CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 27,479 COMMITMENTS 12,771 2,654 1,631 12,987 23,194 27,389 27,479 90 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 198) 269 -748 371 -458 574 183 198 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 9.7 5.9 47.3 84.4 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 14 4 8 9 10 26 19 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 27,515 COMMITMENTS 5,379 6,464 1,015 21,121 20,036 27,515 27,515 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -53) 3 200 -3 -54 -250 -53 -53 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 23.5 3.7 76.8 72.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 2 8 7 15 13 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 44,540 COMMITMENTS 3,662 4,177 8,268 32,611 32,096 44,540 44,540 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,138) -526 -167 1,261 1,403 1,044 2,138 2,138 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 9.4 18.6 73.2 72.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 6 7 14 10 24 20 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,015,017 COMMITMENTS 302,173 313,383 719,253 2955860 2969703 3977286 4002339 37,731 12,678 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -20,086) -76,677 26,226 -33,344 90,146 -10,864 -19,875 -17,982 -211 -2,104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 7.8 17.9 73.6 74.0 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 31 41 56 138 120 201 187 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,028,666 COMMITMENTS 125,201 51,564 951,040 952,286 1025329 2028528 2027933 139 733 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 176,072) -4,498 -31,655 134,925 45,633 72,738 176,061 176,008 12 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 2.5 46.9 46.9 50.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 22 21 40 53 54 94 96 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 231,741 COMMITMENTS 7,776 4,416 2,377 207,399 218,767 217,552 225,560 14,189 6,181 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,591) -1,102 487 -46 -2,253 -2,466 -3,401 -2,025 810 -566 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 1.9 1.0 89.5 94.4 93.9 97.3 6.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 2 6 3 36 34 41 40 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 113,469 COMMITMENTS 3,995 279 1,073 100,308 107,968 105,376 109,320 8,093 4,149 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,030) 2,015 0 -232 -2,774 1,171 -991 939 2,021 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 0.2 0.9 88.4 95.2 92.9 96.3 7.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 1 2 26 32 28 35 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 208,029 COMMITMENTS 744 7,060 2,990 196,860 188,652 200,594 198,702 7,435 9,327 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,532) 473 -1,297 812 1,280 3,603 2,565 3,118 -33 -586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.4 1.4 94.6 90.7 96.4 95.5 3.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 3 30 32 33 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 639,635 COMMITMENTS 5,457 1,860 3,258 623,158 629,318 631,873 634,436 7,762 5,199 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 652) -3,099 649 524 3,288 -2,041 713 -868 -61 1,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.3 0.5 97.4 98.4 98.8 99.2 1.2 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 4 4 5 51 37 58 43 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 330,322 COMMITMENTS 2,623 6,280 2,712 316,413 314,415 321,748 323,407 8,574 6,915 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,498) 2,210 -88 -612 1,097 4,037 2,695 3,337 -197 -839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.9 0.8 95.8 95.2 97.4 97.9 2.6 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 3 6 7 38 38 45 47 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 229,050 COMMITMENTS 5,403 3,026 3,978 215,181 217,366 224,562 224,370 4,488 4,680 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -1,237) 1,113 217 -992 -1,484 -1,014 -1,363 -1,789 126 552 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.3 1.7 93.9 94.9 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 3 3 4 36 42 41 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 94,544 COMMITMENTS 664 1,587 3,160 83,899 82,752 87,723 87,499 6,821 7,045 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 372) -713 -28 946 139 -211 372 707 0 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 1.7 3.3 88.7 87.5 92.8 92.5 7.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 2 2 21 25 24 28 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 101,440 COMMITMENTS 2,084 591 2,169 91,017 92,000 95,270 94,760 6,170 6,680 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,064) 192 -73 -63 582 1,170 711 1,034 353 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.6 2.1 89.7 90.7 93.9 93.4 6.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 1 2 32 27 34 30 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 73,989 COMMITMENTS 1,339 3,038 903 65,132 59,381 67,374 63,322 6,615 10,667 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,661) 974 601 -412 1,088 149 1,650 338 11 1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.1 1.2 88.0 80.3 91.1 85.6 8.9 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 18 17 20 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 176,160 COMMITMENTS 0 0 0 170,925 170,316 170,925 170,316 5,235 5,844 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,219) 0 0 0 1,109 791 1,109 791 110 428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.0 96.7 97.0 96.7 3.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 0 0 30 23 30 23 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 93,266 COMMITMENTS 0 0 0 85,568 89,343 85,568 89,343 7,698 3,923 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 608) 0 0 0 912 608 912 608 -304 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 91.7 95.8 91.7 95.8 8.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 20 15 20 15 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 340,364 COMMITMENTS 3,600 0 2,730 323,132 327,402 329,462 330,132 10,902 10,232 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,451) 2,384 -244 -665 3,980 5,819 5,699 4,910 -248 541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.8 94.9 96.2 96.8 97.0 3.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 0 1 47 40 50 41 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,492 COMMITMENTS 1,241 277 2,354 60,668 57,047 64,263 59,678 6,229 10,814 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 457) -368 37 -26 -360 1,425 -754 1,436 1,211 -979 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.4 3.3 86.1 80.9 91.2 84.7 8.8 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 23 17 25 20 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,188 COMMITMENTS 0 64 1,708 55,688 54,673 57,396 56,445 4,792 5,743 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -267) 0 -33 368 -668 -2,665 -300 -2,330 33 2,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 2.7 89.5 87.9 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 17 18 18 19 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 79,727 COMMITMENTS 3,783 0 0 72,894 78,623 76,677 78,623 3,050 1,104 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 12,438) 1,747 0 0 10,417 12,438 12,164 12,438 274 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.0 0.0 91.4 98.6 96.2 98.6 3.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 0 0 19 20 23 20 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,765 COMMITMENTS 7,565 4,140 0 93,916 99,321 101,481 103,461 2,284 304 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 13,157) 1,804 0 0 12,236 13,033 14,040 13,033 -883 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 4.0 0.0 90.5 95.7 97.8 99.7 2.2 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 7 6 0 29 29 36 35 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 62,680 COMMITMENTS 0 1,640 0 62,408 60,254 62,408 61,894 272 786 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 27,758) 0 -124 0 27,696 27,758 27,696 27,634 62 124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.6 0.0 99.6 96.1 99.6 98.7 0.4 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 2 0 13 24 13 26 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 195,782 COMMITMENTS 3,474 565 1,567 183,479 186,338 188,520 188,470 7,262 7,312 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 8,823) -127 565 232 7,787 7,658 7,892 8,455 931 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.3 0.8 93.7 95.2 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 1 32 35 34 37 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 22,795 COMMITMENTS 558 2,370 0 20,720 18,874 21,278 21,244 1,517 1,551 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,693) 558 0 0 1,892 713 2,450 713 -757 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 10.4 0.0 90.9 82.8 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 15 10 16 12 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 64,981 COMMITMENTS 2,678 636 1,309 51,808 60,900 55,795 62,845 9,186 2,136 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 930) -462 0 310 822 512 670 822 260 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 1.0 2.0 79.7 93.7 85.9 96.7 14.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 17 18 20 20 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,990 COMMITMENTS 267 4,357 3,839 85,314 80,938 89,420 89,134 7,570 7,856 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 860) 248 368 -248 829 802 829 922 31 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 4.5 4.0 88.0 83.4 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 2 22 25 24 28 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 109,807 COMMITMENTS 5,006 1,467 819 98,922 104,596 104,747 106,882 5,060 2,925 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,062) -425 1,467 -124 7,065 7,169 6,516 8,512 546 -1,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.3 0.7 90.1 95.3 95.4 97.3 4.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 1 2 22 20 26 23 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,138 COMMITMENTS 4,562 0 0 102,109 107,882 106,671 107,882 3,467 2,256 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 467) 403 0 0 155 467 558 467 -91 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.0 0.0 92.7 98.0 96.9 98.0 3.1 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 23 20 24 20 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,289 COMMITMENTS 1,229 1,081 1,283 101,515 104,011 104,027 106,375 6,262 3,914 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,149) -127 306 1,148 586 1,017 1,607 2,471 -458 -1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.0 1.2 92.0 94.3 94.3 96.5 5.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 20 16 22 19 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 183,373 COMMITMENTS 1,843 16,304 2,665 166,641 159,085 171,149 178,054 12,224 5,319 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,302) -88 -711 750 274 1,142 936 1,181 366 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 8.9 1.5 90.9 86.8 93.3 97.1 6.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 2 4 31 27 35 31 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 13,118 COMMITMENTS 1,350 4,823 0 11,554 7,688 12,904 12,511 214 607 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,302) 0 1,147 0 1,178 372 1,178 1,519 124 -217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 36.8 0.0 88.1 58.6 98.4 95.4 1.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 0 11 10 13 12 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 35,730 COMMITMENTS 490 1,831 210 34,391 33,449 35,091 35,490 639 240 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,351) 490 589 0 4,762 4,762 5,252 5,351 99 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 5.1 0.6 96.3 93.6 98.2 99.3 1.8 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 14 13 16 15 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 42,914 COMMITMENTS 1,980 540 0 38,991 41,743 40,971 42,283 1,943 631 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,802) 0 0 0 2,557 2,955 2,557 2,955 245 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 1.3 0.0 90.9 97.3 95.5 98.5 4.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 13 16 14 17 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 214,187 COMMITMENTS 1,405 7,233 1,138 207,318 202,390 209,861 210,761 4,326 3,426 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 6,234) 598 717 448 7,479 6,128 8,525 7,293 -2,291 -1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 3.4 0.5 96.8 94.5 98.0 98.4 2.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 3 3 3 41 40 46 44 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 101,880 COMMITMENTS 0 0 0 98,154 99,563 98,154 99,563 3,726 2,317 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,825) 0 0 0 2,068 1,369 2,068 1,369 -243 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.3 97.7 96.3 97.7 3.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 0 0 28 28 28 28 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,466 COMMITMENTS 0 0 0 63,673 59,082 63,673 59,082 6,793 11,384 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,105) 0 0 0 2,257 2,502 2,257 2,502 -152 -397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 83.8 90.4 83.8 9.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 19 20 19 20 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 70,431 COMMITMENTS 0 0 0 61,858 66,121 61,858 66,121 8,573 4,310 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,823) 0 -217 0 4,456 1,759 4,456 1,542 -1,633 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.8 93.9 87.8 93.9 12.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 24 20 24 20 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 80,980 COMMITMENTS 2,134 0 0 72,091 76,891 74,225 76,891 6,755 4,089 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,614) 0 0 0 -423 426 -423 426 2,037 1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 0.0 0.0 89.0 95.0 91.7 95.0 8.3 5.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 149,422 COMMITMENTS 19,083 6,173 11,219 118,504 131,747 148,806 149,138 616 284 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 4,118) 2,056 1,462 97 1,883 2,487 4,036 4,046 82 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 4.1 7.5 79.3 88.2 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 10 14 17 47 51 66 73 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 61,352 COMMITMENTS 101 3,724 2,108 59,119 55,520 61,328 61,352 24 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 412) 101 -249 -121 432 782 412 412 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 6.1 3.4 96.4 90.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 3 26 23 30 31 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 534,701 COMMITMENTS 1,390 10,414 10,626 522,685 513,661 534,701 534,701 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 11,029) -50 2,616 -624 11,703 9,037 11,029 11,029 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.9 2.0 97.8 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 4 18 21 22 27 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,736,069 COMMITMENTS 26,180 34,714 25,059 1684830 1676296 1736069 1736069 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 14,407) -3,528 -10,864 1,960 15,975 23,311 14,407 14,407 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 2.0 1.4 97.0 96.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 5 5 36 42 43 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 66,025 COMMITMENTS 900 577 1,496 63,622 63,945 66,018 66,018 7 7 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,357) -588 114 -40 3,978 3,277 3,350 3,350 7 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.9 2.3 96.4 96.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 5 5 24 23 30 32 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 578,437 COMMITMENTS 3,574 10,176 3,906 570,957 564,355 578,437 578,437 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,035) 871 0 -640 8,804 9,675 9,035 9,035 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 1.8 0.7 98.7 97.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 19 16 21 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 506,786 COMMITMENTS 4,232 7,983 401 502,153 498,402 506,786 506,786 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 19,152) 0 0 0 19,152 19,152 19,152 19,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 1.6 0.1 99.1 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 2 1 31 29 34 31 PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 46,549 COMMITMENTS 865 2,437 298 44,645 42,880 45,808 45,615 741 934 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 658) 82 384 0 702 316 784 700 -126 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.2 0.6 95.9 92.1 98.4 98.0 1.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 2 3 25 25 31 29 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 56,382 COMMITMENTS 35 25 25 55,699 56,249 55,759 56,299 623 83 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,775) 0 0 0 2,775 2,775 2,775 2,775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.0 98.8 99.8 98.9 99.9 1.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 34 30 35 32 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,300 COMMITMENTS 40 705 0 70,321 70,534 70,361 71,239 939 61 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,080) 0 75 0 1,080 1,005 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 0.0 98.6 98.9 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 1 0 36 31 37 32 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,169 COMMITMENTS 100 0 0 19,049 19,169 19,149 19,169 20 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 99.4 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 23 17 24 17 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 260,304 COMMITMENTS 768 784 392 259,144 259,128 260,304 260,304 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 13,288) 0 0 0 13,288 13,288 13,288 13,288 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 0.2 99.6 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 1 22 20 24 21 ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 8,171 COMMITMENTS 1,402 260 0 6,580 7,484 7,982 7,744 189 427 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 677) 0 0 0 655 422 655 422 22 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.2 0.0 80.5 91.6 97.7 94.8 2.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 0 19 17 21 18 ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,200 COMMITMENTS 2,400 0 0 6,800 9,200 9,200 9,200 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 0.0 0.0 73.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 10 12 11 12 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 7,105 COMMITMENTS 50 0 50 6,805 7,055 6,905 7,105 200 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.7 95.8 99.3 97.2 100.0 2.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 13 12 14 13 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,040 COMMITMENTS 0 800 0 18,040 17,190 18,040 17,990 0 50 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,155) 0 400 0 1,155 755 1,155 1,155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 0.0 100.0 95.3 100.0 99.7 0.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 3 0 23 20 23 23 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,640 COMMITMENTS 0 5 25 15,215 15,460 15,240 15,490 400 150 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,180) 0 0 0 1,180 1,180 1,180 1,180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.2 97.3 98.8 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 23 22 24 23 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 16,960 COMMITMENTS 0 0 0 16,343 15,877 16,343 15,877 617 1,083 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 728) 0 0 0 282 685 282 685 446 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.4 93.6 96.4 93.6 3.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 0 0 26 26 26 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 55,590 COMMITMENTS 0 5,587 155 54,712 49,618 54,867 55,360 723 230 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,199) 0 1,415 -555 1,549 329 994 1,189 205 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.1 0.3 98.4 89.3 98.7 99.6 1.3 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 0 5 3 32 29 35 35 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 66,269 COMMITMENTS 311 6,369 1,689 64,221 58,110 66,221 66,168 48 101 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,051) 261 1,890 -739 2,535 927 2,057 2,078 -6 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.6 2.5 96.9 87.7 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 2 8 4 34 33 39 42 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 50,680 COMMITMENTS 760 0 0 49,880 50,680 50,640 50,680 40 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,890) 0 0 0 2,890 2,890 2,890 2,890 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 98.4 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 0 0 29 15 31 15 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,665 COMMITMENTS 800 0 0 47,795 48,665 48,595 48,665 70 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,835) 60 0 0 1,775 1,835 1,835 1,835 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.2 100.0 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 0 0 28 18 29 18 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 345,019 COMMITMENTS 14,801 2,320 11,813 318,405 330,886 345,019 345,019 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 32) 393 384 -384 23 32 32 32 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.7 3.4 92.3 95.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 2 28 33 33 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,025 COMMITMENTS 3,132 862 432 20,333 22,497 23,897 23,790 129 235 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -13) 354 17 31 -422 3 -37 51 24 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 3.6 1.8 84.6 93.6 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 4 26 31 32 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 40,052 COMMITMENTS 2,718 436 204 37,130 39,412 40,052 40,052 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 531) 154 -35 0 377 566 531 531 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.1 0.5 92.7 98.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 2 17 12 24 15 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 452,078 COMMITMENTS 768 3,138 0 451,310 448,940 452,078 452,078 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 7,133) 0 0 0 7,133 7,133 7,133 7,133 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.7 0.0 99.8 99.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 21 17 22 18 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 34,937 COMMITMENTS 1,648 383 255 32,949 34,002 34,852 34,640 85 297 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 127) -110 0 0 322 149 212 149 -85 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 1.1 0.7 94.3 97.3 99.8 99.1 0.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 1 18 20 22 22 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 55,924 COMMITMENTS 0 3,121 0 55,924 52,803 55,924 55,924 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 0.0 100.0 94.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 13 13 13 14 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,900 COMMITMENTS 2,175 127 384 14,234 15,267 16,793 15,778 107 1,122 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 269) 121 0 5 228 264 354 269 -85 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.8 2.3 84.2 90.3 99.4 93.4 0.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 1 1 21 19 25 21 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 186,163 COMMITMENTS 23,751 0 3,172 159,240 182,991 186,163 186,163 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -1,568) 1,568 0 -1,568 -1,568 0 -1,568 -1,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.0 1.7 85.5 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 19 23 21 24 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 12,287 COMMITMENTS 309 113 230 11,705 11,244 12,244 11,587 43 700 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -324) -293 113 207 -260 -644 -346 -324 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 0.9 1.9 95.3 91.5 99.7 94.3 0.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 20 22 22 23 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 135,520 COMMITMENTS 4,648 0 0 130,872 135,520 135,520 135,520 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -1,152) -409 0 0 -743 -1,152 -1,152 -1,152 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.0 0.0 96.6 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 0 21 21 23 21 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,135 COMMITMENTS 50 0 100 17,985 18,035 18,135 18,135 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 77) 0 0 0 77 77 77 77 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.6 99.2 99.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 1 14 16 15 17 PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 25 MWh OPEN INTEREST: 166,803 COMMITMENTS 320 0 0 166,483 166,803 166,803 166,803 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 3,864) 0 0 0 3,864 3,864 3,864 3,864 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 13 17 14 17 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,720 COMMITMENTS 0 500 0 8,210 8,185 8,210 8,685 510 35 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 150) 0 200 0 150 -50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.7 0.0 94.2 93.9 94.2 99.6 5.8 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 13 15 14 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 154,021 COMMITMENTS 5,167 6,082 20,511 125,465 125,427 151,142 152,020 2,879 2,002 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 5,220) 3,587 -793 -1,507 3,224 8,706 5,304 6,406 -84 -1,186 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 3.9 13.3 81.5 81.4 98.1 98.7 1.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 20 18 25 21 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,150 COMMITMENTS 0 650 0 23,760 23,500 23,760 24,150 390 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.7 0.0 98.4 97.3 98.4 100.0 1.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 16 21 17 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,020 COMMITMENTS 0 675 0 20,450 20,285 20,450 20,960 570 60 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.0 97.3 96.5 97.3 99.7 2.7 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 12 16 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,459 COMMITMENTS 400 0 0 24,059 24,459 24,459 24,459 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 505) 0 0 0 505 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 98.4 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 0 0 23 21 26 21 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,605 COMMITMENTS 250 0 0 23,255 23,605 23,505 23,605 100 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 580) 0 0 0 580 580 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 98.5 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 17 20 17 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 12,690 COMMITMENTS 0 0 0 12,360 12,475 12,360 12,475 330 215 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.4 98.3 97.4 98.3 2.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 24 10 24 10 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,342 COMMITMENTS 0 0 0 13,002 13,147 13,002 13,147 340 195 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -55) 0 0 0 -55 -55 -55 -55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.5 98.5 97.5 98.5 2.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 0 0 26 12 26 12 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 110,691 COMMITMENTS 3,520 1,150 50 107,101 109,391 110,671 110,591 20 100 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,019) 250 0 0 1,769 2,019 2,019 2,019 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.0 0.0 96.8 98.8 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 2 1 36 31 39 34 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 120,747 COMMITMENTS 2,545 1,100 350 117,837 119,207 120,732 120,657 15 90 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,410) 500 150 -50 1,960 2,310 2,410 2,410 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 0.9 0.3 97.6 98.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 4 3 2 41 36 45 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 144,984 COMMITMENTS 15,860 9,090 3,262 125,675 132,159 144,797 144,511 187 473 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 4,351) -117 2,674 205 4,259 1,186 4,347 4,065 4 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 6.3 2.2 86.7 91.2 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 9 11 10 45 41 60 56 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 103,421 COMMITMENTS 1,190 3,490 1,440 100,688 98,311 103,318 103,241 103 180 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,293) 300 300 0 1,993 2,113 2,293 2,413 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.4 1.4 97.4 95.1 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 3 5 39 36 46 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,920 COMMITMENTS 0 475 200 22,700 22,155 22,900 22,830 20 90 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 360) 0 200 75 305 85 380 360 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 0.9 99.0 96.7 99.9 99.6 0.1 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 27 13 28 16 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,860 COMMITMENTS 25 0 150 19,645 19,620 19,820 19,770 40 90 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 50) 25 -25 0 25 75 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.0 0.8 98.9 98.8 99.8 99.5 0.2 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 25 10 26 11 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 29,099 COMMITMENTS 30 300 25 28,760 28,524 28,815 28,849 284 250 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 2,200) 0 300 0 2,150 1,900 2,150 2,200 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.0 0.1 98.8 98.0 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 1 28 26 29 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 10,679 COMMITMENTS 0 50 0 10,679 10,629 10,679 10,679 0 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.5 0.0 100.0 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 15 16 15 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,712 COMMITMENTS 2,708 2,170 350 25,988 27,141 29,046 29,661 666 51 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 121) 0 0 0 145 90 145 90 -24 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 7.3 1.2 87.5 91.3 97.8 99.8 2.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 2 20 23 24 26 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,200 COMMITMENTS 2,110 0 0 20,396 23,170 22,506 23,170 694 30 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -120 -180 -120 -180 -30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 0.0 0.0 87.9 99.9 97.0 99.9 3.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 19 23 21 23 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,508 COMMITMENTS 0 535 390 28,704 28,562 29,094 29,487 414 21 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -625) 0 425 -80 -645 -975 -725 -630 100 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 1.3 97.3 96.8 98.6 99.9 1.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 2 24 25 26 28 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,458 COMMITMENTS 0 420 0 22,083 22,038 22,083 22,458 375 0 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 310) 0 0 0 190 310 190 310 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 98.3 98.1 98.3 100.0 1.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 1 0 25 24 25 25 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,642 COMMITMENTS 0 710 0 15,457 14,612 15,457 15,322 185 320 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 533) 0 -50 0 533 583 533 533 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.0 98.8 93.4 98.8 98.0 1.2 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 18 15 18 16 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,576 COMMITMENTS 0 0 0 11,036 11,556 11,036 11,556 540 20 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 310) 0 0 0 670 550 670 550 -360 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.3 99.8 95.3 99.8 4.7 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 16 14 16 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,274 COMMITMENTS 1,900 910 15 33,055 34,119 34,970 35,044 304 230 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,929) 75 300 0 1,794 1,629 1,869 1,929 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 2.6 0.0 93.7 96.7 99.1 99.3 0.9 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 1 28 22 31 25 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 12,856 COMMITMENTS 1,082 0 0 11,544 12,776 12,626 12,776 230 80 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 75) 20 0 0 55 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.0 0.0 89.8 99.4 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 19 17 20 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 12,984 COMMITMENTS 1,755 0 25 10,869 12,934 12,649 12,959 335 25 CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -255) 20 0 0 -275 -255 -255 -255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.0 0.2 83.7 99.6 97.4 99.8 2.6 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 23 20 25 21
Updated September 25, 2015