CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,148 COMMITMENTS 8,241 3,777 2,144 13,723 18,227 24,108 24,148 40 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,109) -211 81 649 681 379 1,119 1,109 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 15.6 8.9 56.8 75.5 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 13 6 3 7 8 21 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 25,981 COMMITMENTS 4,950 6,564 1,356 19,675 18,061 25,981 25,981 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 350) 50 100 125 175 125 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 25.3 5.2 75.7 69.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 5 3 8 7 15 14 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 49,362 COMMITMENTS 2,996 7,432 3,664 35,202 30,766 41,862 41,862 7,500 7,500 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,174) -383 4,065 112 4,445 -3 4,174 4,174 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 15.1 7.4 71.3 62.3 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 9 4 11 9 18 20 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,989,666 COMMITMENTS 308,337 352,380 698,028 2948707 2929198 3955072 3979606 34,594 10,060 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 76,296) -16,405 -23,714 31,760 60,610 68,798 75,965 76,844 331 -548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 8.8 17.5 73.9 73.4 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 32 42 59 144 119 211 187 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 398,204 COMMITMENTS 180,670 92,967 69,838 147,348 235,020 397,856 397,825 348 379 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,582) 5,098 -4,085 5,114 -3,670 5,585 6,542 6,614 40 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.4 23.3 17.5 37.0 59.0 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 11 18 18 32 32 54 57 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,566 COMMITMENTS 8,354 7,814 2,099 215,918 221,738 226,371 231,651 11,195 5,915 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 7,385) -1,116 1,293 13 9,584 6,344 8,481 7,650 -1,096 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 3.3 0.9 90.9 93.3 95.3 97.5 4.7 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 5 4 3 39 32 45 38 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 107,651 COMMITMENTS 3,901 0 3,276 94,215 101,687 101,392 104,963 6,259 2,688 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,617) 663 -57 564 2,386 3,786 3,613 4,293 4 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 0.0 3.0 87.5 94.5 94.2 97.5 5.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 0 4 27 30 31 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 209,061 COMMITMENTS 1,936 4,652 3,320 189,527 192,531 194,783 200,503 14,278 8,558 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,029) 699 0 201 1,676 4,266 2,576 4,467 453 -1,438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 2.2 1.6 90.7 92.1 93.2 95.9 6.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 2 3 30 30 34 35 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 625,245 COMMITMENTS 1,743 2,135 6,631 609,027 612,449 617,401 621,215 7,844 4,030 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 14,719) -425 592 154 13,688 15,171 13,417 15,917 1,302 -1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.3 1.1 97.4 98.0 98.7 99.4 1.3 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 1 3 3 52 40 56 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 313,144 COMMITMENTS 12,665 1,750 8,478 287,396 296,431 308,539 306,659 4,605 6,485 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,074) 1,318 -1,402 2,022 3,480 5,127 6,820 5,747 -746 327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 0.6 2.7 91.8 94.7 98.5 97.9 1.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 6 4 6 37 40 46 47 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,646 COMMITMENTS 1,552 2,474 2,339 223,277 223,821 227,168 228,634 4,478 3,012 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,044) 0 -914 285 4,583 6,430 4,868 5,801 176 -757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 1.1 1.0 96.4 96.6 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 2 2 3 40 42 44 45 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 103,442 COMMITMENTS 0 3,369 1,952 95,947 90,917 97,899 96,238 5,543 7,204 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,311) 0 -1,176 1,004 2,775 2,256 3,779 2,084 -1,468 227 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.3 1.9 92.8 87.9 94.6 93.0 5.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 2 22 26 24 28 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 107,104 COMMITMENTS 0 4,986 1,694 98,834 94,441 100,528 101,121 6,576 5,983 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,911) -2,997 -628 -363 7,460 5,722 4,100 4,731 -189 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 1.6 92.3 88.2 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 0 5 4 32 27 36 32 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,994 COMMITMENTS 974 1,592 1,508 62,234 58,000 64,716 61,100 9,278 12,894 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,363) -1,284 403 1,061 3,162 3,315 2,939 4,779 2,424 584 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.2 2.0 84.1 78.4 87.5 82.6 12.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 20 16 22 18 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 177,198 COMMITMENTS 0 2,996 0 171,839 169,081 171,839 172,077 5,359 5,121 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,028) 0 0 0 7,128 6,091 7,128 6,091 -1,100 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 97.0 95.4 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 1 0 30 24 30 25 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,461 COMMITMENTS 0 0 0 85,100 90,544 85,100 90,544 8,361 2,917 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,353) 0 0 0 3,046 2,866 3,046 2,866 -693 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.1 96.9 91.1 96.9 8.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 20 17 20 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 347,628 COMMITMENTS 3,169 2,846 4,411 330,568 331,953 338,148 339,210 9,480 8,418 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,836) 1,802 2,846 -107 1,945 3,049 3,640 5,788 1,196 -952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.8 1.3 95.1 95.5 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 2 3 48 39 51 43 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,396 COMMITMENTS 3,072 383 1,154 51,165 51,659 55,391 53,196 6,005 8,200 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,230) 1,284 364 -533 1,070 2,728 1,821 2,559 409 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 0.6 1.9 83.3 84.1 90.2 86.6 9.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 2 22 22 24 24 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 66,489 COMMITMENTS 0 2,430 855 61,888 58,452 62,743 61,737 3,746 4,752 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,291) 0 -395 22 3,064 3,767 3,086 3,394 205 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 1.3 93.1 87.9 94.4 92.9 5.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 16 18 18 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 69,920 COMMITMENTS 6,662 0 0 61,015 69,269 67,677 69,269 2,243 651 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,999) 596 0 0 3,255 5,370 3,851 5,370 148 -1,371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.0 0.0 87.3 99.1 96.8 99.1 3.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 0 16 20 19 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,128 COMMITMENTS 10,315 9,662 1,620 96,372 97,881 108,307 109,163 1,821 965 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,813) 476 62 120 3,067 3,658 3,663 3,840 150 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 8.8 1.5 87.5 88.9 98.3 99.1 1.7 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 2 34 26 41 34 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 75,670 COMMITMENTS 300 0 240 74,858 74,859 75,398 75,099 272 571 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,263) 0 0 0 2,201 2,353 2,201 2,353 62 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.3 98.9 98.9 99.6 99.2 0.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 1 13 22 15 23 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 212,010 COMMITMENTS 5,581 0 1,457 198,190 202,085 205,228 203,542 6,782 8,468 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,977) -1,161 0 464 4,975 2,746 4,278 3,210 -2,301 -1,233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.7 93.5 95.3 96.8 96.0 3.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 0 1 36 34 38 35 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 19,025 COMMITMENTS 0 1,760 120 17,787 14,611 17,907 16,491 1,118 2,534 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 868) 0 620 0 898 186 898 806 -30 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.6 93.5 76.8 94.1 86.7 5.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 1 11 11 12 14 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,226 COMMITMENTS 2,311 707 687 33,546 45,213 36,544 46,607 13,682 3,619 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 28) 511 0 89 -665 125 -65 214 93 -186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.4 1.4 66.8 90.0 72.8 92.8 27.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 2 11 14 13 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 102,270 COMMITMENTS 0 10,085 2,119 93,941 80,384 96,060 92,588 6,210 9,682 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,879) -1,059 1,628 766 7,021 2,435 6,728 4,829 151 2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.9 2.1 91.9 78.6 93.9 90.5 6.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 4 2 24 24 26 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,170 COMMITMENTS 5,173 0 702 90,628 101,774 96,503 102,476 9,667 3,694 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,557) -6 0 46 1,693 619 1,733 665 824 1,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 0.0 0.7 85.4 95.9 90.9 96.5 9.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 19 18 23 20 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 113,306 COMMITMENTS 2,996 0 0 106,714 109,340 109,710 109,340 3,596 3,966 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 284) 0 0 0 1,381 284 1,381 284 -1,097 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 94.2 96.5 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 22 15 23 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,027 COMMITMENTS 0 2,397 560 104,303 105,777 104,863 108,734 6,164 2,293 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,748) 0 456 -545 3,461 2,051 2,916 1,962 -1,168 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.5 93.9 95.3 94.4 97.9 5.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 2 18 16 20 18 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 162,636 COMMITMENTS 0 17,552 1,780 146,431 134,807 148,211 154,139 14,425 8,497 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,211) -327 -792 288 1,262 147 1,223 -357 -12 1,568 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.8 1.1 90.0 82.9 91.1 94.8 8.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 0 4 2 29 27 31 31 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,229 COMMITMENTS 0 1,488 0 20,377 19,351 20,377 20,839 852 390 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,201) 0 1,488 0 2,040 593 2,040 2,081 161 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.0 0.0 96.0 91.2 96.0 98.2 4.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 11 16 11 18 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,075 COMMITMENTS 360 300 0 38,436 39,680 38,796 39,980 2,279 1,095 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -360) 0 0 0 -176 -453 -176 -453 -184 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.7 0.0 93.6 96.6 94.5 97.3 5.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 15 18 16 19 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 191,565 COMMITMENTS 82 6,118 1,958 183,484 178,455 185,524 186,531 6,041 5,034 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,864) -214 -2,098 494 2,584 4,458 2,864 2,854 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 1.0 95.8 93.2 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 1 7 7 39 33 46 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 98,731 COMMITMENTS 0 0 0 91,872 93,570 91,872 93,570 6,859 5,161 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,823) -199 0 -476 941 1,039 266 563 1,557 1,260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.1 94.8 93.1 94.8 6.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 18 20 18 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 73,850 COMMITMENTS 0 0 0 62,024 65,231 62,024 65,231 11,826 8,619 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,492) 0 0 0 940 1,515 940 1,515 552 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 84.0 88.3 84.0 88.3 16.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 16 14 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 72,446 COMMITMENTS 0 0 0 65,004 68,207 65,004 68,207 7,442 4,239 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,276) -2,354 0 0 1,231 -2,808 -1,123 -2,808 -153 1,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.7 94.1 89.7 94.1 10.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 19 18 19 18 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 91,317 COMMITMENTS 4,020 0 0 79,057 84,333 83,077 84,333 8,240 6,984 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,309) 856 0 0 2,038 1,072 2,894 1,072 1,415 3,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.0 86.6 92.4 91.0 92.4 9.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 14 10 15 10 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 136,565 COMMITMENTS 21,156 8,041 8,072 106,514 120,055 135,742 136,168 823 397 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,248) -175 98 749 1,716 1,406 2,290 2,253 -42 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 5.9 5.9 78.0 87.9 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 12 13 17 45 48 66 70 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 52,311 COMMITMENTS 154 1,321 600 51,533 50,390 52,287 52,311 24 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 281) -54 -53 157 178 201 281 305 0 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 2.5 1.1 98.5 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 6 3 22 21 26 28 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 450,910 COMMITMENTS 726 13,710 4,172 446,012 433,028 450,910 450,910 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,177) 726 -1,338 258 2,193 4,257 3,177 3,177 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.0 0.9 98.9 96.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 19 17 21 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,601,056 COMMITMENTS 34,462 59,098 12,197 1554397 1529761 1601056 1601056 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 12,996) -392 9,783 -1,960 15,348 5,173 12,996 12,996 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.7 0.8 97.1 95.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 4 38 41 47 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,444 COMMITMENTS 1,731 2,097 1,310 63,403 63,013 66,444 66,420 0 24 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 781) 522 -687 740 -481 728 781 781 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 3.2 2.0 95.4 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 6 4 20 21 26 29 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 539,179 COMMITMENTS 0 11,670 4,674 534,505 522,835 539,179 539,179 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,903) 0 328 0 2,903 2,575 2,903 2,903 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.9 99.1 97.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 1 21 18 22 22 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 449,866 COMMITMENTS 793 760 0 449,073 449,106 449,866 449,866 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,101) 392 0 0 709 1,101 1,101 1,101 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.2 0.0 99.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 1 0 29 32 31 33 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 43,200 COMMITMENTS 865 1,347 255 41,059 40,753 42,179 42,355 1,021 845 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 298) -41 0 0 124 257 83 257 215 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 3.1 0.6 95.0 94.3 97.6 98.0 2.4 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 29 25 34 27 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 49,892 COMMITMENTS 60 0 0 49,453 49,567 49,513 49,567 379 325 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -572) 0 0 0 -585 -570 -585 -570 13 -2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.1 99.3 99.2 99.3 0.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 0 0 36 31 37 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 68,428 COMMITMENTS 50 580 0 67,878 67,743 67,928 68,323 500 105 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,323) 0 0 0 1,495 1,565 1,495 1,565 -172 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.8 0.0 99.2 99.0 99.3 99.8 0.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 0 35 33 36 34 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,476 COMMITMENTS 0 0 0 18,336 18,356 18,336 18,356 140 120 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,760) 0 0 0 1,760 1,760 1,760 1,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.2 99.4 99.2 99.4 0.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 21 19 21 19 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 236,672 COMMITMENTS 784 0 0 235,888 236,672 236,672 236,672 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -376) 0 0 0 -376 -376 -376 -376 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.0 99.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 23 20 24 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,997 COMMITMENTS 1,400 140 0 7,408 8,472 8,808 8,612 189 385 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 295) -123 0 0 377 273 254 273 41 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 1.6 0.0 82.3 94.2 97.9 95.7 2.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 18 17 21 18 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,510 COMMITMENTS 100 175 0 6,980 7,335 7,080 7,510 430 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 2.3 0.0 92.9 97.7 94.3 100.0 5.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 0 11 13 12 15 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,815 COMMITMENTS 0 550 0 18,815 18,125 18,815 18,675 0 140 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 1,150 1,150 1,150 1,150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.9 0.0 100.0 96.3 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 23 20 23 22 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,490 COMMITMENTS 0 75 0 21,310 21,355 21,310 21,430 180 60 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,245) 0 0 0 1,245 1,245 1,245 1,245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 99.2 99.4 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 27 25 27 26 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,535 COMMITMENTS 0 82 44 18,174 17,053 18,218 17,179 317 1,356 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 425) 0 0 0 382 -22 382 -22 43 447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.2 98.1 92.0 98.3 92.7 1.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 1 26 23 27 24 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 62,771 COMMITMENTS 25 5,075 249 62,052 57,262 62,326 62,586 445 185 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,762) -16 594 -140 1,918 1,308 1,762 1,762 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.1 0.4 98.9 91.2 99.3 99.7 0.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 4 5 34 30 39 36 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 73,664 COMMITMENTS 371 11,348 1,700 71,582 60,556 73,653 73,604 11 60 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,546) 71 1,799 -828 3,298 1,545 2,541 2,516 5 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 15.4 2.3 97.2 82.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 1 8 4 35 36 39 45 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 44,380 COMMITMENTS 910 0 0 43,450 44,380 44,360 44,380 20 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 97.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 0 28 16 29 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 46,400 COMMITMENTS 735 0 0 45,605 46,400 46,340 46,400 60 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 905) 0 0 0 905 905 905 905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.0 0.0 98.3 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 30 17 31 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 352,755 COMMITMENTS 24,653 25,728 2,799 325,303 324,228 352,755 352,755 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,351) -1,568 0 432 7,487 5,919 6,351 6,351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 7.3 0.8 92.2 91.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 2 26 32 29 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 27,293 COMMITMENTS 5,210 2,199 336 21,559 24,164 27,105 26,699 188 594 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,433) 440 -7 7 1,032 1,751 1,479 1,751 -46 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 8.1 1.2 79.0 88.5 99.3 97.8 0.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 4 4 25 30 30 37 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 32,725 COMMITMENTS 347 2,624 1,329 31,049 28,772 32,725 32,725 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,208) -72 828 688 616 -308 1,232 1,208 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 8.0 4.1 94.9 87.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 6 3 14 15 20 21 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 420,914 COMMITMENTS 0 1,586 0 420,914 419,328 420,914 420,914 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,096) 0 0 0 5,096 5,096 5,096 5,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 100.0 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 21 17 21 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 32,493 COMMITMENTS 636 377 0 31,793 31,649 32,429 32,026 64 467 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -43) 0 0 0 -43 -43 -43 -43 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 1.2 0.0 97.8 97.4 99.8 98.6 0.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 17 19 19 21 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,129 COMMITMENTS 1,914 2 428 13,700 14,879 16,042 15,309 87 820 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 248) 132 0 -23 116 -66 225 -89 23 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.0 2.7 84.9 92.2 99.5 94.9 0.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 2 20 22 24 24 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 194,597 COMMITMENTS 29,580 0 1,604 163,413 192,993 194,597 194,597 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,960) 0 0 0 1,960 1,960 1,960 1,960 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.2 0.0 0.8 84.0 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 0 1 18 23 21 24 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 15,659 COMMITMENTS 83 546 226 15,290 14,506 15,599 15,278 60 381 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,687) 0 -41 0 1,687 1,707 1,687 1,666 0 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 3.5 1.4 97.6 92.6 99.6 97.6 0.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 23 26 25 29 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 163,277 COMMITMENTS 2,770 0 1,927 158,580 161,350 163,277 163,277 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 767) 0 0 0 767 767 767 767 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 0.0 1.2 97.1 98.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 23 20 25 21 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,365 COMMITMENTS 0 300 0 8,125 7,985 8,125 8,285 240 80 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.6 0.0 97.1 95.5 97.1 99.0 2.9 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 11 15 12 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,588 COMMITMENTS 78 0 0 16,510 16,588 16,588 16,588 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 284) 0 0 0 284 284 284 284 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.0 99.5 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 14 20 15 20 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,865 COMMITMENTS 0 850 0 8,785 8,005 8,785 8,855 80 10 CHANGES FROM 11/10/15 (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 9.6 0.0 99.1 90.3 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 19 16 19 17 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,140 COMMITMENTS 0 525 0 21,630 21,365 21,630 21,890 510 250 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 97.7 96.5 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 20 15 20 16 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,705 COMMITMENTS 0 525 0 19,135 18,850 19,135 19,375 570 330 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 85) 0 0 0 85 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.7 0.0 97.1 95.7 97.1 98.3 2.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 10 17 11 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,059 COMMITMENTS 250 225 0 22,809 22,834 23,059 23,059 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.0 0.0 98.9 99.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 0 24 20 25 21 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,954 COMMITMENTS 250 0 0 21,704 21,954 21,954 21,954 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 0.0 0.0 98.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 0 21 16 22 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,745 COMMITMENTS 0 500 0 19,110 19,245 19,110 19,745 635 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 190) 0 0 0 530 330 530 330 -340 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 96.8 97.5 96.8 100.0 3.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 16 8 16 10 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,820 COMMITMENTS 0 0 0 15,490 15,660 15,490 15,660 330 160 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 300) 0 0 0 295 300 295 300 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 97.9 99.0 97.9 99.0 2.1 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 25 11 25 11 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,037 COMMITMENTS 25 200 0 16,637 16,677 16,662 16,877 375 160 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 335) 0 0 0 335 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.2 0.0 97.7 97.9 97.8 99.1 2.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 25 15 26 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 118,900 COMMITMENTS 3,210 1,060 50 115,640 117,790 118,900 118,900 0 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 2,280) 0 0 0 2,280 2,280 2,280 2,280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.9 0.0 97.3 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 1 37 32 40 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 125,304 COMMITMENTS 3,930 1,685 200 121,159 123,354 125,289 125,239 15 65 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,092) 0 0 0 -2,092 -2,092 -2,092 -2,092 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 1.3 0.2 96.7 98.4 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 5 4 1 36 36 41 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 149,594 COMMITMENTS 16,350 13,362 5,281 127,806 130,891 149,437 149,534 157 60 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,025) 85 36 71 -970 -1,120 -814 -1,013 -211 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 8.9 3.5 85.4 87.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 10 12 10 45 41 60 59 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 106,210 COMMITMENTS 1,610 3,595 1,300 103,208 101,315 106,118 106,210 92 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,830) -10 0 10 1,830 1,820 1,830 1,830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 3.4 1.2 97.2 95.4 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 39 36 45 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,040 COMMITMENTS 395 805 60 22,585 22,105 23,040 22,970 0 70 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 3.5 0.3 98.0 95.9 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 1 26 14 27 17 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,885 COMMITMENTS 25 0 125 18,705 18,720 18,855 18,845 30 40 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 370) 0 0 0 370 370 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.7 99.0 99.1 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 23 11 24 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 29,578 COMMITMENTS 334 300 5 29,169 29,188 29,508 29,493 70 85 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 45) -15 0 5 55 40 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.0 0.0 98.6 98.7 99.8 99.7 0.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 1 1 29 28 31 30 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 11,773 COMMITMENTS 0 0 0 11,763 11,773 11,763 11,773 10 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.9 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 17 17 17 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,675 COMMITMENTS 3,153 1,795 200 26,037 27,545 29,390 29,540 285 135 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 265) 60 0 0 215 215 275 215 -10 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 6.0 0.7 87.7 92.8 99.0 99.5 1.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 1 20 25 23 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,447 COMMITMENTS 1,955 0 0 23,154 25,392 25,109 25,392 338 55 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 310) 20 0 0 320 280 340 280 -30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 0.0 0.0 91.0 99.8 98.7 99.8 1.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 0 0 21 22 23 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,848 COMMITMENTS 221 755 80 31,302 30,953 31,603 31,788 245 60 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 1,303) 71 35 25 1,087 1,183 1,183 1,243 120 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 2.4 0.3 98.3 97.2 99.2 99.8 0.8 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 3 2 27 29 29 33 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,578 COMMITMENTS 0 125 140 23,038 23,283 23,178 23,548 400 30 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 310) 0 0 0 180 310 180 310 130 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.6 97.7 98.7 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 23 25 24 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,166 COMMITMENTS 0 702 0 19,002 18,144 19,002 18,846 164 320 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 99.1 94.7 99.1 98.3 0.9 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 19 17 19 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 14,704 COMMITMENTS 0 300 0 14,575 14,184 14,575 14,484 129 220 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 385) 0 0 0 785 385 785 385 -400 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 99.1 96.5 99.1 98.5 0.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 13 18 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 37,299 COMMITMENTS 1,629 900 20 35,460 36,314 37,109 37,234 190 65 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 422) -20 0 10 432 412 422 422 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 2.4 0.1 95.1 97.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 2 1 29 26 33 29 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,785 COMMITMENTS 1,035 0 0 13,630 14,729 14,665 14,729 120 56 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 975) 60 0 0 1,305 975 1,365 975 -390 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.0 0.0 92.2 99.6 99.2 99.6 0.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 21 19 22 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 11/17/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,683 COMMITMENTS 1,998 50 0 12,605 14,633 14,603 14,683 80 0 CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 85) 60 0 0 25 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.3 0.0 85.8 99.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 23 25 24 26
Updated November 20, 2015