CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 22,208 COMMITMENTS 9,011 4,085 769 12,383 17,354 22,163 22,208 45 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -4,087) -549 277 -846 -2,672 -3,519 -4,067 -4,087 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 18.4 3.5 55.8 78.1 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 11 5 4 8 9 21 16 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 28,804 COMMITMENTS 5,131 6,464 1,121 22,552 21,219 28,804 28,804 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -581) 291 0 -266 -606 -315 -581 -581 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 22.4 3.9 78.3 73.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 6 4 3 9 7 16 14 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 41,061 COMMITMENTS 2,300 5,001 4,979 33,782 31,082 41,061 41,061 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 388) 200 199 0 188 189 388 388 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 12.2 12.1 82.3 75.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 6 3 9 8 16 14 RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 53,022 COMMITMENTS 6,097 5,044 4,647 37,238 38,332 47,982 48,022 5,040 5,000 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,873) -976 67 -186 5,994 4,992 4,833 4,873 5,040 5,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 9.5 8.8 70.2 72.3 90.5 90.6 9.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 7 6 8 13 11 24 21 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 3,826,622 COMMITMENTS 305,631 380,077 616,687 2870678 2820160 3792996 3816924 33,626 9,698 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -192,830) 13,509 -30,754 -62,503 -145,674 -101,655 -194,668 -194,912 1,838 2,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.9 16.1 75.0 73.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 31 45 57 140 114 207 181 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 2,581,840 COMMITMENTS 151,962 111,052 1270212 1159270 1200120 2581443 2581385 396 455 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 87,691) 22,357 -2,937 78,395 -3,774 22,513 96,978 97,971 -9,287 -10,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 4.3 49.2 44.9 46.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 22 20 38 55 51 94 92 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,905 COMMITMENTS 7,960 3,348 2,510 213,823 225,589 224,293 231,447 13,612 6,458 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,219) 747 -678 103 6,116 6,183 6,966 5,608 -747 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.4 1.1 89.9 94.8 94.3 97.3 5.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 2 3 39 34 44 39 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 120,397 COMMITMENTS 4,618 26 2,355 107,553 115,808 114,526 118,189 5,871 2,208 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,280) 197 -85 250 6,267 7,246 6,714 7,411 566 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 0.0 2.0 89.3 96.2 95.1 98.2 4.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 1 3 28 31 31 34 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 224,854 COMMITMENTS 1,187 5,483 3,505 207,708 206,082 212,400 215,070 12,454 9,784 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,181) 1,091 -828 204 3,416 8,493 4,711 7,869 4,470 1,312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.4 1.6 92.4 91.7 94.5 95.6 5.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 4 4 31 32 35 38 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 597,997 COMMITMENTS 1,705 4,053 4,930 585,323 585,107 591,958 594,090 6,039 3,907 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -29,846) 20 -468 -1,025 -29,770 -28,615 -30,775 -30,108 929 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.7 0.8 97.9 97.8 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 2 3 4 51 40 55 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 325,757 COMMITMENTS 8,994 5,028 5,654 306,130 309,383 320,778 320,065 4,979 5,692 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -8,828) -31 1,527 96 -6,608 -11,461 -6,543 -9,838 -2,285 1,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.5 1.7 94.0 95.0 98.5 98.3 1.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 4 5 6 35 42 43 49 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,022 COMMITMENTS 3,757 2,546 3,459 224,143 227,044 231,359 233,049 5,663 3,973 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,107) 1,602 1,034 -723 5,997 6,560 6,876 6,871 231 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.1 1.5 94.6 95.8 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 3 2 3 39 44 44 47 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 105,856 COMMITMENTS 0 4,365 1,893 97,178 93,108 99,071 99,366 6,785 6,490 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,295) 0 -675 519 -2,133 -1,859 -1,614 -2,015 -681 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 1.8 91.8 88.0 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 3 2 21 27 23 30 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 105,132 COMMITMENTS 266 6,429 2,068 96,032 89,920 98,366 98,417 6,766 6,715 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,580) -381 1,255 88 836 1,427 543 2,770 2,037 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 6.1 2.0 91.3 85.5 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 3 3 29 24 32 29 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 24,652 COMMITMENTS 1,530 1,740 0 22,421 22,551 23,951 24,291 701 361 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 -60 0 -60 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 7.1 0.0 91.0 91.5 97.2 98.5 2.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 13 12 14 14 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,617 COMMITMENTS 1,743 2,802 687 63,825 58,496 66,255 61,985 8,362 12,632 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 550) -421 341 -45 -294 396 -760 692 1,310 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.8 0.9 85.5 78.4 88.8 83.1 11.2 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 2 21 17 23 19 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 180,972 COMMITMENTS 0 3,236 0 174,987 172,280 174,987 175,516 5,985 5,456 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,936) 0 0 0 3,059 2,845 3,059 2,845 -123 91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 96.7 95.2 96.7 97.0 3.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 0 2 0 30 24 30 26 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 95,105 COMMITMENTS 0 0 0 85,671 91,799 85,671 91,799 9,434 3,306 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 486) 0 0 0 -478 426 -478 426 964 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.1 96.5 90.1 96.5 9.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 20 17 20 17 DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 18,644 COMMITMENTS 668 0 0 16,817 17,997 17,485 17,997 1,159 647 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 155) 0 0 0 93 62 93 62 62 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 0.0 0.0 90.2 96.5 93.8 96.5 6.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 0 0 14 18 16 18 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 363,393 COMMITMENTS 913 1,080 3,867 351,119 348,841 355,899 353,788 7,494 9,605 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 8,212) 493 519 -113 8,650 8,593 9,030 8,999 -818 -787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.3 1.1 96.6 96.0 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 3 1 2 48 41 51 44 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,659 COMMITMENTS 2,387 3,096 1,335 54,704 50,434 58,426 54,865 7,233 10,794 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,888) -1,034 184 33 -671 -2,431 -1,672 -2,214 -216 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 4.7 2.0 83.3 76.8 89.0 83.6 11.0 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 20 19 22 23 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 65,674 COMMITMENTS 0 3,477 965 60,856 56,009 61,821 60,451 3,853 5,223 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,113) 0 851 -61 3,113 1,833 3,052 2,623 61 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 1.5 92.7 85.3 94.1 92.0 5.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 2 18 18 20 20 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,898 COMMITMENTS 6,978 2,820 1,500 95,441 94,498 103,919 98,818 2,979 8,080 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,044) 2,508 -2,628 -522 11,128 9,990 13,114 6,840 930 7,204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.6 1.4 89.3 88.4 97.2 92.4 2.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 5 3 1 31 26 36 30 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 142,626 COMMITMENTS 8,713 14,630 3,470 126,665 122,939 138,848 141,039 3,778 1,587 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 14,674) -928 2,604 1,026 12,808 10,899 12,906 14,529 1,768 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 10.3 2.4 88.8 86.2 97.4 98.9 2.6 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 7 10 4 40 37 50 48 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 90,008 COMMITMENTS 424 630 240 88,948 87,287 89,612 88,157 396 1,851 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,038) 424 -628 0 3,858 3,738 4,282 3,110 -244 928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.7 0.3 98.8 97.0 99.6 97.9 0.4 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 1 1 15 25 17 27 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 223,875 COMMITMENTS 4,817 540 1,565 207,578 212,046 213,960 214,151 9,915 9,724 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,512) -135 420 -163 5,714 5,514 5,416 5,771 1,096 741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.2 0.7 92.7 94.7 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 2 2 34 36 37 38 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 22,404 COMMITMENTS 0 1,109 151 20,702 19,059 20,853 20,319 1,551 2,085 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 329) 0 0 120 -91 -39 29 81 300 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.7 92.4 85.1 93.1 90.7 6.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 14 15 16 18 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 55,681 COMMITMENTS 2,968 397 878 37,845 49,983 41,691 51,258 13,990 4,423 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,973) 178 -86 -295 -2,692 -1,475 -2,809 -1,856 836 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 0.7 1.6 68.0 89.8 74.9 92.1 25.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 13 14 15 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 99,300 COMMITMENTS 1,149 8,582 1,560 90,272 80,813 92,981 90,955 6,319 8,345 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -328) 707 508 -1,407 186 207 -514 -692 186 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 8.6 1.6 90.9 81.4 93.6 91.6 6.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 1 4 2 27 27 29 32 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 108,622 COMMITMENTS 5,191 0 1,044 93,460 106,008 99,695 107,052 8,927 1,570 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,283) 639 0 -136 608 1,527 1,111 1,391 172 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 1.0 86.0 97.6 91.8 98.6 8.2 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 0 3 23 20 27 23 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 118,495 COMMITMENTS 3,206 0 0 111,507 114,205 114,713 114,205 3,782 4,290 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,701) 638 0 0 4,318 3,148 4,956 3,148 -255 1,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 0.0 0.0 94.1 96.4 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 0 23 18 25 18 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 115,135 COMMITMENTS 0 2,478 1,227 106,712 109,085 107,939 112,790 7,196 2,345 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,207) -181 427 -402 4,668 4,212 4,085 4,237 122 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 1.1 92.7 94.7 93.7 98.0 6.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 2 18 19 20 21 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 172,172 COMMITMENTS 0 20,575 2,456 153,931 141,619 156,387 164,650 15,785 7,522 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,624) -502 4,842 44 759 -4,694 301 192 1,323 1,432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.0 1.4 89.4 82.3 90.8 95.6 9.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 0 4 2 28 26 30 30 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 17,777 COMMITMENTS 0 775 0 17,567 14,815 17,567 15,590 210 2,187 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0) 0 -1,674 0 0 0 0 -1,674 0 1,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.4 0.0 98.8 83.3 98.8 87.7 1.2 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 33,536 COMMITMENTS 310 1,329 0 32,426 31,933 32,736 33,262 800 274 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,424) -248 60 0 1,424 1,364 1,176 1,424 248 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.0 0.0 96.7 95.2 97.6 99.2 2.4 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 18 18 19 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 50,871 COMMITMENTS 856 300 0 48,981 49,222 49,837 49,522 1,034 1,349 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 714) -60 0 0 1,140 1,200 1,080 1,200 -366 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 0.6 0.0 96.3 96.8 98.0 97.3 2.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 1 0 20 20 22 21 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 207,117 COMMITMENTS 594 5,921 2,327 197,912 192,537 200,833 200,785 6,284 6,332 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,184) -408 495 682 1,910 577 2,184 1,754 0 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 2.9 1.1 95.6 93.0 97.0 96.9 3.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 2 7 7 38 32 45 41 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 104,008 COMMITMENTS 602 0 288 98,025 99,103 98,915 99,391 5,093 4,617 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,423) 200 0 167 1,624 2,225 1,991 2,392 432 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.3 94.2 95.3 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 1 19 19 20 20 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,284 COMMITMENTS 0 0 0 64,740 68,049 64,740 68,049 11,544 8,235 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,007) 0 0 0 978 793 978 793 29 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 84.9 89.2 84.9 89.2 15.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 16 17 16 17 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 77,440 COMMITMENTS 2,354 0 0 67,748 75,809 70,102 75,809 7,338 1,631 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,590) 428 0 0 888 1,621 1,316 1,621 274 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 0.0 0.0 87.5 97.9 90.5 97.9 9.5 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 0 19 21 20 21 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 91,858 COMMITMENTS 3,404 0 0 84,028 89,483 87,432 89,483 4,426 2,375 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,935) 0 0 0 3,293 3,662 3,293 3,662 642 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 0.0 0.0 91.5 97.4 95.2 97.4 4.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 15 12 16 12 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 163,662 COMMITMENTS 21,341 8,684 13,740 127,673 140,788 162,753 163,212 909 450 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,250) 479 880 50 1,843 1,487 2,372 2,417 -122 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 5.3 8.4 78.0 86.0 99.4 99.7 0.6 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 11 18 23 48 49 75 75 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 51,177 COMMITMENTS 208 1,393 469 50,476 49,290 51,153 51,153 24 24 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,469) 131 -1,816 5 -5,605 -3,658 -5,469 -5,469 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.7 0.9 98.6 96.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 6 3 24 20 28 27 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 444,034 COMMITMENTS 0 16,000 3,610 440,424 424,424 444,034 444,034 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -64,217) 0 -5,569 1,295 -65,512 -59,943 -64,217 -64,217 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.8 99.2 95.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 19 17 21 21 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,686,006 COMMITMENTS 23,214 48,531 16,509 1646283 1620966 1686006 1686006 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -4,628) 0 -443 401 -5,029 -4,586 -4,628 -4,628 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.9 1.0 97.6 96.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 7 6 4 37 41 46 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 73,684 COMMITMENTS 1,292 3,136 1,037 71,355 69,487 73,684 73,660 0 24 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -769) -395 208 -433 83 -544 -745 -769 -24 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.3 1.4 96.8 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 2 8 4 22 21 27 30 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 593,076 COMMITMENTS 114 10,504 4,864 588,098 577,708 593,076 593,076 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,427) -976 984 976 6,427 4,467 6,427 6,427 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.8 99.2 97.4 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 1 21 20 22 24 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 477,773 COMMITMENTS 401 760 392 476,980 476,621 477,773 477,773 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -9,076) -784 0 0 -8,292 -9,076 -9,076 -9,076 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.2 0.1 99.8 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 1 1 1 30 32 32 34 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 45,066 COMMITMENTS 843 1,699 277 43,096 42,217 44,216 44,193 850 873 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 13) 41 0 0 35 -9 76 -9 -63 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.8 0.6 95.6 93.7 98.1 98.1 1.9 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 29 25 34 28 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 54,172 COMMITMENTS 0 40 60 53,823 54,002 53,883 54,102 289 70 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,137) 0 0 0 2,170 2,240 2,170 2,240 -33 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.1 0.1 99.4 99.7 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 0 1 1 37 34 38 35 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,065 COMMITMENTS 50 655 0 70,510 70,121 70,560 70,776 505 289 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 4,232) 50 0 0 4,355 4,045 4,405 4,045 -173 187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 0.9 0.0 99.2 98.7 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 1 0 36 35 37 36 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,779 COMMITMENTS 100 0 0 18,544 18,659 18,644 18,659 135 120 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.0 0.0 98.7 99.4 99.3 99.4 0.7 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 0 0 22 20 23 20 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 249,984 COMMITMENTS 784 0 1,176 248,024 248,808 249,984 249,984 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,568) 0 0 0 1,568 1,568 1,568 1,568 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.5 99.2 99.5 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 0 1 25 20 26 21 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 9,370 COMMITMENTS 1,633 140 0 7,522 8,846 9,155 8,986 215 384 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2) 0 0 0 2 -41 2 -41 0 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 1.5 0.0 80.3 94.4 97.7 95.9 2.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 18 20 22 21 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 6,855 COMMITMENTS 50 175 50 6,380 6,510 6,480 6,735 375 120 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.6 0.7 93.1 95.0 94.5 98.2 5.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 1 12 11 13 14 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,835 COMMITMENTS 0 650 0 18,835 18,145 18,835 18,795 0 40 CHANGES FROM 10/27/15 (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 3.5 0.0 100.0 96.3 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 0 3 0 25 22 25 25 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,565 COMMITMENTS 0 0 0 19,385 19,505 19,385 19,505 180 60 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,425) 0 0 0 1,560 1,425 1,560 1,425 -135 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 99.1 99.7 99.1 99.7 0.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 0 0 27 27 27 27 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,221 COMMITMENTS 0 126 0 17,416 17,054 17,416 17,180 805 1,041 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 296) 0 0 0 149 255 149 255 147 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.7 0.0 95.6 93.6 95.6 94.3 4.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 1 0 24 25 24 26 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 60,438 COMMITMENTS 100 5,210 297 59,577 54,726 59,974 60,233 464 205 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 991) 75 -421 -53 964 1,465 986 991 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 8.6 0.5 98.6 90.5 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 4 35 30 40 34 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 72,285 COMMITMENTS 409 9,621 2,463 69,385 60,156 72,257 72,240 28 45 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 382) 60 356 8 309 33 377 397 5 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 13.3 3.4 96.0 83.2 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 2 8 5 36 35 41 45 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,660 COMMITMENTS 880 0 0 47,650 48,660 48,530 48,660 130 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 270) -80 0 0 250 270 170 270 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.0 0.0 97.9 100.0 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 0 0 29 16 30 16 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,350 COMMITMENTS 735 0 0 47,435 48,350 48,170 48,350 180 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 210) -85 0 0 175 210 90 210 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.0 0.0 98.1 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 0 0 31 17 32 17 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 331,105 COMMITMENTS 32,133 4,280 2,807 296,165 324,018 331,105 331,105 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -5,154) 4,680 1,568 -401 -9,433 -6,321 -5,154 -5,154 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 1.3 0.8 89.4 97.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 3 3 28 31 32 37 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 24,904 COMMITMENTS 4,555 784 488 19,617 22,867 24,660 24,139 244 765 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -224) 197 3 7 -452 -235 -248 -224 23 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 3.1 2.0 78.8 91.8 99.0 96.9 1.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 4 25 31 30 38 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 35,527 COMMITMENTS 1,256 1,800 641 33,630 33,086 35,527 35,527 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -485) -72 -19 0 -413 -466 -485 -485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.1 1.8 94.7 93.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 6 2 15 16 21 22 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 456,586 COMMITMENTS 0 1,586 0 456,586 454,216 456,586 455,802 0 784 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,449) 0 -784 0 5,449 5,449 5,449 4,665 0 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 0.0 100.0 99.5 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 0 21 15 21 16 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 33,898 COMMITMENTS 636 509 0 33,176 32,856 33,812 33,365 86 533 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 655) 0 -44 0 655 613 655 569 0 86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 1.5 0.0 97.9 96.9 99.7 98.4 0.3 1.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 16,985 COMMITMENTS 2,152 86 365 14,338 15,670 16,855 16,121 130 864 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 120) -40 20 -20 180 100 120 100 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.5 2.1 84.4 92.3 99.2 94.9 0.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 1 1 20 21 23 23 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 195,373 COMMITMENTS 29,205 0 3,564 162,604 191,809 195,373 195,373 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,480) 0 0 0 5,480 5,480 5,480 5,480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.0 1.8 83.2 98.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 0 1 18 23 21 24 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,279 COMMITMENTS 168 454 185 13,844 13,302 14,197 13,941 82 338 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 144) -19 -60 62 81 226 124 228 20 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.2 1.3 97.0 93.2 99.4 97.6 0.6 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 2 23 24 25 27 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 176,991 COMMITMENTS 5,489 0 2,336 169,166 174,655 176,991 176,991 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -7,413) 0 0 0 -7,413 -7,413 -7,413 -7,413 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.0 1.3 95.6 98.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 23 21 25 22 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 9,255 COMMITMENTS 0 165 135 8,940 8,925 9,075 9,225 180 30 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 1.5 96.6 96.4 98.1 99.7 1.9 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 1 14 12 15 13 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 16,076 COMMITMENTS 78 0 0 15,998 16,076 16,076 16,076 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,273) 0 0 0 -1,273 -1,273 -1,273 -1,273 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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: 23) 1 0 0 14 19 15 19 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,825 COMMITMENTS 0 700 0 8,700 8,065 8,700 8,765 125 60 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 15) 0 0 0 35 -15 35 -15 -20 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.9 0.0 98.6 91.4 98.6 99.3 1.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 14 17 15 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 634,059 COMMITMENTS 64,279 27,004 56,986 512,794 550,069 634,059 634,059 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 68,805) 10,090 640 2,228 57,238 65,936 69,557 68,805 -752 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 4.3 9.0 80.9 86.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 22 19 28 23 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,240 COMMITMENTS 0 575 0 22,705 22,415 22,705 22,990 535 250 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 15 0 15 0 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 97.7 96.5 97.7 98.9 2.3 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 21 14 21 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,540 COMMITMENTS 0 600 0 19,935 19,690 19,935 20,290 605 250 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 15 0 15 0 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.0 97.1 95.9 97.1 98.8 2.9 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 12 17 13 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,939 COMMITMENTS 250 100 100 24,589 24,739 24,939 24,939 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 120) 0 50 0 120 70 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.4 0.4 98.6 99.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 1 1 1 25 22 27 23 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,774 COMMITMENTS 250 0 0 23,434 23,774 23,684 23,774 90 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 0.0 0.0 98.6 100.0 99.6 100.0 0.4 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 0 0 20 16 21 16 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,105 COMMITMENTS 0 700 0 19,385 19,245 19,385 19,945 720 160 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 630) 0 0 0 570 630 570 630 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 96.4 95.7 96.4 99.2 3.6 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 7 14 9 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,505 COMMITMENTS 0 0 0 16,120 16,335 16,120 16,335 385 170 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 97.7 99.0 97.7 99.0 2.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 24 12 24 12 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,742 COMMITMENTS 25 200 0 17,257 17,372 17,282 17,572 460 170 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 1.1 0.0 97.3 97.9 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 24 15 25 16 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 113,035 COMMITMENTS 3,610 1,140 50 109,375 111,845 113,035 113,035 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 540) 0 0 0 540 540 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.0 0.0 96.8 98.9 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 3 3 1 37 36 40 40 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 122,577 COMMITMENTS 3,830 1,715 300 118,432 120,487 122,562 122,502 15 75 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,191) 130 500 0 1,061 686 1,191 1,186 0 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.4 0.2 96.6 98.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 4 3 39 35 45 42 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 155,662 COMMITMENTS 17,434 13,303 5,324 132,717 136,892 155,475 155,518 187 144 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,742) -1,178 -325 756 3,174 2,239 2,752 2,670 -10 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 8.5 3.4 85.3 87.9 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 12 9 45 41 61 57 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 108,558 COMMITMENTS 1,450 3,730 1,330 105,683 103,498 108,463 108,558 95 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,465) -45 0 45 2,465 2,420 2,465 2,465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.4 1.2 97.4 95.3 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 3 4 4 41 36 47 42 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 23,620 COMMITMENTS 320 825 85 23,215 22,630 23,620 23,540 0 80 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 215) 120 0 -40 135 255 215 215 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.5 0.4 98.3 95.8 100.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,575 COMMITMENTS 50 0 125 19,360 19,370 19,535 19,495 40 80 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 25) 0 0 0 15 25 15 25 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.0 0.6 98.9 99.0 99.8 99.6 0.2 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 0 1 24 11 25 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 30,658 COMMITMENTS 349 300 0 30,234 30,253 30,583 30,553 75 105 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,134) 25 0 0 1,109 1,134 1,134 1,134 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 0 29 27 31 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 12,069 COMMITMENTS 0 0 0 12,069 12,069 12,069 12,069 0 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 230) 0 0 0 230 230 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 17 18 17 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 31,218 COMMITMENTS 3,188 2,045 300 27,424 28,769 30,912 31,114 306 104 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 202) 60 25 0 142 117 202 142 0 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 6.6 1.0 87.8 92.2 99.0 99.7 1.0 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 1 22 25 25 28 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 25,946 COMMITMENTS 2,425 0 0 23,120 25,921 25,545 25,921 401 25 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 465) 0 0 0 465 440 465 440 0 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.0 0.0 89.1 99.9 98.5 99.9 1.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 19 22 21 22 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 29,708 COMMITMENTS 150 655 45 29,361 28,993 29,556 29,693 152 15 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 983) -25 -5 -5 1,013 1,006 983 996 0 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 2.2 0.2 98.8 97.6 99.5 99.9 0.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 1 3 1 28 27 30 30 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 24,600 COMMITMENTS 0 215 140 24,145 24,215 24,285 24,570 315 30 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 1,113) 0 0 0 1,283 1,113 1,283 1,113 -170 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 0.6 98.2 98.4 98.7 99.9 1.3 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 0 1 1 26 25 27 26 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,854 COMMITMENTS 0 752 0 18,670 17,782 18,670 18,534 184 320 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 537) 0 27 0 552 510 552 537 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 99.0 94.3 99.0 98.3 1.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 18 17 18 19 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 13,605 COMMITMENTS 0 0 0 13,070 13,590 13,070 13,590 535 15 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 45) 0 0 0 30 45 30 45 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 99.9 96.1 99.9 3.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 17 14 17 14 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 38,367 COMMITMENTS 2,324 900 10 35,838 37,382 38,172 38,292 195 75 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 2,258) 25 0 0 2,233 2,258 2,258 2,258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 2.3 0.0 93.4 97.4 99.5 99.8 0.5 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 1 29 28 34 31 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,190 COMMITMENTS 1,005 0 0 12,645 14,119 13,650 14,119 540 71 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 497) 40 0 -8 265 505 297 497 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 0.0 0.0 89.1 99.5 96.2 99.5 3.8 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 20 19 21 19 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,068 COMMITMENTS 1,938 75 0 12,945 14,993 14,883 15,068 185 0 CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 280) -50 0 0 235 280 185 280 95 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.5 0.0 85.9 99.5 98.8 100.0 1.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 0 23 25 24 26
Updated November 6, 2015