CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,031 COMMITMENTS 9,796 3,215 511 12,664 19,305 22,971 23,031 60 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,163) 813 -1,463 -800 -1,166 1,100 -1,153 -1,163 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 14.0 2.2 55.0 83.8 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 5 4 9 10 22 17 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,515 COMMITMENTS 5,295 5,764 1,000 18,220 17,751 24,515 24,515 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,775) 820 -805 -945 -1,650 -25 -1,775 -1,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 23.5 4.1 74.3 72.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 3 1 7 7 13 11 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 25,005 COMMITMENTS 3,669 2,767 1,050 20,286 21,188 25,005 25,005 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -551) 443 68 -293 -701 -326 -551 -551 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 11.1 4.2 81.1 84.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 6 3 10 9 16 16 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,947,134 COMMITMENTS 333,864 271,555 760,898 2818032 2900062 3912794 3932515 34,340 14,619 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -246,541) 710 -82,491 -55,928 -190,763 -110,364 -245,981 -248,783 -560 2,242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 6.9 19.3 71.4 73.5 99.1 99.6 0.9 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 30 39 55 138 120 199 184 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 326,468 COMMITMENTS 97,229 62,277 67,417 161,800 196,381 326,446 326,075 22 393 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -47,719) -6,168 -14,245 -10,211 -31,168 -23,224 -47,547 -47,680 -172 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 19.1 20.7 49.6 60.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 16 14 19 36 31 61 55 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 259,284 COMMITMENTS 9,673 8,327 3,278 231,606 242,057 244,557 253,662 14,727 5,622 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,637) -154 553 987 4,641 4,126 5,474 5,666 163 -29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 3.2 1.3 89.3 93.4 94.3 97.8 5.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 4 8 6 35 35 45 43 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 127,444 COMMITMENTS 5,620 217 1,618 114,311 121,125 121,549 122,960 5,895 4,484 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,642) -901 -1,412 573 319 2,423 -9 1,584 1,651 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.2 1.3 89.7 95.0 95.4 96.5 4.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 1 3 30 32 35 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 212,195 COMMITMENTS 91 10,138 3,291 200,478 187,430 203,860 200,859 8,335 11,336 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,551) -61 -1,235 -68 5,288 3,993 5,159 2,690 392 2,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.8 1.6 94.5 88.3 96.1 94.7 3.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 6 4 29 32 33 39 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 662,087 COMMITMENTS 7,001 1,194 1,887 642,768 655,100 651,656 658,181 10,431 3,906 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -400) -556 -76 121 -2,990 -414 -3,425 -369 3,025 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.2 0.3 97.1 98.9 98.4 99.4 1.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 2 5 52 40 59 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 333,248 COMMITMENTS 1,426 10,072 1,013 321,663 314,671 324,102 325,756 9,146 7,492 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 9,953) -3,242 648 -358 12,466 9,974 8,866 10,264 1,087 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.0 0.3 96.5 94.4 97.3 97.8 2.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 2 4 2 38 38 41 43 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 241,189 COMMITMENTS 4,178 2,630 6,256 225,646 227,858 236,080 236,744 5,109 4,445 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 7,042) -131 -503 818 6,641 7,987 7,328 8,302 -286 -1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 1.1 2.6 93.6 94.5 97.9 98.2 2.1 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 4 5 37 44 44 50 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,142 COMMITMENTS 1,241 4,109 3,685 96,516 94,069 101,442 101,863 7,700 7,279 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,408) 0 1,693 -920 1,866 -312 946 461 462 947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 3.8 3.4 88.4 86.2 92.9 93.3 7.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 2 23 26 26 29 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,368 COMMITMENTS 1,069 7,277 2,855 94,949 90,700 98,873 100,832 6,495 4,536 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 7,886) 758 -3,019 999 5,350 10,421 7,107 8,401 779 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 6.9 2.7 90.1 86.1 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 5 4 33 30 37 37 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,695 COMMITMENTS 390 611 0 20,210 20,568 20,600 21,179 1,095 516 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 60) 0 270 0 -150 0 -150 270 210 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.8 0.0 93.2 94.8 95.0 97.6 5.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 14 11 15 12 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 78,275 COMMITMENTS 130 3,083 1,403 69,823 63,559 71,356 68,045 6,919 10,230 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,015) -62 -942 144 812 2,373 894 1,575 121 -560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.9 1.8 89.2 81.2 91.2 86.9 8.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 18 19 20 21 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 186,536 COMMITMENTS 390 0 0 180,024 180,125 180,414 180,125 6,122 6,411 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 92) 30 0 0 2 123 32 123 60 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 96.5 96.6 96.7 96.6 3.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 27 23 28 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 91,731 COMMITMENTS 0 0 0 83,373 86,935 83,373 86,935 8,358 4,796 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,079) 0 0 0 1,623 2,448 1,623 2,448 456 -369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.9 94.8 90.9 94.8 9.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 16 20 16 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 16,948 COMMITMENTS 0 341 0 15,662 15,380 15,662 15,721 1,286 1,227 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 92.4 90.7 92.4 92.8 7.6 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 11 10 11 11 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 348,954 COMMITMENTS 864 0 4,049 329,868 334,890 334,781 338,939 14,173 10,015 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 4,626) 144 0 362 3,824 4,779 4,330 5,141 296 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 1.2 94.5 96.0 95.9 97.1 4.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 0 3 47 41 50 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 77,027 COMMITMENTS 625 720 3,430 67,267 61,690 71,322 65,840 5,705 11,187 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,100) 251 -1,354 540 1,186 1,935 1,977 1,121 123 979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.9 4.5 87.3 80.1 92.6 85.5 7.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 21 19 23 21 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,400 COMMITMENTS 29 695 2,186 62,830 62,770 65,045 65,651 4,355 3,749 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,934) 29 -864 585 2,318 2,268 2,932 1,989 2 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 3.1 90.5 90.4 93.7 94.6 6.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 2 20 19 22 21 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,871 COMMITMENTS 6,313 4,140 0 99,218 100,228 105,531 104,368 1,340 2,503 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 17,392) 2,484 3,150 0 14,691 13,384 17,175 16,534 217 858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 3.9 0.0 92.8 93.8 98.7 97.7 1.3 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 5 6 0 28 29 33 35 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 122,014 COMMITMENTS 10,835 8,728 527 109,138 109,899 120,500 119,154 1,514 2,860 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 15,468) 2,317 2,928 377 12,434 11,313 15,128 14,618 340 850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.2 0.4 89.4 90.1 98.8 97.7 1.2 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 8 8 2 38 39 46 49 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 48,044 COMMITMENTS 0 2,725 0 47,675 44,496 47,675 47,221 369 823 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,386) 0 0 0 2,506 2,146 2,506 2,146 -120 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.7 0.0 99.2 92.6 99.2 98.3 0.8 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 1 0 18 28 18 29 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 179,681 COMMITMENTS 0 748 1,659 173,719 170,777 175,378 173,184 4,303 6,497 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 5,854) -572 620 155 5,842 4,880 5,425 5,655 429 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.9 96.7 95.0 97.6 96.4 2.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 0 2 2 33 35 35 37 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 24,182 COMMITMENTS 0 3,269 0 23,024 19,629 23,024 22,898 1,158 1,284 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 690) 0 690 0 630 -30 630 660 60 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.5 0.0 95.2 81.2 95.2 94.7 4.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 11 16 13 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,172 COMMITMENTS 1,908 477 2,814 55,625 64,166 60,347 67,457 9,825 2,715 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,322) -150 0 150 1,466 2,112 1,466 2,262 856 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.7 4.0 79.3 91.4 86.0 96.1 14.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 20 20 23 22 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,220 COMMITMENTS 0 4,724 3,977 89,280 84,525 93,257 93,226 7,963 7,994 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,231) -159 -1,261 -52 1,312 1,192 1,101 -121 130 1,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 3.9 88.2 83.5 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 23 25 25 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,580 COMMITMENTS 1,735 0 1,786 96,255 101,056 99,776 102,842 7,804 4,738 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,955) -315 0 361 3,706 -142 3,752 219 -1,797 1,736 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 1.7 89.5 93.9 92.7 95.6 7.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 19 18 21 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 92,076 COMMITMENTS 791 330 1,038 85,872 88,761 87,701 90,129 4,375 1,947 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,631) 125 -848 139 2,369 3,280 2,633 2,571 -2 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.4 1.1 93.3 96.4 95.2 97.9 4.8 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 1 2 26 23 29 26 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 117,984 COMMITMENTS 1,439 2,544 296 109,305 111,334 111,040 114,174 6,944 3,810 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 361) 920 -430 -431 357 1,074 846 213 -485 148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 2.2 0.3 92.6 94.4 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 23 20 24 23 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 196,809 COMMITMENTS 2,716 18,293 2,310 181,093 170,640 186,119 191,243 10,690 5,566 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,686) 458 1,365 -362 2,889 1,718 2,985 2,721 -299 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 9.3 1.2 92.0 86.7 94.6 97.2 5.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 3 3 34 29 38 33 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 15,846 COMMITMENTS 2,342 3,924 0 13,287 11,309 15,629 15,233 217 613 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) 60 -60 0 -60 60 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 24.8 0.0 83.9 71.4 98.6 96.1 1.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 12 13 14 15 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 44,298 COMMITMENTS 2,746 2,010 0 41,126 42,013 43,872 44,023 426 275 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 770) -30 0 0 769 770 739 770 31 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 4.5 0.0 92.8 94.8 99.0 99.4 1.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 1 0 15 18 19 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,913 COMMITMENTS 2,476 2,121 0 45,902 47,541 48,378 49,662 2,535 1,251 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,738) 360 0 0 1,110 1,318 1,470 1,318 268 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 4.2 0.0 90.2 93.4 95.0 97.5 5.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 14 16 15 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 227,872 COMMITMENTS 3,521 8,327 3,184 214,841 212,003 221,546 223,514 6,326 4,358 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 4,212) 1,039 2,641 -654 3,089 967 3,474 2,954 738 1,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.7 1.4 94.3 93.0 97.2 98.1 2.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 5 5 3 42 37 49 43 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,420 COMMITMENTS 0 0 0 102,405 102,755 102,405 102,755 2,015 1,665 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -122) 0 0 0 61 -61 61 -61 -183 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.1 98.4 98.1 98.4 1.9 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 0 0 29 28 29 28 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,954 COMMITMENTS 0 0 0 67,388 63,528 67,388 63,528 7,566 11,426 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 987) 0 0 0 2,145 987 2,145 987 -1,158 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.9 84.8 89.9 84.8 10.1 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 18 19 18 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 74,345 COMMITMENTS 0 608 0 64,702 71,604 64,702 72,212 9,643 2,133 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 400) 0 0 0 1,051 641 1,051 641 -651 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 87.0 96.3 87.0 97.1 13.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 25 22 25 23 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 77,726 COMMITMENTS 2,134 0 0 68,935 73,641 71,069 73,641 6,657 4,085 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 852) 0 0 0 912 912 912 912 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.0 0.0 88.7 94.7 91.4 94.7 8.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 16 11 17 11 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 142,057 COMMITMENTS 16,842 5,221 11,400 112,897 125,181 141,139 141,802 918 255 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 4,036) 2,363 458 14 1,189 3,455 3,566 3,927 470 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 3.7 8.0 79.5 88.1 99.4 99.8 0.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 12 13 45 49 65 66 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 65,182 COMMITMENTS 337 4,279 3,406 61,439 57,497 65,182 65,182 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,941) -101 1,037 -231 -1,480 -2,722 -1,812 -1,916 -129 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 6.6 5.2 94.3 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 7 4 26 23 30 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 521,079 COMMITMENTS 28,014 11,687 14,899 478,166 494,493 521,079 521,079 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -20,257) -1,312 -5,745 4,843 -23,788 -19,355 -20,257 -20,257 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 2.2 2.9 91.8 94.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 5 4 17 20 21 26 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,780,507 COMMITMENTS 37,764 40,331 35,555 1707188 1704621 1780507 1780507 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -9,149) -392 0 0 -8,757 -9,149 -9,149 -9,149 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.3 2.0 95.9 95.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 6 3 5 37 43 44 50 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 71,564 COMMITMENTS 2,338 1,027 4,569 64,648 65,959 71,555 71,555 9 9 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 3,440) 1,006 -1 438 1,996 3,003 3,440 3,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.4 6.4 90.3 92.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 5 6 24 22 32 31 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 587,810 COMMITMENTS 2,540 8,567 23,709 561,561 555,534 587,810 587,810 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 31,629) -337 952 337 31,629 30,340 31,629 31,629 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 1.5 4.0 95.5 94.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 21 15 23 19 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 526,682 COMMITMENTS 16,406 8,024 9,058 501,218 509,600 526,682 526,682 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,735) 0 0 0 2,735 2,735 2,735 2,735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.5 1.7 95.2 96.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 3 3 3 32 28 36 33 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 49,670 COMMITMENTS 2,302 1,881 2,077 44,615 44,991 48,994 48,949 676 721 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -291) -2 -254 -20 -311 -102 -333 -376 42 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 3.8 4.2 89.8 90.6 98.6 98.5 1.4 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 23 25 28 28 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,959 COMMITMENTS 0 260 60 57,264 57,550 57,324 57,870 635 89 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 465) 0 0 0 105 465 105 465 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.1 98.8 99.3 98.9 99.8 1.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 2 1 34 31 35 33 AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 16 mwh OPEN INTEREST: 5,200 COMMITMENTS 150 150 0 5,000 4,750 5,150 4,900 50 300 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 2.9 0.0 96.2 91.3 99.0 94.2 1.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 12 12 13 13 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 76,640 COMMITMENTS 40 680 80 75,808 75,814 75,928 76,574 712 66 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 865) 0 0 0 505 865 505 865 360 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.9 0.1 98.9 98.9 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 1 1 36 32 37 34 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,400 COMMITMENTS 1,200 0 0 18,175 19,400 19,375 19,400 25 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 330) 0 0 0 330 330 330 330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.0 0.0 93.7 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 0 0 24 17 25 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 262,352 COMMITMENTS 0 7,888 5,912 256,440 248,552 262,352 262,352 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -768) 0 -392 392 -1,160 -768 -768 -768 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.0 2.3 97.7 94.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 2 23 22 25 25 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,581 COMMITMENTS 1,381 407 21 6,011 6,961 7,413 7,389 168 192 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 239) 0 0 0 283 239 283 239 -44 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 5.4 0.3 79.3 91.8 97.8 97.5 2.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 20 22 22 24 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,870 COMMITMENTS 100 0 50 6,575 6,625 6,725 6,675 145 195 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 0.0 0.7 95.7 96.4 97.9 97.2 2.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 15 11 16 12 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,185 COMMITMENTS 1,180 325 20 17,985 18,800 19,185 19,145 0 40 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 630) 0 100 0 655 530 655 630 -25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 1.7 0.1 93.7 98.0 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 1 2 1 23 21 24 24 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,230 COMMITMENTS 0 750 120 14,780 14,335 14,900 15,205 330 25 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 360) 0 0 0 350 395 350 395 10 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.8 97.0 94.1 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 26 22 27 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 17,766 COMMITMENTS 611 42 131 16,855 16,491 17,597 16,664 169 1,102 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -333) 0 0 0 -247 -36 -247 -36 -86 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 0.2 0.7 94.9 92.8 99.0 93.8 1.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 25 24 26 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 57,194 COMMITMENTS 0 8,142 2,095 54,784 46,737 56,879 56,974 315 220 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,205) -40 956 -86 1,331 335 1,205 1,205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.2 3.7 95.8 81.7 99.4 99.6 0.6 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 7 4 32 29 36 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,380 COMMITMENTS 181 10,532 3,424 61,731 51,338 65,336 65,294 44 86 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,634) 166 918 -363 1,794 1,079 1,597 1,634 37 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 16.1 5.2 94.4 78.5 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 7 7 34 34 41 43 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,650 COMMITMENTS 1,080 0 0 48,520 49,650 49,600 49,650 50 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 240) 10 0 0 230 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 0.0 97.7 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 30 18 32 18 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,810 COMMITMENTS 935 0 0 49,765 50,810 50,700 50,810 110 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 465) 0 0 0 465 465 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.0 0.0 97.9 100.0 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 29 20 30 20 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 355,048 COMMITMENTS 53,598 2,344 20,744 280,706 331,960 355,048 355,048 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 4,758) -375 768 0 5,133 3,990 4,758 4,758 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 0.7 5.8 79.1 93.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 2 3 28 34 34 39 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,226 COMMITMENTS 4,484 617 913 18,702 22,441 24,099 23,971 127 255 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 706) 342 -189 125 238 768 705 704 1 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.5 2.5 3.8 77.2 92.6 99.5 98.9 0.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 7 27 34 34 43 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 41,268 COMMITMENTS 2,923 229 467 37,878 40,572 41,268 41,268 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,815) 737 -60 8 2,070 2,867 2,815 2,815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 0.6 1.1 91.8 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 1 2 19 14 25 17 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 494,032 COMMITMENTS 0 15,644 7,534 486,498 470,854 494,032 494,032 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,152) 0 0 0 1,152 1,152 1,152 1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.5 98.5 95.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 22 17 23 19 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 39,980 COMMITMENTS 2,479 233 2,397 34,850 36,457 39,726 39,087 254 893 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) -764 0 0 764 -1 0 -1 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.6 6.0 87.2 91.2 99.4 97.8 0.6 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 1 2 17 21 21 24 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 57,780 COMMITMENTS 0 4,345 0 57,780 53,435 57,780 57,780 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,312) 0 0 0 -4,312 -4,312 -4,312 -4,312 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.0 100.0 92.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 15 14 16 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 17,973 COMMITMENTS 2,118 232 442 15,137 16,749 17,697 17,423 276 550 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -555) 0 21 0 -555 -576 -555 -555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 1.3 2.5 84.2 93.2 98.5 96.9 1.5 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 3 21 24 25 29 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 197,768 COMMITMENTS 14,821 0 5,932 177,015 191,836 197,768 197,768 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,584) 2,752 0 -784 -384 2,368 1,584 1,584 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.0 3.0 89.5 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 21 24 23 25 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 13,637 COMMITMENTS 1,186 232 84 12,325 12,599 13,595 12,915 42 722 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 191) -22 0 0 213 191 191 191 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 1.7 0.6 90.4 92.4 99.7 94.7 0.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 20 23 23 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 125,727 COMMITMENTS 6,281 0 0 119,446 125,727 125,727 125,727 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,705) 768 0 0 -3,473 -2,705 -2,705 -2,705 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.0 0.0 95.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 22 21 24 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,509 COMMITMENTS 404 0 666 17,439 17,843 18,509 18,509 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,550) -26 0 -104 -2,420 -2,446 -2,550 -2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.0 3.6 94.2 96.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 1 15 16 16 17 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 163,950 COMMITMENTS 5,153 0 0 158,797 163,950 163,950 163,950 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -11,506) -328 0 0 -11,178 -11,506 -11,506 -11,506 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.0 0.0 96.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 16 14 16 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,565 COMMITMENTS 0 300 0 8,980 9,200 8,980 9,500 585 65 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.0 93.9 96.2 93.9 99.3 6.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 13 16 14 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,600 COMMITMENTS 0 750 0 25,245 24,850 25,245 25,600 355 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 98.6 97.1 98.6 100.0 1.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 22 16 22 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,890 COMMITMENTS 0 750 0 21,285 21,080 21,285 21,830 605 60 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 97.2 96.3 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 17 11 17 12 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,929 COMMITMENTS 200 0 0 25,729 25,929 25,929 25,929 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 99.2 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 0 23 23 25 23 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,201 COMMITMENTS 175 0 0 24,026 24,201 24,201 24,201 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 99.3 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 19 18 20 18 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,045 COMMITMENTS 0 100 0 18,195 18,735 18,195 18,835 850 210 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 95.5 98.4 95.5 98.9 4.5 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 9 15 10 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,655 COMMITMENTS 25 0 0 13,270 13,585 13,295 13,585 360 70 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.2 99.5 97.4 99.5 2.6 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 24 12 25 12 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,767 COMMITMENTS 25 0 0 14,377 14,767 14,402 14,767 365 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 195) 0 0 0 195 195 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.0 97.4 100.0 97.5 100.0 2.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 26 13 27 13 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,196 COMMITMENTS 3,605 1,100 95 114,476 116,811 118,176 118,006 20 190 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -34) 0 0 0 -34 -34 -34 -34 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 0.9 0.1 96.9 98.8 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 2 1 38 33 41 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,681 COMMITMENTS 1,655 1,470 335 124,661 124,793 126,651 126,598 30 83 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 246) 0 0 0 231 246 231 246 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.2 0.3 98.4 98.5 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 3 5 3 39 37 45 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 145,252 COMMITMENTS 18,655 6,645 3,851 122,549 134,541 145,055 145,037 197 215 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,829) 2,169 407 -70 913 2,687 3,012 3,024 -183 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 4.6 2.7 84.4 92.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 8 9 10 44 41 57 55 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 104,370 COMMITMENTS 945 3,175 2,960 100,354 98,235 104,259 104,370 111 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,055) 0 0 0 1,055 1,055 1,055 1,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.0 2.8 96.2 94.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 4 3 5 38 36 44 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,810 COMMITMENTS 0 305 25 24,770 24,480 24,795 24,810 15 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.1 99.8 98.7 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 1 1 30 13 31 14 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,290 COMMITMENTS 0 105 100 21,130 20,985 21,230 21,190 60 100 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.5 99.2 98.6 99.7 99.5 0.3 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 26 10 27 11 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 28,009 COMMITMENTS 50 925 175 27,545 26,639 27,770 27,739 239 270 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 395) 0 0 0 335 335 335 335 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.3 0.6 98.3 95.1 99.1 99.0 0.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 28 27 30 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 10,720 COMMITMENTS 740 0 160 9,820 10,560 10,720 10,720 0 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 105) 0 0 0 105 105 105 105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 0.0 1.5 91.6 98.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 16 17 17 18 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,256 COMMITMENTS 2,783 2,120 400 27,483 28,716 30,666 31,236 590 20 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 120) 0 0 0 115 120 115 120 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 6.8 1.3 87.9 91.9 98.1 99.9 1.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 24 25 27 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,138 COMMITMENTS 2,287 0 60 21,141 24,078 23,488 24,138 650 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.2 87.6 99.8 97.3 100.0 2.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 0 1 20 23 22 24 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 28,806 COMMITMENTS 250 15 200 28,122 28,551 28,572 28,766 234 40 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 978) 0 0 0 953 978 953 978 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.1 0.7 97.6 99.1 99.2 99.9 0.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 1 1 26 29 28 30 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,320 COMMITMENTS 600 450 0 23,550 23,570 24,150 24,020 170 300 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 1,051) 0 0 0 1,051 751 1,051 751 0 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 1.9 0.0 96.8 96.9 99.3 98.8 0.7 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 25 24 26 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,824 COMMITMENTS 0 810 0 15,722 15,014 15,722 15,824 102 0 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.1 0.0 99.4 94.9 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 18 14 18 15 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,549 COMMITMENTS 0 0 0 10,734 11,134 10,734 11,134 815 415 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 505) 0 0 0 505 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.9 96.4 92.9 96.4 7.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 12 14 12 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,940 COMMITMENTS 1,825 2,380 245 32,621 32,070 34,691 34,695 249 245 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 2,218) 1,800 0 0 348 2,158 2,148 2,158 70 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 6.8 0.7 93.4 91.8 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 2 1 28 24 31 26 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 13,021 COMMITMENTS 2,127 0 0 10,714 13,001 12,841 13,001 180 20 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 195) 95 0 0 100 250 195 250 0 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.0 0.0 82.3 99.8 98.6 99.8 1.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 17 18 19 18 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 09/01/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,249 COMMITMENTS 2,325 50 125 11,544 14,034 13,994 14,209 255 40 CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 240) 180 0 0 -130 200 50 200 190 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 0.4 0.9 81.0 98.5 98.2 99.7 1.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 1 1 24 20 26 22
Updated September 4, 2015