CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 California Carbon Allowances OPEN INTEREST: 14,188 COMMITMENTS 5,497 4,526 2,445 6,166 7,185 14,108 14,156 80 32 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,048) -233 185 560 716 303 1,043 1,048 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.7 31.9 17.2 43.5 50.6 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 7 6 4 10 7 19 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,878 COMMITMENTS 10,259 5,494 1,386 12,233 16,999 23,878 23,878 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 31) -3 0 3 31 28 31 31 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 23.0 5.8 51.2 71.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 7 4 3 9 9 18 15 RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 Regional Greenhouse Gas Initiative OPEN INTEREST: 15,053 COMMITMENTS 1,873 1,736 1,739 11,441 11,578 15,053 15,053 -0 -0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,044) -495 33 -6 1,545 1,017 1,044 1,044 -0 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 11.5 11.6 76.0 76.9 100.0 100.0 -0.0 -0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 4 3 13 9 18 14 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,342,869 COMMITMENTS 469,596 379,835 971,580 2871813 2979364 4312989 4330779 29,880 12,090 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 91,059) -17,620 59,356 2,257 108,445 26,446 93,082 88,059 -2,023 3,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 8.7 22.4 66.1 68.6 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 29 37 57 145 119 205 183 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,051,502 COMMITMENTS 105,754 90,612 954,232 990,798 1005472 2050784 2050316 718 1,186 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 51,104) 19,746 15,438 40,039 -8,267 -4,088 51,518 51,389 -414 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 4.4 46.5 48.3 49.0 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 23 20 39 50 49 90 91 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 207,182 COMMITMENTS 16,045 5,073 5,924 171,291 187,709 193,260 198,706 13,922 8,476 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,105) -456 1,383 576 6,533 2,401 6,653 4,360 -2,548 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 2.4 2.9 82.7 90.6 93.3 95.9 6.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 4 29 27 35 33 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 89,676 COMMITMENTS 2,989 1,172 774 79,519 83,809 83,282 85,755 6,394 3,921 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 806) -726 29 333 1,293 444 900 806 -94 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.3 0.9 88.7 93.5 92.9 95.6 7.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 24 21 26 23 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 206,252 COMMITMENTS 13,432 11,948 2,730 183,538 184,265 199,700 198,943 6,552 7,309 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,792) 263 410 -201 4,625 4,739 4,687 4,948 105 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 5.8 1.3 89.0 89.3 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 3 2 27 27 32 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 668,314 COMMITMENTS 41,647 3,265 12,083 611,139 648,914 664,869 664,262 3,445 4,052 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 7,302) -6,719 831 -274 13,004 5,782 6,011 6,339 1,291 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.5 1.8 91.4 97.1 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 1 4 4 52 38 56 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 245,114 COMMITMENTS 12,244 14,364 2,609 224,521 218,122 239,374 235,095 5,740 10,019 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,829) -2,369 8 907 7,957 3,846 6,495 4,761 -666 1,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.9 1.1 91.6 89.0 97.7 95.9 2.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 5 30 27 37 33 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 240,358 COMMITMENTS 0 5,996 3,383 232,865 222,278 236,248 231,657 4,110 8,701 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 7,904) 0 2,513 383 6,428 4,579 6,811 7,475 1,093 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 1.4 96.9 92.5 98.3 96.4 1.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 0 4 3 35 40 38 44 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 91,017 COMMITMENTS 7,406 0 2,332 76,721 83,392 86,459 85,724 4,558 5,293 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 6,937) 641 0 14 6,630 9,485 7,285 9,499 -348 -2,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 2.6 84.3 91.6 95.0 94.2 5.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 2 20 24 22 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,757 COMMITMENTS 6,277 4,036 5,342 77,846 88,318 89,465 97,696 13,292 5,061 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,496) -2,083 426 147 2,376 596 440 1,169 1,056 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 3.9 5.2 75.8 85.9 87.1 95.1 12.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 18 18 21 21 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 27,165 COMMITMENTS 488 0 0 25,818 26,739 26,306 26,739 859 426 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 3,940) 240 0 0 3,700 3,940 3,940 3,940 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.0 95.0 98.4 96.8 98.4 3.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 0 15 11 17 11 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 81,288 COMMITMENTS 1,226 2,539 937 70,456 70,829 72,619 74,305 8,669 6,983 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,391) 302 1,116 -257 1,432 1,509 1,477 2,368 914 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 3.1 1.2 86.7 87.1 89.3 91.4 10.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 2 17 16 19 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 212,729 COMMITMENTS 0 4,197 0 201,787 201,101 201,787 205,298 10,942 7,431 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 272) 0 1,177 0 272 -905 272 272 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 94.9 94.5 94.9 96.5 5.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 23 27 23 28 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,593 COMMITMENTS 0 0 0 78,684 82,301 78,684 82,301 6,909 3,292 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 923) 0 0 0 5,006 1,477 5,006 1,477 -4,083 -554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.9 96.2 91.9 96.2 8.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 22 20 22 20 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 300,178 COMMITMENTS 0 7,476 450 290,840 284,516 291,290 292,442 8,888 7,736 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 10,598) 0 436 0 14,576 9,939 14,576 10,375 -3,978 223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.1 96.9 94.8 97.0 97.4 3.0 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 0 1 1 42 33 43 34 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,273 COMMITMENTS 1,907 801 2,352 47,963 47,704 52,222 50,857 6,051 7,416 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,728) 659 439 -702 1,403 849 1,360 586 368 1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.4 4.0 82.3 81.9 89.6 87.3 10.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 2 18 21 20 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERCode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,632 COMMITMENTS 2,717 0 2,944 60,511 58,776 66,172 61,720 4,460 8,912 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 508) -103 0 -265 936 713 568 448 -60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 4.2 85.7 83.2 93.7 87.4 6.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 16 13 18 15 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,487 COMMITMENTS 14,678 1,812 0 74,763 83,942 89,441 85,754 1,046 4,733 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 6,611) 4,220 0 0 2,391 6,611 6,611 6,611 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.0 0.0 82.6 92.8 98.8 94.8 1.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 16 15 17 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,761 COMMITMENTS 19,116 7,892 0 58,397 67,701 77,513 75,593 248 2,168 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 7,380) 4,220 0 0 3,160 6,534 7,380 6,534 0 846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 10.1 0.0 75.1 87.1 99.7 97.2 0.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 5 8 0 22 28 27 36 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,871 COMMITMENTS 0 0 0 33,189 33,530 33,189 33,530 682 341 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,844) 0 0 0 2,968 2,844 2,968 2,844 -124 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 98.0 99.0 98.0 99.0 2.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 15 24 15 24 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 157,877 COMMITMENTS 1,359 309 870 145,820 147,766 148,049 148,945 9,828 8,932 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,008) 151 -492 337 2,753 4,844 3,241 4,689 767 -681 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.2 0.6 92.4 93.6 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 29 25 31 26 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 17,808 COMMITMENTS 1,507 2,204 0 13,975 13,898 15,482 16,102 2,326 1,706 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 390) 0 0 0 450 390 450 390 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 12.4 0.0 78.5 78.0 86.9 90.4 13.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 11 11 13 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERCode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 58,854 COMMITMENTS 287 2,114 1,412 51,718 50,326 53,417 53,852 5,437 5,002 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -882) -196 -1,545 477 -3,259 -1,212 -2,978 -2,280 2,096 1,398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 3.6 2.4 87.9 85.5 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 15 13 17 15 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,164 COMMITMENTS 338 512 1,931 101,418 97,640 103,687 100,083 2,477 6,081 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,884) -476 -938 790 1,570 3,240 1,884 3,092 0 -1,208 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.5 1.8 95.5 92.0 97.7 94.3 2.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 18 25 20 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 85,787 COMMITMENTS 3,257 2,349 77 76,512 78,491 79,846 80,917 5,941 4,870 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,186) -5 -120 0 2,789 1,103 2,784 983 -1,598 203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.7 0.1 89.2 91.5 93.1 94.3 6.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 21 17 23 19 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,660 COMMITMENTS 0 25,289 997 110,275 89,156 111,272 115,442 7,388 3,218 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 246) 0 -2,720 480 927 1,830 1,407 -410 -1,161 656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 21.3 0.8 92.9 75.1 93.8 97.3 6.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 15 13 16 16 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 220,912 COMMITMENTS 2,365 10,551 4,618 199,127 199,087 206,110 214,256 14,802 6,656 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,176) -421 -1,184 18 -1,632 1,552 -2,035 386 3,211 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 4.8 2.1 90.1 90.1 93.3 97.0 6.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 3 3 32 24 35 28 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,587 COMMITMENTS 1,984 1,200 0 20,732 22,800 22,716 24,000 1,871 587 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,500) 0 1,200 0 4,440 3,300 4,440 4,500 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.9 0.0 84.3 92.7 92.4 97.6 7.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 11 13 14 14 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 30,722 COMMITMENTS 744 0 0 29,064 30,412 29,808 30,412 914 310 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 548) 0 0 0 548 610 548 610 0 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 94.6 99.0 97.0 99.0 3.0 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 0 14 16 15 16 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 261,004 COMMITMENTS 0 30,958 2,719 251,050 223,202 253,769 256,879 7,235 4,125 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,719) -2,507 1,467 -1,800 9,937 7,957 5,630 7,624 89 -1,905 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.9 1.0 96.2 85.5 97.2 98.4 2.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 0 5 4 42 36 46 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 60,246 COMMITMENTS 5,451 0 0 50,209 53,939 55,660 53,939 4,586 6,307 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 774) -184 0 0 459 -771 275 -771 499 1,545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.0 0.0 83.3 89.5 92.4 89.5 7.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 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 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 81,402 COMMITMENTS 0 0 0 75,732 77,072 75,732 77,072 5,670 4,330 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 530) 0 0 0 319 410 319 410 211 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.0 94.7 93.0 94.7 7.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 19 16 19 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 57,606 COMMITMENTS 0 1,992 2,354 50,388 48,769 52,742 53,115 4,864 4,491 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,619) 0 60 428 2,361 2,655 2,789 3,143 -170 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 4.1 87.5 84.7 91.6 92.2 8.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 18 14 19 15 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 153,998 COMMITMENTS 22,389 8,710 18,506 112,723 126,099 153,618 153,314 380 683 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,856) -296 163 372 1,807 1,246 1,883 1,780 -27 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 5.7 12.0 73.2 81.9 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 12 9 17 52 53 71 72 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 46,451 COMMITMENTS 1,980 1,038 2,847 41,624 42,566 46,451 46,451 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 109) -278 77 99 288 -67 109 109 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 2.2 6.1 89.6 91.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 4 25 18 29 23 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 367,551 COMMITMENTS 26,552 0 21,289 319,710 346,262 367,551 367,551 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,018) -615 0 952 4,681 4,066 5,018 5,018 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 5.8 87.0 94.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 1 15 20 17 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,464,891 COMMITMENTS 37,625 23,314 63,061 1364205 1378516 1464891 1464891 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 7,901) -8,063 2,669 5,811 10,153 -579 7,901 7,901 -0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.6 4.3 93.1 94.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 4 6 40 43 49 51 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 46,808 COMMITMENTS 2,954 2,175 5,825 38,028 38,807 46,807 46,807 1 1 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,909) 390 -2,204 621 -3,920 -1,326 -2,909 -2,909 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 4.6 12.4 81.2 82.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 2 20 20 24 25 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 274,347 COMMITMENTS 0 54,022 10,630 263,717 209,695 274,347 274,347 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -18,558) -8 -7,353 -1,280 -17,270 -9,925 -18,558 -18,558 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 19.7 3.9 96.1 76.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 13 15 15 18 PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 609,971 COMMITMENTS 42,558 0 17,485 549,928 592,486 609,971 609,971 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -6,745) 1,569 0 -760 -7,554 -5,985 -6,745 -6,745 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 0.0 2.9 90.2 97.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 2 27 28 33 30 AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 50,044 COMMITMENTS 4,962 4,749 2,630 41,584 41,837 49,176 49,216 868 828 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -47) 94 -60 -57 -106 -161 -69 -278 22 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 9.5 5.3 83.1 83.6 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 4 21 24 26 28 AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,855 COMMITMENTS 100 250 50 42,085 42,305 42,235 42,605 620 250 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 100) 0 -50 50 50 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.6 0.1 98.2 98.7 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 1 1 27 18 29 19 PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,036 COMMITMENTS 0 600 0 54,676 54,196 54,676 54,796 360 240 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,075 1,075 1,075 1,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 0.0 99.3 98.5 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 30 17 30 18 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,755 COMMITMENTS 0 110 50 11,705 11,595 11,755 11,755 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,590) 0 -200 50 -1,640 -1,440 -1,590 -1,590 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.4 99.6 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 1 21 20 22 22 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 282,872 COMMITMENTS 12,776 0 3,968 266,128 278,904 282,872 282,872 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -4,816) 3,472 0 816 -9,104 -5,248 -4,816 -4,432 0 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.0 1.4 94.1 98.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 1 23 19 25 20 ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,318 COMMITMENTS 2,769 43 44 5,141 8,166 7,954 8,253 364 65 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,075) -231 -105 0 -1,122 -968 -1,353 -1,073 278 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 0.5 0.5 61.8 98.2 95.6 99.2 4.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 17 17 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,600 COMMITMENTS 4,250 150 150 12,200 16,300 16,600 16,600 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,200) -50 -250 -50 -1,100 -900 -1,200 -1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 0.9 0.9 73.5 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 16 11 18 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,020 COMMITMENTS 90 50 60 16,630 16,810 16,780 16,920 240 100 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,280) 0 -200 0 -2,280 -2,180 -2,280 -2,380 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.3 0.4 97.7 98.8 98.6 99.4 1.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 23 22 24 24 MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,361 COMMITMENTS 0 700 360 12,716 12,041 13,076 13,101 285 260 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -552) 0 15 -15 -562 -532 -577 -532 25 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.2 2.7 95.2 90.1 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 19 20 20 21 MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,885 COMMITMENTS 1,384 0 536 14,857 15,835 16,777 16,371 1,108 1,514 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -409) -142 0 -23 -245 -321 -410 -344 1 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 0.0 3.0 83.1 88.5 93.8 91.5 6.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 21 22 22 23 Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 41,423 COMMITMENTS 0 9,799 1,270 39,913 30,346 41,183 41,415 240 8 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,552) -430 659 86 2,029 807 1,685 1,552 -133 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.7 3.1 96.4 73.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 2 33 30 35 34 ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,621 COMMITMENTS 290 9,971 2,020 47,195 37,606 49,505 49,597 116 24 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,996) -10 2,216 -865 2,871 639 1,996 1,990 0 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 20.1 4.1 95.1 75.8 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 5 4 34 36 40 42 N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,225 COMMITMENTS 0 1,535 0 31,105 29,630 31,105 31,165 120 60 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,645) 0 0 0 1,645 1,645 1,645 1,645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.0 99.6 94.9 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 27 15 27 16 PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 42,305 COMMITMENTS 0 1,545 0 42,065 40,760 42,065 42,305 240 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 495) 0 0 0 495 495 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.7 0.0 99.4 96.3 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 0 30 17 30 18 ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 390,669 COMMITMENTS 72,451 9,943 25,777 292,441 354,949 390,669 390,669 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,131) 1,657 9,230 -1,551 5,025 -2,548 5,131 5,131 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 2.5 6.6 74.9 90.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 1 2 26 31 30 33 NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,588 COMMITMENTS 6,148 156 1,565 19,667 25,510 27,380 27,231 208 357 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 312) -646 0 385 532 -26 271 359 41 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 0.6 5.7 71.3 92.5 99.2 98.7 0.8 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 5 25 32 33 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 15,682 COMMITMENTS 759 353 1,249 13,674 14,080 15,682 15,682 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,352) -126 175 -300 -1,926 -2,227 -2,352 -2,352 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 2.3 8.0 87.2 89.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 21 10 26 12 PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 472,705 COMMITMENTS 8,164 1,894 21,562 442,979 449,249 472,705 472,705 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 3,539) 466 0 0 3,073 3,539 3,539 3,539 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.4 4.6 93.7 95.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 1 1 24 17 26 19 NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 47,638 COMMITMENTS 11,612 0 1,379 34,265 45,451 47,256 46,830 382 808 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 19 0 -19 95 114 95 95 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 0.0 2.9 71.9 95.4 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 0 1 19 19 23 20 NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 60,835 COMMITMENTS 0 3,904 0 60,835 56,931 60,835 60,835 0 0 CHANGES FROM 10/07/14 (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 6.4 0.0 100.0 93.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 12 11 13 NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,399 COMMITMENTS 5,950 1,508 688 10,296 14,626 16,934 16,822 465 577 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 836) 523 290 -36 349 582 836 836 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 8.7 4.0 59.2 84.1 97.3 96.7 2.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 17 22 23 26 NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 187,447 COMMITMENTS 45,165 0 2,304 139,978 185,143 187,447 187,447 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,729) 1,350 0 -1,643 -2,436 -1,086 -2,729 -2,729 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.0 1.2 74.7 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 2 17 19 21 21 NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 11,905 COMMITMENTS 2,547 316 349 8,878 11,071 11,774 11,736 131 169 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 249) 101 -76 35 113 290 249 249 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 2.7 2.9 74.6 93.0 98.9 98.6 1.1 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 19 22 24 26 NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 119,191 COMMITMENTS 15,947 0 784 102,460 118,407 119,191 119,191 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,329) 3,238 0 -1,668 759 3,997 2,329 2,329 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 0.0 0.7 86.0 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 0 2 17 16 20 18 PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 21,386 COMMITMENTS 0 1,509 1,861 19,501 18,016 21,362 21,386 24 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 254) 0 0 0 254 254 254 254 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 8.7 91.2 84.2 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 14 18 15 PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 202,711 COMMITMENTS 3,536 0 4,168 195,007 198,543 202,711 202,711 0 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.0 2.1 96.2 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 14 9 15 10 PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 104,432 COMMITMENTS 411 887 2,092 8,840 8,364 11,343 11,343 93,090 93,090 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -3,706) 29 -50 -57 -285 -204 -312 -310 -3,394 -3,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.8 2.0 8.5 8.0 10.9 10.9 89.1 89.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 4 17 18 21 23 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,580 COMMITMENTS 0 975 50 20,970 20,555 21,020 21,580 560 0 CHANGES FROM 10/07/14 (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 4.5 0.2 97.2 95.3 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 13 19 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,600 COMMITMENTS 0 1,000 0 18,050 17,600 18,050 18,600 550 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.0 97.0 94.6 97.0 100.0 3.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,190 COMMITMENTS 0 600 0 17,190 16,500 17,190 17,100 0 90 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,120) 0 600 0 1,120 520 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 100.0 96.0 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 21 10 21 11 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,870 COMMITMENTS 0 0 0 11,870 11,840 11,870 11,840 0 30 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 99.7 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 9 17 9 PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,795 COMMITMENTS 200 50 0 18,960 19,745 19,160 19,795 635 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 320) 0 0 0 -40 320 -40 320 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.3 0.0 95.8 99.7 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 16 10 18 11 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,660 COMMITMENTS 300 0 0 17,535 18,660 17,835 18,660 825 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 94.0 100.0 95.6 100.0 4.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 18 7 19 7 PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,008 COMMITMENTS 300 0 0 18,793 20,008 19,093 20,008 915 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 100) 0 0 0 325 100 325 100 -225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 93.9 100.0 95.4 100.0 4.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 20 9 21 9 PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,600 COMMITMENTS 2,445 1,020 300 107,825 109,280 110,570 110,600 30 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 40) -50 0 50 40 -10 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.9 0.3 97.5 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 2 1 33 31 36 34 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 130,261 COMMITMENTS 4,195 1,080 275 125,790 128,906 130,260 130,261 1 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,315) 50 0 0 -2,365 -2,315 -2,315 -2,315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 0.8 0.2 96.6 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 4 2 40 33 46 38 PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 157,852 COMMITMENTS 20,355 6,004 8,612 128,121 142,347 157,087 156,962 765 890 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -732) -3,126 -553 770 1,420 -1,171 -937 -954 205 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 3.8 5.5 81.2 90.2 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 9 5 11 43 37 57 48 PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 96,230 COMMITMENTS 3,675 2,220 1,695 90,710 92,315 96,080 96,230 150 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 495) -120 0 100 520 395 500 495 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.3 1.8 94.3 95.9 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 6 2 5 34 31 41 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,085 COMMITMENTS 525 1,570 50 19,835 19,465 20,410 21,085 675 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 7.4 0.2 94.1 92.3 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 24 14 26 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,330 COMMITMENTS 550 515 0 18,280 18,815 18,830 19,330 500 0 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.7 0.0 94.6 97.3 97.4 100.0 2.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 23 13 24 15 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 7,430 COMMITMENTS 295 0 15 6,455 6,900 6,765 6,915 665 515 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 105) 0 0 0 -80 125 -80 125 185 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.0 0.2 86.9 92.9 91.0 93.1 9.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 16 14 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,136 COMMITMENTS 4,638 1,330 1,070 14,624 18,532 20,332 20,932 804 204 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 606) 65 0 20 535 550 620 570 -14 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 6.3 5.1 69.2 87.7 96.2 99.0 3.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 3 22 19 27 23 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,765 COMMITMENTS 4,500 610 75 8,455 13,008 13,030 13,693 735 72 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 223) 0 140 -40 281 155 241 255 -18 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 4.4 0.5 61.4 94.5 94.7 99.5 5.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 19 20 21 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,379 COMMITMENTS 125 2,640 675 17,273 14,974 18,073 18,289 306 90 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 356) 0 -300 0 246 656 246 356 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 14.4 3.7 94.0 81.5 98.3 99.5 1.7 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 3 2 26 20 28 24 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,832 COMMITMENTS 210 1,127 25 13,246 12,670 13,481 13,822 351 10 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 495) 0 0 0 797 495 797 495 -302 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 8.1 0.2 95.8 91.6 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 24 20 25 23 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,337 COMMITMENTS 0 750 0 9,907 9,567 9,907 10,317 430 20 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 50) 0 50 0 -70 0 -70 50 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.0 95.8 92.6 95.8 99.8 4.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 13 13 13 15 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 10,125 COMMITMENTS 350 1,740 460 9,155 7,910 9,965 10,110 160 15 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 325) 0 -120 120 100 325 220 325 105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 17.2 4.5 90.4 78.1 98.4 99.9 1.6 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 21 20 23 22 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 8,204 COMMITMENTS 1,420 200 430 5,844 7,504 7,694 8,134 510 70 CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 205) 300 0 0 -95 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 2.4 5.2 71.2 91.5 93.8 99.1 6.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 14 16 16
Updated October 17, 2014