extra wire left after thermostat install

I just installed a filtrete 3m25 thermostat on my system. We just bought the house as a foreclosure and the previous owner had removed the thermostat so there were no wire locations to reference... My system is a Tempstar heat pump (model n2h348akb300) with an Trane air handler (model twe048c140f4) that has a coil auxiliary heat... I removed the panel on the air handler to verify the wire colors and locations. I have the system wired per the filtrete installation manual as a "5 wire heat pump w/aux heat" and jumpers set as recommended. The problem is that there is one wire left that I do not know where to attach. It runs from the thermostat to the air handler, it is not attached to a terminal in the air handler, it is however attached to another wire that runs to the tempstar heat pump outside where it is attached to the defrost board and labeled as w2... Is this supposed to attach somewhere in the thermostat, or is it supposed to be attached in the air handler?

the wires I have attached are as follows...
Air handler - Thermostat
O - O
B - C
W2 - W2 (Energizes aux heat coil)
Y - Y
R - RH
G - G

When I power up the system everything seams to work just fine, however I am not sure about the function of the w2 wire running from the compressor.

Thank you for all reply's.