660 -11,720 -9,751 1,289 -680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 6.9 0.6 82.4 90.1 93.3 97.5 6.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 1 23 24 28 26 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 210,912 COMMITMENTS 878 0 3,281 202,211 199,478 206,370 202,759 4,542 8,153 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -13,420) 176 0 -1 -13,145 -14,629 -12,970 -14,630 -450 1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 1.6 95.9 94.6 97.8 96.1 2.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 0 2 31 34 33 36 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 97,286 COMMITMENTS 9,717 1,836 563 82,843 82,470 93,123 84,869 4,163 12,417 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,457) 886 304 -2,451 -4,744 -4,396 -6,309 -6,543 -148 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.9 0.6 85.2 84.8 95.7 87.2 4.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 18 17 21 19 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,160 COMMITMENTS 6,372 10,841 7,893 91,775 90,842 106,040 109,576 10,120 6,584 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,665) -1,360 3,298 -4,584 -7,275 -10,608 -13,219 -11,894 1,554 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 9.3 6.8 79.0 78.2 91.3 94.3 8.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 4 19 23 24 27 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,989 COMMITMENTS 0 5,266 2,235 58,523 53,789 60,758 61,290 9,231 8,699 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,248) 0 -251 -280 -5,527 -5,032 -5,807 -5,563 -441 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 3.2 83.6 76.9 86.8 87.6 13.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 2 14 16 16 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 171,304 COMMITMENTS 1,184 0 360 160,433 166,233 161,977 166,593 9,327 4,711 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,262) -152 0 0 -11,320 -10,751 -11,472 -10,751 210 -511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.2 93.7 97.0 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 0 1 26 23 28 24 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 83,347 COMMITMENTS 0 0 0 73,981 78,888 73,981 78,888 9,366 4,459 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -7,244) 0 0 0 -6,266 -7,111 -6,266 -7,111 -978 -133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.8 94.7 88.8 94.7 11.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 19 20 19 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 292,109 COMMITMENTS 4,779 3,185 0 280,101 281,905 284,880 285,090 7,229 7,019 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -14,659) -496 -775 0 -13,406 -13,009 -13,902 -13,784 -757 -875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.1 0.0 95.9 96.5 97.5 97.6 2.5 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 2 0 43 36 44 38 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,255 COMMITMENTS 2,418 12,305 1,551 65,972 51,814 69,941 65,670 4,314 8,585 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,525) -395 -4,798 149 -6,005 -3,295 -6,251 -7,944 -2,274 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 16.6 2.1 88.8 69.8 94.2 88.4 5.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 4 16 17 21 22 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 72,160 COMMITMENTS 1,465 0 2,318 59,947 63,815 63,730 66,133 8,430 6,027 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,869) -564 0 15 -4,653 -5,110 -5,202 -5,095 -667 -774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 3.2 83.1 88.4 88.3 91.6 11.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 14 15 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,654 COMMITMENTS 15,221 5,012 1,410 38,465 43,834 55,096 50,256 558 5,398 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -31,574) -7,841 -9,673 -2,931 -20,542 -21,615 -31,314 -34,219 -260 2,645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 9.0 2.5 69.1 78.8 99.0 90.3 1.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 5 2 18 19 27 24 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,323 COMMITMENTS 0 0 0 30,753 31,993 30,753 31,993 2,570 1,330 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,730) 0 -210 0 -11,671 -10,860 -11,671 -11,070 -59 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 96.0 92.3 96.0 7.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 10 15 10 15 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 116,461 COMMITMENTS 0 1,683 0 101,644 105,795 101,644 107,478 14,817 8,983 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,963) 0 -155 0 -3,448 -969 -3,448 -1,124 1,485 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 0.0 87.3 90.8 87.3 92.3 12.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 27 22 27 23 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 94,313 COMMITMENTS 0 1,887 1,654 85,415 80,957 87,069 84,498 7,244 9,815 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,995) 0 -3,065 0 -7,855 -5,165 -7,855 -8,230 -1,140 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 1.8 90.6 85.8 92.3 89.6 7.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 20 19 22 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,457 COMMITMENTS 448 7,079 1,621 71,197 65,456 73,266 74,156 5,191 4,301 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,408) -619 674 -61 -1,998 -3,972 -2,678 -3,359 -730 -49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 9.0 2.1 90.7 83.4 93.4 94.5 6.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 16 12 18 14 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,432 COMMITMENTS 592 9,984 875 105,930 99,706 107,397 110,565 6,035 2,867 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,407) 592 -471 -182 -5,417 -3,654 -5,007 -4,307 600 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 8.8 0.8 93.4 87.9 94.7 97.5 5.3 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 14 17 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 263,915 COMMITMENTS 2,609 46,127 4,264 239,517 202,222 246,390 252,613 17,525 11,302 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -15,445) 680 -7,693 -1,694 -12,800 -6,277 -13,814 -15,664 -1,631 219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 17.5 1.6 90.8 76.6 93.4 95.7 6.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 3 31 22 34 26 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 25,389 COMMITMENTS 4,295 620 0 20,542 24,335 24,837 24,955 552 434 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -11,044) -4,472 0 0 -6,154 -10,750 -10,626 -10,750 -418 -294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 2.4 0.0 80.9 95.8 97.8 98.3 2.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 10 12 12 13 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 37,284 COMMITMENTS 4,238 0 0 30,587 36,545 34,825 36,545 2,459 739 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,354) -1,680 0 0 -4,051 -6,054 -5,731 -6,054 -623 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 0.0 0.0 82.0 98.0 93.4 98.0 6.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 0 9 13 11 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 261,818 COMMITMENTS 3,400 39,647 5,763 239,497 210,276 248,660 255,686 13,158 6,132 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -12,272) -1,359 407 -48 -12,890 -13,662 -14,297 -13,303 2,025 1,031 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 15.1 2.2 91.5 80.3 95.0 97.7 5.0 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 4 6 5 38 30 45 38 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 77,657 COMMITMENTS 9,072 0 0 64,191 74,719 73,263 74,719 4,394 2,938 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,101) 588 0 0 -4,073 -3,849 -3,485 -3,849 -616 -252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 0.0 0.0 82.7 96.2 94.3 96.2 5.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 17 18 18 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 83,675 COMMITMENTS 0 1,224 0 78,609 79,974 78,609 81,198 5,066 2,477 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,487) 0 -248 0 -4,898 -4,960 -4,898 -5,208 -589 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 93.9 95.6 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 21 18 21 19 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,699 COMMITMENTS 0 5,374 1,242 60,904 62,333 62,146 68,949 8,553 1,750 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,271) 0 135 -12 -3,208 -4,432 -3,220 -4,309 -1,051 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 1.8 86.1 88.2 87.9 97.5 12.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 20 17 22 19 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 150,262 COMMITMENTS 14,948 8,295 16,801 117,553 124,654 149,301 149,750 961 512 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,565) 823 -123 -726 -2,541 -1,365 -2,444 -2,214 -1,121 -1,351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 5.5 11.2 78.2 83.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 11 8 15 52 55 68 73 MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,633 COMMITMENTS 6,511 424 1,410 43,712 49,799 51,633 51,633 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,859) 178 6 -131 -1,906 -1,734 -1,859 -1,859 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.8 2.7 84.7 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 3 24 20 28 23 MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 423,362 COMMITMENTS 38,341 984 21,439 363,582 400,939 423,362 423,362 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -32,626) 10,105 -304 -3,360 -39,371 -28,962 -32,626 -32,626 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.2 5.1 85.9 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 2 22 21 26 24 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,504,749 COMMITMENTS 51,418 15,359 68,325 1385006 1402409 1504749 1486093 0 18,656 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -49,094) 3,453 2,241 -624 -48,130 -46,918 -45,301 -45,301 -3,793 -3,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.0 4.5 92.0 93.2 100.0 98.8 0.0 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 3 5 44 43 50 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 52,921 COMMITMENTS 804 8,708 4,270 47,847 39,943 52,921 52,921 0 -0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 85) 217 152 -329 196 261 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 16.5 8.1 90.4 75.5 100.0 100.0 0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 5 4 24 21 28 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 309,009 COMMITMENTS 1,600 14,151 33,612 273,797 261,246 309,009 309,009 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -590) 512 -4,945 1,441 -2,543 2,914 -590 -590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 4.6 10.9 88.6 84.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 17 16 20 20 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 643,498 COMMITMENTS 34,525 0 10,489 598,484 633,009 643,498 643,498 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -28,208) 736 0 -1,512 -27,432 -26,696 -28,208 -28,208 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.0 1.6 93.0 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 1 27 26 30 27 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 53,370 COMMITMENTS 9,107 0 1,463 42,355 50,359 52,925 51,822 445 1,548 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,618) 373 0 -841 -5,980 -5,667 -6,448 -6,508 -170 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.0 2.7 79.4 94.4 99.2 97.1 0.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 0 4 27 27 33 31 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,430 COMMITMENTS 150 0 0 35,100 35,430 35,250 35,430 180 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,200) 50 0 0 -3,250 -3,200 -3,200 -3,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.0 0.0 99.1 100.0 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 16 20 16 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 3,550 COMMITMENTS 0 450 0 3,500 2,750 3,500 3,200 50 350 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,850) 0 400 -250 -1,500 -2,150 -1,750 -2,000 -100 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.7 0.0 98.6 77.5 98.6 90.1 1.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 12 8 12 10 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,110 COMMITMENTS 0 300 200 53,910 53,610 54,110 54,110 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,850) -700 300 100 -4,250 -5,250 -4,850 -4,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.6 0.4 99.6 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 27 14 28 15 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,225 COMMITMENTS 50 700 0 11,175 10,525 11,225 11,225 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 6.2 0.0 99.6 93.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 17 18 18 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 265,384 COMMITMENTS 13,672 768 3,104 248,608 261,512 265,384 265,384 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,560) -816 -384 -384 -2,360 -2,792 -3,560 -3,560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.3 1.2 93.7 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 2 21 18 24 21 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 11,808 COMMITMENTS 2,920 664 172 8,350 10,609 11,442 11,445 366 363 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 171) 21 213 0 209 0 230 213 -59 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 5.6 1.5 70.7 89.8 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 3 14 14 19 19 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,750 COMMITMENTS 2,750 300 550 12,450 14,900 15,750 15,750 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 1.9 3.5 79.0 94.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 11 12 13 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,585 COMMITMENTS 750 1,600 0 14,825 13,985 15,575 15,585 10 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 350) 0 100 0 350 250 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 10.3 0.0 95.1 89.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 0 21 18 24 19 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,491 COMMITMENTS 365 0 60 9,346 10,131 9,771 10,191 720 300 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 655) 300 0 0 215 675 515 675 140 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.0 0.6 89.1 96.6 93.1 97.1 6.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 21 17 22 18 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 22,610 COMMITMENTS 1,509 86 578 20,225 20,452 22,312 21,116 298 1,494 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -257) 64 -63 0 -321 -215 -257 -278 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 0.4 2.6 89.5 90.5 98.7 93.4 1.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 1 26 23 28 25 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,620 COMMITMENTS 0 3,170 3,105 32,375 29,225 35,480 35,500 140 120 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,980) 0 -365 -450 -1,565 -1,285 -2,015 -2,100 35 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 8.7 90.9 82.0 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 3 2 31 24 33 28 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,059 COMMITMENTS 900 1,859 4,114 35,806 35,086 40,820 41,059 239 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,119) -75 -867 17 -2,091 -1,269 -2,149 -2,119 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 4.5 10.0 87.2 85.5 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 3 4 34 29 41 34 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 30,825 COMMITMENTS 550 50 0 30,275 30,465 30,825 30,515 0 310 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,050) 400 50 0 -2,450 -2,100 -2,050 -2,050 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.2 0.0 98.2 98.8 100.0 99.0 0.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 9 20 10 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,845 COMMITMENTS 500 50 0 34,345 34,795 34,845 34,845 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -955) 450 0 0 -1,405 -955 -955 -955 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.1 0.0 98.6 99.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 24 14 25 15 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 475,623 COMMITMENTS 58,832 5,768 34,689 382,102 435,166 475,623 475,623 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -18,528) -4,593 1,528 -5,215 -8,720 -14,841 -18,528 -18,528 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 1.2 7.3 80.3 91.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 1 2 28 27 31 30 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 33,200 COMMITMENTS 5,445 1,678 1,557 25,264 29,627 32,266 32,862 934 338 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,837) 972 -48 -665 -2,101 -1,399 -1,794 -2,112 -43 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 5.1 4.7 76.1 89.2 97.2 99.0 2.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 4 28 28 33 35 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,036 COMMITMENTS 4,563 216 1,228 14,245 18,592 20,036 20,036 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 293) 77 216 0 216 77 293 293 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 1.1 6.1 71.1 92.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 13 21 15 CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25MWh OPEN INTEREST: 207,280 COMMITMENTS 88,702 0 2,736 115,842 204,544 207,280 207,280 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 0.0 1.3 55.9 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 0 2 15 10 18 12 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 468,365 COMMITMENTS 3,161 11,240 15,945 449,259 441,180 468,365 468,365 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,313) -368 736 -1,104 -3,841 -4,945 -5,313 -5,313 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.4 3.4 95.9 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 23 19 25 20 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 27,623 COMMITMENTS 5,085 0 257 21,365 26,814 26,707 27,071 916 552 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 1,173) 1 0 -171 960 1,346 790 1,175 383 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.0 0.9 77.3 97.1 96.7 98.0 3.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 0 1 21 19 24 20 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,843 COMMITMENTS 2,082 1,574 0 15,313 15,716 17,395 17,290 448 553 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -289) -23 531 -43 -201 -777 -267 -289 -22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 8.8 0.0 85.8 88.1 97.5 96.9 2.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 20 19 24 20 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 230,592 COMMITMENTS 38,150 2,424 384 192,058 227,784 230,592 230,592 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -10,832) -1,472 2,032 0 -9,360 -12,864 -10,832 -10,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 1.1 0.2 83.3 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 1 16 20 19 22 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,343 COMMITMENTS 1,510 0 742 9,918 11,346 12,170 12,088 173 255 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -693) -477 0 318 -447 -967 -606 -649 -87 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 6.0 80.4 91.9 98.6 97.9 1.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 0 2 19 21 24 23 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 146,177 COMMITMENTS 9,998 0 0 136,179 146,177 146,177 146,177 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -8,832) -3,280 0 0 -5,552 -8,832 -8,832 -8,832 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.0 0.0 93.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 16 17 19 17 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 20,694 COMMITMENTS 0 2,386 2,359 18,335 15,949 20,694 20,694 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -691) 0 -256 126 -817 -561 -691 -691 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.5 11.4 88.6 77.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 16 20 17 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 146,121 COMMITMENTS 7,712 0 0 138,409 146,121 146,121 146,121 0 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,855) -608 0 0 -1,247 -1,855 -1,855 -1,855 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.0 0.0 94.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 11 13 11 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,310 COMMITMENTS 200 100 0 8,510 9,200 8,710 9,300 600 10 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 195) 0 -100 0 250 305 250 205 -55 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 1.1 0.0 91.4 98.8 93.6 99.9 6.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 14 14 15 15 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,250 COMMITMENTS 100 0 0 9,460 10,200 9,560 10,200 690 50 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 280) 0 -75 0 340 365 340 290 -60 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.0 0.0 92.3 99.5 93.3 99.5 6.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 12 13 13 13 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,140 COMMITMENTS 0 1,000 0 24,920 24,140 24,920 25,140 220 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 480) 0 -50 0 510 530 510 480 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 99.1 96.0 99.1 100.0 0.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 0 18 12 18 14 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,160 COMMITMENTS 0 900 0 20,810 20,260 20,810 21,160 350 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 345) 0 0 0 385 345 385 345 -40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 98.3 95.7 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 10 16 11 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,430 COMMITMENTS 0 0 0 9,115 9,350 9,115 9,350 315 80 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -640) 0 0 0 -625 -630 -625 -630 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 99.2 96.7 99.2 3.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 16 20 16 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,365 COMMITMENTS 0 200 0 24,085 24,165 24,085 24,365 280 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -280) 0 0 0 -335 -280 -335 -280 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.8 0.0 98.9 99.2 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 21 12 21 13 PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,330 COMMITMENTS 0 0 0 20,620 21,315 20,620 21,315 710 15 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -440) 0 0 0 -435 -425 -435 -425 -5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 99.9 96.7 99.9 3.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 12 18 12 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,240 COMMITMENTS 0 0 0 21,650 22,235 21,650 22,235 590 5 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,200) 0 0 0 -1,215 -955 -1,215 -955 15 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.3 100.0 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 19 9 19 9 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,035 COMMITMENTS 0 0 0 22,265 23,030 22,265 23,030 770 5 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -940) 0 0 0 -1,070 -695 -1,070 -695 130 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 100.0 96.7 100.0 3.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 11 20 11 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 124,495 COMMITMENTS 2,030 200 0 122,315 124,195 124,345 124,395 150 100 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -4,670) -435 0 0 -4,210 -4,670 -4,645 -4,670 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.2 0.0 98.2 99.8 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 1 0 39 32 42 33 PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 161,521 COMMITMENTS 3,055 0 100 158,231 161,421 161,386 161,521 135 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -5,415) 805 -460 -715 -5,480 -4,240 -5,390 -5,415 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.0 0.1 98.0 99.9 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 4 0 1 39 34 43 35 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 146,000 COMMITMENTS 21,647 4,535 9,211 114,923 131,929 145,781 145,675 219 325 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -6,536) -1,017 -1,711 916 -6,252 -5,616 -6,353 -6,411 -183 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 3.1 6.3 78.7 90.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 7 7 10 43 41 56 52 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 95,520 COMMITMENTS 2,730 2,170 1,910 90,785 91,440 95,425 95,520 95 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,555) -545 -350 255 -3,265 -3,460 -3,555 -3,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.3 2.0 95.0 95.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 2 4 35 32 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 26,655 COMMITMENTS 0 825 0 26,125 25,830 26,125 26,655 530 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,265) 0 -50 0 -1,250 -1,215 -1,250 -1,265 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 98.0 96.9 98.0 100.0 2.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 0 25 15 25 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,985 COMMITMENTS 0 350 0 23,765 23,345 23,765 23,695 220 290 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,815) 0 -50 0 -1,795 -1,765 -1,795 -1,815 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.5 0.0 99.1 97.3 99.1 98.8 0.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 28 12 28 13 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,595 COMMITMENTS 1,258 400 65 8,061 9,130 9,384 9,595 211 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -506) -70 -50 -35 -396 -421 -501 -506 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 4.2 0.7 84.0 95.2 97.8 100.0 2.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 22 21 25 23 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,336 COMMITMENTS 25 1,740 50 11,032 9,491 11,107 11,281 229 55 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -395) -124 120 -75 -242 -450 -441 -405 46 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 15.3 0.4 97.3 83.7 98.0 99.5 2.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 1 21 19 23 23 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,890 COMMITMENTS 0 0 0 8,770 8,890 8,770 8,890 120 0 CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -140) 0 0 0 220 -10 220 -10 -360 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 18 16 18 16
Updated May 9, 2014