CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 15,036: 4,370 3,957 963 9,676 10,116 15,009 15,036: 27 0 Old : 15,036: 4,370 3,957 963 9,676 10,116 15,009 15,036: 27 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 170: 150 27 43 -25 100 168 170: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 26.3 6.4 64.4 67.3 99.8 100.0: 0.2 0.0 Old : 100.0: 29.1 26.3 6.4 64.4 67.3 99.8 100.0: 0.2 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 8 4 1 7 7 16 11: Old : 23: 8 4 1 7 7 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.3 68.5 86.3 96.8 47.6 55.5 58.5 62.4 Old : 63.3 68.5 86.3 96.8 47.6 55.5 58.5 62.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 19,700: 3,715 5,940 1,050 14,935 12,710 19,700 19,700: 0 0 Old : 19,700: 3,715 5,940 1,050 14,935 12,710 19,700 19,700: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -200: 50 -250 50 -300 0 -200 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 30.2 5.3 75.8 64.5 100.0 100.0: 0.0 0.0 Old : 100.0: 18.9 30.2 5.3 75.8 64.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 5 4 6 8 12 16: Old : 20: 3 5 4 6 8 12 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 81.1 74.2 97.1 94.0 80.9 69.5 82.0 79.8 Old : 81.1 74.2 97.1 94.0 80.9 69.5 82.0 79.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1,000 california carbon allowances : : : : All : 24,744: 4,275 5,704 650 19,819 18,390 24,744 24,744: 0 0 Old : 24,744: 4,275 5,704 650 19,819 18,390 24,744 24,744: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -600: 0 0 0 -600 -600 -600 -600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 23.1 2.6 80.1 74.3 100.0 100.0: 0.0 0.0 Old : 100.0: 17.3 23.1 2.6 80.1 74.3 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 6 4 4 6 6 15 14: Old : 21: 6 4 4 6 6 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 77.1 88.9 92.6 96.8 72.3 87.9 86.2 89.3 Old : 77.1 88.9 92.6 96.8 72.3 87.9 86.2 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MMBtus : : : : All : 3,982,622: 488,316 250,584 709,650 2,752,588 3,009,640 3,950,554 3,969,874: 32,068 12,748 Old : 3,982,622: 488,316 250,584 709,650 2,752,588 3,009,640 3,950,554 3,969,874: 32,068 12,748 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -294,163: 136,418 -43,963 -178,533 -238,559 -36,792 -280,674 -259,288: -13,489 -34,875 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 6.3 17.8 69.1 75.6 99.2 99.7: 0.8 0.3 Old : 100.0: 12.3 6.3 17.8 69.1 75.6 99.2 99.7: 0.8 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 219: 31 36 52 134 118 197 176: Old : 219: 31 36 52 134 118 197 176: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1 Old : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 333,170: 198,580 68,089 35,702 98,530 228,944 332,812 332,735: 358 435 Old : 333,170: 198,580 68,089 35,702 98,530 228,944 332,812 332,735: 358 435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,475: 5,108 3,354 -3,095 204 2,216 2,217 2,475: 258 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.6 20.4 10.7 29.6 68.7 99.9 99.9: 0.1 0.1 Old : 100.0: 59.6 20.4 10.7 29.6 68.7 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 14 16 12 31 28 49 52: Old : 65: 14 16 12 31 28 49 52: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.9 45.4 77.4 64.8 53.0 41.8 63.3 58.8 Old : 63.9 45.4 77.4 64.8 53.0 41.8 63.3 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 247,181: 19,553 7,636 10,296 199,154 221,776 229,003 239,708: 18,178 7,473 Old : 247,181: 19,553 7,636 10,296 199,154 221,776 229,003 239,708: 18,178 7,473 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 12,681: -1,091 1,784 1,039 11,941 9,785 11,889 12,608: 792 73 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 3.1 4.2 80.6 89.7 92.6 97.0: 7.4 3.0 Old : 100.0: 7.9 3.1 4.2 80.6 89.7 92.6 97.0: 7.4 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 51: 7 4 8 37 28 46 38: Old : 51: 7 4 8 37 28 46 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7 Old : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 112,486: 852 1,752 2,811 101,064 105,123 104,727 109,686: 7,759 2,800 Old : 112,486: 852 1,752 2,811 101,064 105,123 104,727 109,686: 7,759 2,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,039: 215 401 -4 2,531 2,997 2,742 3,394: 297 -355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 1.6 2.5 89.8 93.5 93.1 97.5: 6.9 2.5 Old : 100.0: 0.8 1.6 2.5 89.8 93.5 93.1 97.5: 6.9 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 1 2 3 27 29 30 32: Old : 37: 1 2 3 27 29 30 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5 Old : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 243,548: 2,632 9,987 8,778 218,036 215,674 229,446 234,439: 14,102 9,109 Old : 243,548: 2,632 9,987 8,778 218,036 215,674 229,446 234,439: 14,102 9,109 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,493: -124 1,782 -225 3,321 1,722 2,972 3,279: 521 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 4.1 3.6 89.5 88.6 94.2 96.3: 5.8 3.7 Old : 100.0: 1.1 4.1 3.6 89.5 88.6 94.2 96.3: 5.8 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 4 4 29 31 34 36: Old : 47: 2 4 4 29 31 34 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3 Old : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 611,145: 240 8,922 7,707 593,072 587,729 601,019 604,358: 10,126 6,787 Old : 611,145: 240 8,922 7,707 593,072 587,729 601,019 604,358: 10,126 6,787 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -32,181: -1,401 -807 -637 -32,388 -32,751 -34,426 -34,195: 2,245 2,014 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.5 1.3 97.0 96.2 98.3 98.9: 1.7 1.1 Old : 100.0: 0.0 1.5 1.3 97.0 96.2 98.3 98.9: 1.7 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 1 5 4 49 37 53 43: Old : 58: 1 5 4 49 37 53 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7 Old : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 307,687: 5,666 3,594 5,491 287,308 290,019 298,465 299,104: 9,222 8,583 Old : 307,687: 5,666 3,594 5,491 287,308 290,019 298,465 299,104: 9,222 8,583 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,349: -647 -346 226 2,096 2,333 1,675 2,213: 674 136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 1.2 1.8 93.4 94.3 97.0 97.2: 3.0 2.8 Old : 100.0: 1.8 1.2 1.8 93.4 94.3 97.0 97.2: 3.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 2 5 4 34 38 39 44: Old : 58: 2 5 4 34 38 39 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5 Old : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 281,386: 4,023 4,798 3,431 269,508 266,218 276,962 274,447: 4,424 6,939 Old : 281,386: 4,023 4,798 3,431 269,508 266,218 276,962 274,447: 4,424 6,939 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 6,199: 3,775 2,090 -1,186 2,950 5,326 5,539 6,230: 660 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 1.7 1.2 95.8 94.6 98.4 97.5: 1.6 2.5 Old : 100.0: 1.4 1.7 1.2 95.8 94.6 98.4 97.5: 1.6 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 2 5 4 39 44 45 49: Old : 57: 2 5 4 39 44 45 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6 Old : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 2,500 MMBTU'S) : : : : All : 107,958: 20 1,009 3,519 98,131 95,977 101,670 100,505: 6,288 7,453 Old : 107,958: 20 1,009 3,519 98,131 95,977 101,670 100,505: 6,288 7,453 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,999: -1,377 513 521 3,519 1,815 2,663 2,849: -664 -850 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.9 3.3 90.9 88.9 94.2 93.1: 5.8 6.9 Old : 100.0: 0.0 0.9 3.3 90.9 88.9 94.2 93.1: 5.8 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 2 2 19 25 21 28: Old : 33: 1 2 2 19 25 21 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1 Old : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 116,083: 612 11,547 2,165 105,971 92,264 108,748 105,976: 7,335 10,107 Old : 116,083: 612 11,547 2,165 105,971 92,264 108,748 105,976: 7,335 10,107 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,140: 247 668 -105 1,855 2,076 1,997 2,639: 1,143 501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 9.9 1.9 91.3 79.5 93.7 91.3: 6.3 8.7 Old : 100.0: 0.5 9.9 1.9 91.3 79.5 93.7 91.3: 6.3 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 4 5 29 25 35 31: Old : 42: 3 4 5 29 25 35 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.0 38.1 60.9 64.7 46.7 38.0 59.6 59.9 Old : 47.0 38.1 60.9 64.7 46.7 38.0 59.6 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 27,745: 1,440 527 0 26,057 26,133 27,497 26,660: 248 1,085 Old : 27,745: 1,440 527 0 26,057 26,133 27,497 26,660: 248 1,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 232: 0 0 0 232 232 232 232: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 1.9 0.0 93.9 94.2 99.1 96.1: 0.9 3.9 Old : 100.0: 5.2 1.9 0.0 93.9 94.2 99.1 96.1: 0.9 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 0 14 10 15 11: Old : 21: 1 1 0 14 10 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5 Old : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 100,798: 0 4,667 1,775 89,645 81,019 91,420 87,461: 9,378 13,337 Old : 100,798: 0 4,667 1,775 89,645 81,019 91,420 87,461: 9,378 13,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 8,081: 0 792 -61 7,787 6,968 7,726 7,699: 355 382 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.6 1.8 88.9 80.4 90.7 86.8: 9.3 13.2 Old : 100.0: 0.0 4.6 1.8 88.9 80.4 90.7 86.8: 9.3 13.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 2 20 17 22 19: Old : 27: 0 2 2 20 17 22 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6 Old : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 168,927: 0 2,782 0 164,261 162,365 164,261 165,147: 4,666 3,780 Old : 168,927: 0 2,782 0 164,261 162,365 164,261 165,147: 4,666 3,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,172: 0 0 0 1,112 227 1,112 227: 60 945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 0.0 97.2 96.1 97.2 97.8: 2.8 2.2 Old : 100.0: 0.0 1.6 0.0 97.2 96.1 97.2 97.8: 2.8 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 0 1 0 30 20 30 21: Old : 36: 0 1 0 30 20 30 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0 Old : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 90,479: 0 0 0 82,043 88,427 82,043 88,427: 8,436 2,052 Old : 90,479: 0 0 0 82,043 88,427 82,043 88,427: 8,436 2,052 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 93: 0 0 0 -279 31 -279 31: 372 62 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.7 97.7 90.7 97.7: 9.3 2.3 Old : 100.0: 0.0 0.0 0.0 90.7 97.7 90.7 97.7: 9.3 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 0 0 21 17 21 17: Old : 30: 0 0 0 21 17 21 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0 Old : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 338,362: 4,092 5,706 2,434 324,418 324,239 330,944 332,379: 7,418 5,983 Old : 338,362: 4,092 5,706 2,434 324,418 324,239 330,944 332,379: 7,418 5,983 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 967: 614 -546 -23 125 2,009 716 1,440: 251 -473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 1.7 0.7 95.9 95.8 97.8 98.2: 2.2 1.8 Old : 100.0: 1.2 1.7 0.7 95.9 95.8 97.8 98.2: 2.2 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 66: 2 5 4 50 44 55 50: Old : 66: 2 5 4 50 44 55 50: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0 Old : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 72,388: 0 2,968 2,499 61,397 58,390 63,896 63,857: 8,492 8,531 Old : 72,388: 0 2,968 2,499 61,397 58,390 63,896 63,857: 8,492 8,531 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,785: 0 -673 473 2,906 1,696 3,379 1,496: -1,594 289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.1 3.5 84.8 80.7 88.3 88.2: 11.7 11.8 Old : 100.0: 0.0 4.1 3.5 84.8 80.7 88.3 88.2: 11.7 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 3 2 21 19 23 22: Old : 30: 0 3 2 21 19 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6 Old : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 14,478: 0 0 0 13,097 12,696 13,097 12,696: 1,381 1,782 Old : 14,478: 0 0 0 13,097 12,696 13,097 12,696: 1,381 1,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.5 87.7 90.5 87.7: 9.5 12.3 Old : 100.0: 0.0 0.0 0.0 90.5 87.7 90.5 87.7: 9.5 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 11 14 11 14: Old : 21: 0 0 0 11 14 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0 Old : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 75,935: 550 2,005 1,165 70,010 68,713 71,725 71,883: 4,210 4,052 Old : 75,935: 550 2,005 1,165 70,010 68,713 71,725 71,883: 4,210 4,052 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,365: 283 922 -78 2,036 1,494 2,241 2,338: 124 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 2.6 1.5 92.2 90.5 94.5 94.7: 5.5 5.3 Old : 100.0: 0.7 2.6 1.5 92.2 90.5 94.5 94.7: 5.5 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 2 18 21 20 24: Old : 26: 1 2 2 18 21 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2 Old : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 102,540: 7,075 6,634 0 82,048 94,019 89,123 100,653: 13,417 1,887 Old : 102,540: 7,075 6,634 0 82,048 94,019 89,123 100,653: 13,417 1,887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 460: -11,811 -992 0 181 708 -11,630 -284: 12,090 744 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 6.5 0.0 80.0 91.7 86.9 98.2: 13.1 1.8 Old : 100.0: 6.9 6.5 0.0 80.0 91.7 86.9 98.2: 13.1 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 58: 5 4 0 30 30 35 34: Old : 58: 5 4 0 30 30 35 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1 Old : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 141,727: 39,036 14,105 682 98,444 119,097 138,162 133,884: 3,565 7,843 Old : 141,727: 39,036 14,105 682 98,444 119,097 138,162 133,884: 3,565 7,843 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 88: 4,154 -527 -6,882 336 708 -2,392 -6,701: 2,480 6,789 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 10.0 0.5 69.5 84.0 97.5 94.5: 2.5 5.5 Old : 100.0: 27.5 10.0 0.5 69.5 84.0 97.5 94.5: 2.5 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 75: 10 8 3 41 36 52 46: Old : 75: 10 8 3 41 36 52 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5 Old : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 76,979: 3,255 310 155 72,825 74,914 76,235 75,379: 744 1,600 Old : 76,979: 3,255 310 155 72,825 74,914 76,235 75,379: 744 1,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 156: 0 31 0 156 -247 156 -216: 0 372 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 0.4 0.2 94.6 97.3 99.0 97.9: 1.0 2.1 Old : 100.0: 4.2 0.4 0.2 94.6 97.3 99.0 97.9: 1.0 2.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 2 1 1 17 23 20 24: Old : 37: 2 1 1 17 23 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7 Old : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 208,897: 616 0 2,913 198,693 196,912 202,222 199,825: 6,675 9,072 Old : 208,897: 616 0 2,913 198,693 196,912 202,222 199,825: 6,675 9,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 321: 203 0 -279 -68 352 -144 73: 465 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 0.0 1.4 95.1 94.3 96.8 95.7: 3.2 4.3 Old : 100.0: 0.3 0.0 1.4 95.1 94.3 96.8 95.7: 3.2 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 47: 2 0 2 39 36 41 38: Old : 47: 2 0 2 39 36 41 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8 Old : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 22,973: 0 1,550 0 22,206 17,916 22,206 19,466: 767 3,507 Old : 22,973: 0 1,550 0 22,206 17,916 22,206 19,466: 767 3,507 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 31: 0 -62 0 0 62 0 0: 31 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.7 0.0 96.7 78.0 96.7 84.7: 3.3 15.3 Old : 100.0: 0.0 6.7 0.0 96.7 78.0 96.7 84.7: 3.3 15.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 2 0 15 10 15 12: Old : 22: 0 2 0 15 10 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6 Old : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 53,306: 1,659 0 1,696 37,426 42,350 40,781 44,046: 12,525 9,260 Old : 53,306: 1,659 0 1,696 37,426 42,350 40,781 44,046: 12,525 9,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 0.0 3.2 70.2 79.4 76.5 82.6: 23.5 17.4 Old : 100.0: 3.1 0.0 3.2 70.2 79.4 76.5 82.6: 23.5 17.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 2 13 14 15 16: Old : 20: 2 0 2 13 14 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1 Old : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 107,622: 0 12,516 1,978 99,920 82,056 101,898 96,550: 5,724 11,072 Old : 107,622: 0 12,516 1,978 99,920 82,056 101,898 96,550: 5,724 11,072 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,507: -167 1,598 280 3,110 1,046 3,223 2,924: 284 583 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.6 1.8 92.8 76.2 94.7 89.7: 5.3 10.3 Old : 100.0: 0.0 11.6 1.8 92.8 76.2 94.7 89.7: 5.3 10.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 0 4 3 23 27 26 31: Old : 37: 0 4 3 23 27 26 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7 Old : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 106,094: 11,045 0 1,217 84,086 102,439 96,348 103,656: 9,746 2,438 Old : 106,094: 11,045 0 1,217 84,086 102,439 96,348 103,656: 9,746 2,438 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 271: -94 0 156 -322 115 -260 271: 531 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 0.0 1.1 79.3 96.6 90.8 97.7: 9.2 2.3 Old : 100.0: 10.4 0.0 1.1 79.3 96.6 90.8 97.7: 9.2 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 5 0 3 20 19 25 22: Old : 32: 5 0 3 20 19 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8 Old : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 116,763: 3,953 0 0 108,081 112,435 112,034 112,435: 4,729 4,328 Old : 116,763: 3,953 0 0 108,081 112,435 112,034 112,435: 4,729 4,328 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 369: 0 0 0 367 369 367 369: 2 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 0.0 0.0 92.6 96.3 95.9 96.3: 4.1 3.7 Old : 100.0: 3.4 0.0 0.0 92.6 96.3 95.9 96.3: 4.1 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 0 0 19 15 21 15: Old : 25: 2 0 0 19 15 21 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8 Old : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 116,465: 871 0 1,342 109,192 111,674 111,405 113,016: 5,060 3,449 Old : 116,465: 871 0 1,342 109,192 111,674 111,405 113,016: 5,060 3,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,975: 773 0 835 1,812 1,914 3,420 2,749: -1,445 -774 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 0.0 1.2 93.8 95.9 95.7 97.0: 4.3 3.0 Old : 100.0: 0.7 0.0 1.2 93.8 95.9 95.7 97.0: 4.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 0 2 19 19 21 21: Old : 28: 2 0 2 19 19 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4 Old : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 141,290: 1,085 9,192 1,597 120,216 118,283 122,898 129,072: 18,392 12,218 Old : 141,290: 1,085 9,192 1,597 120,216 118,283 122,898 129,072: 18,392 12,218 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 716: 589 1,159 201 -120 -1,072 670 288: 46 428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 6.5 1.1 85.1 83.7 87.0 91.4: 13.0 8.6 Old : 100.0: 0.8 6.5 1.1 85.1 83.7 87.0 91.4: 13.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 3 2 26 24 29 27: Old : 34: 1 3 2 26 24 29 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2 Old : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 8,990: 0 651 0 7,812 7,564 7,812 8,215: 1,178 775 Old : 8,990: 0 651 0 7,812 7,564 7,812 8,215: 1,178 775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.2 0.0 86.9 84.1 86.9 91.4: 13.1 8.6 Old : 100.0: 0.0 7.2 0.0 86.9 84.1 86.9 91.4: 13.1 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 12 10 12 11: Old : 20: 0 1 0 12 10 12 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6 Old : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 25,335: 0 3,131 186 24,746 21,522 24,932 24,839: 403 496 Old : 25,335: 0 3,131 186 24,746 21,522 24,932 24,839: 403 496 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 944: 0 0 0 944 944 944 944: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.4 0.7 97.7 84.9 98.4 98.0: 1.6 2.0 Old : 100.0: 0.0 12.4 0.7 97.7 84.9 98.4 98.0: 1.6 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 0 5 1 18 15 19 20: Old : 29: 0 5 1 18 15 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8 Old : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mmbtu : : : : All : 49,672: 0 310 0 47,281 47,843 47,281 48,153: 2,391 1,519 Old : 49,672: 0 310 0 47,281 47,843 47,281 48,153: 2,391 1,519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 -589 0 31 0 31 -589: -31 589 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.6 0.0 95.2 96.3 95.2 96.9: 4.8 3.1 Old : 100.0: 0.0 0.6 0.0 95.2 96.3 95.2 96.9: 4.8 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 15 18 15 19: Old : 27: 0 1 0 15 18 15 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6 Old : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 203,349: 1,861 9,471 1,688 193,053 183,711 196,602 194,870: 6,747 8,479 Old : 203,349: 1,861 9,471 1,688 193,053 183,711 196,602 194,870: 6,747 8,479 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 3,019: 1,861 898 98 2,843 841 4,802 1,837: -1,783 1,182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 4.7 0.8 94.9 90.3 96.7 95.8: 3.3 4.2 Old : 100.0: 0.9 4.7 0.8 94.9 90.3 96.7 95.8: 3.3 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 57: 1 9 5 38 36 43 46: Old : 57: 1 9 5 38 36 43 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7 Old : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : mmbtu : : : : All : 98,624: 0 0 0 88,050 92,976 88,050 92,976: 10,574 5,648 Old : 98,624: 0 0 0 88,050 92,976 88,050 92,976: 10,574 5,648 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 600: 0 0 0 538 663 538 663: 62 -63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 89.3 94.3 89.3 94.3: 10.7 5.7 Old : 100.0: 0.0 0.0 0.0 89.3 94.3 89.3 94.3: 10.7 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 19 16 19 16: Old : 23: 0 0 0 19 16 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4 Old : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 77,901: 0 0 0 67,659 68,947 67,659 68,947: 10,242 8,954 Old : 77,901: 0 0 0 67,659 68,947 67,659 68,947: 10,242 8,954 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 62: 0 0 0 -152 62 -152 62: 214 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 86.9 88.5 86.9 88.5: 13.1 11.5 Old : 100.0: 0.0 0.0 0.0 86.9 88.5 86.9 88.5: 13.1 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 0 0 16 17 16 17: Old : 24: 0 0 0 16 17 16 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5 Old : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 mm btu : : : : All : 76,419: 609 0 0 68,939 73,564 69,548 73,564: 6,871 2,855 Old : 76,419: 609 0 0 68,939 73,564 69,548 73,564: 6,871 2,855 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,005: 31 0 0 670 1,036 701 1,036: 304 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 0.0 0.0 90.2 96.3 91.0 96.3: 9.0 3.7 Old : 100.0: 0.8 0.0 0.0 90.2 96.3 91.0 96.3: 9.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 0 0 21 18 22 18: Old : 28: 1 0 0 21 18 22 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 79.4 Old : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 2500 MM Btus : : : : All : 93,880: 3,834 0 0 84,393 88,950 88,227 88,950: 5,653 4,930 Old : 93,880: 3,834 0 0 84,393 88,950 88,227 88,950: 5,653 4,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -498: 0 0 0 2,076 930 2,076 930: -2,574 -1,428 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 0.0 0.0 89.9 94.7 94.0 94.7: 6.0 5.3 Old : 100.0: 4.1 0.0 0.0 89.9 94.7 94.0 94.7: 6.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 0 0 15 11 16 11: Old : 24: 1 0 0 15 11 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1 Old : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 800 MWh) : : : : All : 140,459: 20,279 11,074 8,727 110,811 118,767 139,817 138,568: 642 1,891 Old : 140,459: 20,279 11,074 8,727 110,811 118,767 139,817 138,568: 642 1,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 457: 467 -1,377 94 -285 231 276 -1,052: 181 1,509 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 7.9 6.2 78.9 84.6 99.5 98.7: 0.5 1.3 Old : 100.0: 14.4 7.9 6.2 78.9 84.6 99.5 98.7: 0.5 1.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 80: 13 15 15 47 49 70 69: Old : 80: 13 15 15 47 49 70 69: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.8 31.6 65.1 47.8 30.2 19.3 38.9 29.8 Old : 48.8 31.6 65.1 47.8 30.2 19.3 38.9 29.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 MWh) : : : : All : 49,102: 785 358 355 47,937 48,364 49,077 49,077: 25 25 Old : 49,102: 785 358 355 47,937 48,364 49,077 49,077: 25 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -4,118: -385 -181 -134 -3,599 -3,803 -4,118 -4,118: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 0.7 0.7 97.6 98.5 99.9 99.9: 0.1 0.1 Old : 100.0: 1.6 0.7 0.7 97.6 98.5 99.9 99.9: 0.1 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 36: 3 1 3 26 27 30 30: Old : 36: 3 1 3 26 27 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 43.2 75.8 71.6 41.4 29.9 49.7 47.0 Old : 57.2 43.2 75.8 71.6 41.4 29.9 49.7 47.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 MWh) : : : : All : 423,503: 5,084 867 4,100 413,367 417,584 422,551 422,551: 952 952 Old : 423,503: 5,084 867 4,100 413,367 417,584 422,551 422,551: 952 952 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -34,590: -4,845 867 -275 -30,422 -36,134 -35,542 -35,542: 952 952 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.2 1.0 97.6 98.6 99.8 99.8: 0.2 0.2 Old : 100.0: 1.2 0.2 1.0 97.6 98.6 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 1 3 19 17 22 20: Old : 27: 2 1 3 19 17 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7 Old : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 50 Megawatt Hours) : : : : All : 1,593,927: 64,129 55,422 23,928 1,505,870 1,514,185 1,593,927 1,593,535: 0 392 Old : 1,593,927: 64,129 55,422 23,928 1,505,870 1,514,185 1,593,927 1,593,535: 0 392 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,987: 4,704 2,096 -424 -1,293 923 2,987 2,595: 0 392 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 3.5 1.5 94.5 95.0 100.0 100.0: 0.0 0.0 Old : 100.0: 4.0 3.5 1.5 94.5 95.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 4 7 5 38 41 44 51: Old : 56: 4 7 5 38 41 44 51: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 49.2 74.9 67.5 45.0 36.5 56.4 46.4 Old : 61.1 49.2 74.9 67.5 45.0 36.5 56.4 46.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 400 Megawatt Hours) : : : : All : 69,173: 3,168 3,081 1,260 64,720 64,807 69,148 69,148: 25 25 Old : 69,173: 3,168 3,081 1,260 64,720 64,807 69,148 69,148: 25 25 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 856: 545 -231 51 260 1,036 856 856: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 4.5 1.8 93.6 93.7 100.0 100.0: 0.0 0.0 Old : 100.0: 4.6 4.5 1.8 93.6 93.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 6 4 21 19 27 26: Old : 35: 3 6 4 21 19 27 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 63.3 81.7 82.0 56.6 55.7 71.3 66.2 Old : 63.7 63.3 81.7 82.0 56.6 55.7 71.3 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (Contracts of 25 Megawatt Hours) : : : : All : 535,385: 0 10,838 7,746 527,639 516,801 535,385 535,385: 0 0 Old : 535,385: 0 10,838 7,746 527,639 516,801 535,385 535,385: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 12,984: 0 337 311 12,673 12,336 12,984 12,984: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 1.4 98.6 96.5 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 2.0 1.4 98.6 96.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 1 21 19 22 22: Old : 31: 0 3 1 21 19 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 75.3 Old : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 429,817: 424 1,544 0 429,393 428,273 429,817 429,817: 0 0 Old : 429,817: 424 1,544 0 429,393 428,273 429,817 429,817: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -424: 0 0 0 -424 -424 -424 -424: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.4 0.0 99.9 99.6 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.4 0.0 99.9 99.6 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 1 2 0 28 32 29 34: Old : 40: 1 2 0 28 32 29 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8 Old : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 41,415: 408 416 549 39,603 39,178 40,560 40,143: 855 1,272 Old : 41,415: 408 416 549 39,603 39,178 40,560 40,143: 855 1,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 303: 63 0 -23 196 50 236 27: 67 276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.0 1.3 95.6 94.6 97.9 96.9: 2.1 3.1 Old : 100.0: 1.0 1.0 1.3 95.6 94.6 97.9 96.9: 2.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 6 2 4 29 24 37 28: Old : 40: 6 2 4 29 24 37 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9 Old : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 51,567: 7 0 98 51,219 51,422 51,324 51,520: 243 47 Old : 51,567: 7 0 98 51,219 51,422 51,324 51,520: 243 47 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 810: 0 0 0 725 810 725 810: 85 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.2 99.3 99.7 99.5 99.9: 0.5 0.1 Old : 100.0: 0.0 0.0 0.2 99.3 99.7 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 1 0 1 39 31 40 32: Old : 45: 1 0 1 39 31 40 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6 Old : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 70,003: 62 0 98 69,502 69,777 69,662 69,875: 341 128 Old : 70,003: 62 0 98 69,502 69,777 69,662 69,875: 341 128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 620: 0 0 0 510 522 510 522: 110 98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.1 99.3 99.7 99.5 99.8: 0.5 0.2 Old : 100.0: 0.1 0.0 0.1 99.3 99.7 99.5 99.8: 0.5 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 45: 2 0 1 36 32 38 33: Old : 45: 2 0 1 36 32 38 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5 Old : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,232: 0 0 0 18,102 18,112 18,102 18,112: 130 120 Old : 18,232: 0 0 0 18,102 18,112 18,102 18,112: 130 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 245: 0 0 0 245 245 245 245: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7 Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 0 0 21 19 21 19: Old : 28: 0 0 0 21 19 21 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2 Old : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 268,008: 392 424 0 267,616 267,584 268,008 268,008: 0 0 Old : 268,008: 392 424 0 267,616 267,584 268,008 268,008: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 5,048: 0 0 0 5,048 5,048 5,048 5,048: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 1 1 0 28 24 29 25: Old : 35: 1 1 0 28 24 29 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0 Old : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 8,778: 1,108 44 0 7,648 8,539 8,756 8,583: 22 195 Old : 8,778: 1,108 44 0 7,648 8,539 8,756 8,583: 22 195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 385: 0 0 0 385 408 385 408: 0 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 0.5 0.0 87.1 97.3 99.7 97.8: 0.3 2.2 Old : 100.0: 12.6 0.5 0.0 87.1 97.3 99.7 97.8: 0.3 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 1 0 19 18 20 19: Old : 25: 1 1 0 19 18 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4 Old : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,525: 0 300 0 7,430 7,155 7,430 7,455: 95 70 Old : 7,525: 0 300 0 7,430 7,155 7,430 7,455: 95 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 -10 0 -10 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 0.0 98.7 95.1 98.7 99.1: 1.3 0.9 Old : 100.0: 0.0 4.0 0.0 98.7 95.1 98.7 99.1: 1.3 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 14 10 14 11: Old : 20: 0 1 0 14 10 14 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4 Old : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0 Old : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 0.0 Old : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 1 12 14 13 16: Old : 20: 0 2 1 12 14 13 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3 Old : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,175: 0 500 0 22,170 21,540 22,170 22,040: 5 135 Old : 22,175: 0 500 0 22,170 21,540 22,170 22,040: 5 135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 125: 0 0 0 125 125 125 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 0.6 Old : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 0 2 0 23 19 23 21: Old : 33: 0 2 0 23 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8 Old : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,565: 0 75 0 21,385 21,410 21,385 21,485: 180 80 Old : 21,565: 0 75 0 21,385 21,410 21,385 21,485: 180 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4 Old : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 1 0 26 26 26 27: Old : 31: 0 1 0 26 26 26 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0 Old : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 Mwh : : : : All : 19,579: 230 82 66 18,896 18,428 19,192 18,576: 387 1,003 Old : 19,579: 230 82 66 18,896 18,428 19,192 18,576: 387 1,003 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -92: 0 0 0 -92 -392 -92 -392: 0 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.4 0.3 96.5 94.1 98.0 94.9: 2.0 5.1 Old : 100.0: 1.2 0.4 0.3 96.5 94.1 98.0 94.9: 2.0 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 1 2 25 26 28 28: Old : 34: 2 1 2 25 26 28 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 57.3 59.9 77.0 35.3 50.0 53.8 63.7 Old : 37.6 57.3 59.9 77.0 35.3 50.0 53.8 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 63,222: 325 6,434 0 62,635 56,488 62,960 62,922: 262 300 Old : 63,222: 325 6,434 0 62,635 56,488 62,960 62,922: 262 300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 778: 0 870 -5 816 -111 811 754: -33 24 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 10.2 0.0 99.1 89.3 99.6 99.5: 0.4 0.5 Old : 100.0: 0.5 10.2 0.0 99.1 89.3 99.6 99.5: 0.4 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 3 4 0 33 29 36 33: Old : 44: 3 4 0 33 29 36 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8 Old : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 76,259: 131 13,187 822 75,300 62,195 76,253 76,204: 6 55 Old : 76,259: 131 13,187 822 75,300 62,195 76,253 76,204: 6 55 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 781: -144 366 61 869 334 786 761: -5 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 17.3 1.1 98.7 81.6 100.0 99.9: 0.0 0.1 Old : 100.0: 0.2 17.3 1.1 98.7 81.6 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 52: 1 10 5 36 37 41 48: Old : 52: 1 10 5 36 37 41 48: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0 Old : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 50,040: 910 0 0 49,120 50,040 50,030 50,040: 10 0 Old : 50,040: 910 0 0 49,120 50,040 50,030 50,040: 10 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 95: 0 0 0 95 95 95 95: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 0 0 30 16 31 16: Old : 33: 1 0 0 30 16 31 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3 Old : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 55,300: 780 0 0 54,460 55,300 55,240 55,300: 60 0 Old : 55,300: 780 0 0 54,460 55,300 55,240 55,300: 60 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 125: 15 0 0 110 125 125 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 0.0 0.0 98.5 100.0 99.9 100.0: 0.1 0.0 Old : 100.0: 1.4 0.0 0.0 98.5 100.0 99.9 100.0: 0.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 0 0 30 17 31 17: Old : 34: 1 0 0 30 17 31 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3 Old : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 371,499: 28,986 26,528 5,568 336,945 339,403 371,499 371,499: 0 0 Old : 371,499: 28,986 26,528 5,568 336,945 339,403 371,499 371,499: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 4,210: -3,560 0 3,561 4,209 649 4,210 4,210: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 7.1 1.5 90.7 91.4 100.0 100.0: 0.0 0.0 Old : 100.0: 7.8 7.1 1.5 90.7 91.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 3 2 26 33 29 38: Old : 42: 3 3 2 26 33 29 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2 Old : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 26,398: 5,406 2,602 316 20,507 23,436 26,229 26,354: 169 44 Old : 26,398: 5,406 2,602 316 20,507 23,436 26,229 26,354: 169 44 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 454: 305 212 0 150 709 455 921: -1 -467 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 9.9 1.2 77.7 88.8 99.4 99.8: 0.6 0.2 Old : 100.0: 20.5 9.9 1.2 77.7 88.8 99.4 99.8: 0.6 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 4 5 4 27 33 32 41: Old : 44: 4 5 4 27 33 32 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 35.0 79.3 54.7 47.7 34.0 72.1 53.2 Old : 51.4 35.0 79.3 54.7 47.7 34.0 72.1 53.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 33,205: 207 3,316 1,436 31,562 28,453 33,205 33,205: 0 0 Old : 33,205: 207 3,316 1,436 31,562 28,453 33,205 33,205: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 179: 27 2 50 102 127 179 179: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 10.0 4.3 95.1 85.7 100.0 100.0: 0.0 0.0 Old : 100.0: 0.6 10.0 4.3 95.1 85.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 6 2 14 14 19 20: Old : 30: 3 6 2 14 14 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1 Old : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 347,345: 0 784 0 347,345 346,561 347,345 347,345: 0 0 Old : 347,345: 0 784 0 347,345 346,561 347,345 347,345: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 776: 0 0 0 776 776 776 776: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 1 0 22 19 22 20: Old : 30: 0 1 0 22 19 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3 Old : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800 MWh : : : : All : 30,296: 740 217 0 29,195 29,549 29,935 29,766: 361 530 Old : 30,296: 740 217 0 29,195 29,549 29,935 29,766: 361 530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 84: 0 0 0 84 107 84 107: 0 -23 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 0.7 0.0 96.4 97.5 98.8 98.3: 1.2 1.7 Old : 100.0: 2.4 0.7 0.0 96.4 97.5 98.8 98.3: 1.2 1.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 3 2 0 18 21 21 23: Old : 31: 3 2 0 18 21 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3 Old : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 128,330: 0 6,664 0 128,330 121,666 128,330 128,330: 0 0 Old : 128,330: 0 6,664 0 128,330 121,666 128,330 128,330: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 384: 0 0 0 384 384 384 384: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 1 0 11 12 11 13: Old : 21: 0 1 0 11 12 11 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0 Old : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 16,049: 2,405 0 239 13,340 15,344 15,984 15,583: 65 466 Old : 16,049: 2,405 0 239 13,340 15,344 15,984 15,583: 65 466 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 37: 21 0 0 16 37 37 37: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 0.0 1.5 83.1 95.6 99.6 97.1: 0.4 2.9 Old : 100.0: 15.0 0.0 1.5 83.1 95.6 99.6 97.1: 0.4 2.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 0 2 23 22 27 24: Old : 31: 4 0 2 23 22 27 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1 Old : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50 Mwh : : : : All : 199,736: 18,187 0 1,586 179,963 198,150 199,736 199,736: 0 0 Old : 199,736: 18,187 0 1,586 179,963 198,150 199,736 199,736: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 0.0 0.8 90.1 99.2 100.0 100.0: 0.0 0.0 Old : 100.0: 9.1 0.0 0.8 90.1 99.2 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 0 1 21 24 24 25: Old : 32: 3 0 1 21 24 24 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7 Old : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 800MWh : : : : All : 14,763: 0 1,099 63 14,700 13,306 14,763 14,468: 0 295 Old : 14,763: 0 1,099 63 14,700 13,306 14,763 14,468: 0 295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -104: 0 0 0 -104 -124 -104 -124: 0 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.4 0.4 99.6 90.1 100.0 98.0: 0.0 2.0 Old : 100.0: 0.0 7.4 0.4 99.6 90.1 100.0 98.0: 0.0 2.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 3 1 20 22 21 25: Old : 31: 0 3 1 20 22 21 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8 Old : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 168,939: 2,884 96 2,661 163,394 166,182 168,939 168,939: 0 0 Old : 168,939: 2,884 96 2,661 163,394 166,182 168,939 168,939: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -49: 0 0 0 -49 -49 -49 -49: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 0.0 0.0 Old : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 1 2 22 18 24 20: Old : 27: 1 1 2 22 18 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3 Old : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,550: 0 300 0 8,300 8,180 8,300 8,480: 250 70 Old : 8,550: 0 300 0 8,300 8,180 8,300 8,480: 250 70 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 -10 0 -10 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.0 97.1 95.7 97.1 99.2: 2.9 0.8 Old : 100.0: 0.0 3.5 0.0 97.1 95.7 97.1 99.2: 2.9 0.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 1 0 13 13 13 14: Old : 20: 0 1 0 13 13 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6 Old : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 400MWh : : : : All : 16,912: 25 0 0 16,887 16,912 16,912 16,912: 0 0 Old : 16,912: 25 0 0 16,887 16,912 16,912 16,912: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -1,024: -128 0 0 -896 -1,024 -1,024 -1,024: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 0 0 14 18 15 18: Old : 22: 1 0 0 14 18 15 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6 Old : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 8,375: 0 0 0 8,160 8,300 8,160 8,300: 215 75 Old : 8,375: 0 0 0 8,160 8,300 8,160 8,300: 215 75 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,560: 0 0 0 1,560 1,560 1,560 1,560: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 0.9 Old : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 0.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 0 0 15 10 15 10: Old : 21: 0 0 0 15 10 15 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6 Old : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 11,520: 0 1,380 0 11,395 10,135 11,395 11,515: 125 5 Old : 11,520: 0 1,380 0 11,395 10,135 11,395 11,515: 125 5 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,930: 0 200 0 1,930 1,730 1,930 1,930: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 12.0 0.0 98.9 88.0 98.9 100.0: 1.1 0.0 Old : 100.0: 0.0 12.0 0.0 98.9 88.0 98.9 100.0: 1.1 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 20 16 20 17: Old : 27: 0 1 0 20 16 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4 Old : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Any Multiple of 800 800MWhs : : : : All : 18,092: 6,375 510 92 11,370 17,490 17,837 18,092: 255 0 Old : 18,092: 6,375 510 92 11,370 17,490 17,837 18,092: 255 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 2.8 0.5 62.8 96.7 98.6 100.0: 1.4 0.0 Old : 100.0: 35.2 2.8 0.5 62.8 96.7 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 5 1 1 14 10 19 12: Old : 24: 5 1 1 14 10 19 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 85.5 82.1 98.4 56.2 85.1 79.5 96.5 Old : 58.7 85.5 82.1 98.4 56.2 85.1 79.5 96.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,825: 0 0 0 21,465 21,575 21,465 21,575: 360 250 Old : 21,825: 0 0 0 21,465 21,575 21,465 21,575: 360 250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 10 0 10 0: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 98.4 98.9 98.4 98.9: 1.6 1.1 Old : 100.0: 0.0 0.0 0.0 98.4 98.9 98.4 98.9: 1.6 1.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 16 11 16 11: Old : 20: 0 0 0 16 11 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6 Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,920: 0 450 0 22,605 22,470 22,605 22,920: 315 0 Old : 22,920: 0 450 0 22,605 22,470 22,605 22,920: 315 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -65: 0 0 0 -65 -65 -65 -65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Old : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 22 16 22 17: Old : 28: 0 1 0 22 16 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5 Old : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 19,625: 0 450 0 19,240 19,110 19,240 19,560: 385 65 Old : 19,625: 0 450 0 19,240 19,110 19,240 19,560: 385 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 10: 0 0 0 10 10 10 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Old : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 1 0 19 13 19 14: Old : 24: 0 1 0 19 13 19 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0 Old : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 21,934: 600 75 0 21,334 21,859 21,934 21,934: 0 0 Old : 21,934: 600 75 0 21,334 21,859 21,934 21,934: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 100: 50 0 0 50 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 0.3 0.0 97.3 99.7 100.0 100.0: 0.0 0.0 Old : 100.0: 2.7 0.3 0.0 97.3 99.7 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 2 1 0 22 21 24 22: Old : 35: 2 1 0 22 21 24 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7 Old : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,234: 250 0 0 19,984 20,234 20,234 20,234: 0 0 Old : 20,234: 250 0 0 19,984 20,234 20,234 20,234: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 20 16 21 16: Old : 27: 1 0 0 20 16 21 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9 Old : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,560: 0 300 0 21,970 22,260 21,970 22,560: 590 0 Old : 22,560: 0 300 0 21,970 22,260 21,970 22,560: 590 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,110: 0 0 0 1,120 1,110 1,120 1,110: -10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.3 0.0 97.4 98.7 97.4 100.0: 2.6 0.0 Old : 100.0: 0.0 1.3 0.0 97.4 98.7 97.4 100.0: 2.6 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 2 0 17 11 17 13: Old : 24: 0 2 0 17 11 17 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3 Old : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 17,350: 0 50 0 16,965 17,180 16,965 17,230: 385 120 Old : 17,350: 0 50 0 16,965 17,180 16,965 17,230: 385 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -150: 0 0 0 -150 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7 Old : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 0 23 13 23 14: Old : 27: 0 1 0 23 13 23 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7 Old : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,445: 0 250 0 18,160 18,075 18,160 18,325: 285 120 Old : 18,445: 0 250 0 18,160 18,075 18,160 18,325: 285 120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -150: 0 0 0 -150 -150 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 0.0 98.5 98.0 98.5 99.3: 1.5 0.7 Old : 100.0: 0.0 1.4 0.0 98.5 98.0 98.5 99.3: 1.5 0.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 0 2 0 24 17 24 19: Old : 31: 0 2 0 24 17 24 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0 Old : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 123,714: 1,510 630 50 122,154 123,034 123,714 123,714: 0 0 Old : 123,714: 1,510 630 50 122,154 123,034 123,714 123,714: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,960: 0 -100 0 2,960 3,060 2,960 2,960: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 0.5 0.0 98.7 99.5 100.0 100.0: 0.0 0.0 Old : 100.0: 1.2 0.5 0.0 98.7 99.5 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 3 2 1 34 36 37 39: Old : 49: 3 2 1 34 36 37 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.9 59.6 63.4 79.3 39.0 53.2 55.8 65.1 Old : 42.9 59.6 63.4 79.3 39.0 53.2 55.8 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 133,207: 2,088 2,003 552 130,567 130,565 133,207 133,120: 0 87 Old : 133,207: 2,088 2,003 552 130,567 130,565 133,207 133,120: 0 87 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 2,795: -772 198 152 3,415 2,445 2,795 2,795: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 1.5 0.4 98.0 98.0 100.0 99.9: 0.0 0.1 Old : 100.0: 1.6 1.5 0.4 98.0 98.0 100.0 99.9: 0.0 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 56: 6 5 4 37 37 43 46: Old : 56: 6 5 4 37 37 43 46: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9 Old : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 156,112: 7,302 13,617 8,976 139,455 132,872 155,733 155,465: 379 647 Old : 156,112: 7,302 13,617 8,976 139,455 132,872 155,733 155,465: 379 647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 1,361: -39 -153 120 1,141 781 1,222 748: 139 613 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 8.7 5.7 89.3 85.1 99.8 99.6: 0.2 0.4 Old : 100.0: 4.7 8.7 5.7 89.3 85.1 99.8 99.6: 0.2 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 73: 7 13 11 47 42 62 59: Old : 73: 7 13 11 47 42 62 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 51.6 49.5 65.5 30.6 44.2 42.0 53.5 Old : 31.4 51.6 49.5 65.5 30.6 44.2 42.0 53.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 108,931: 1,735 2,285 2,325 104,602 104,231 108,662 108,841: 269 90 Old : 108,931: 1,735 2,285 2,325 104,602 104,231 108,662 108,841: 269 90 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 400: 0 -60 0 400 460 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.1 2.1 96.0 95.7 99.8 99.9: 0.2 0.1 Old : 100.0: 1.6 2.1 2.1 96.0 95.7 99.8 99.9: 0.2 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 49: 4 3 4 40 36 46 41: Old : 49: 4 3 4 40 36 46 41: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1 Old : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 22,965: 370 860 60 22,535 21,985 22,965 22,905: 0 60 Old : 22,965: 370 860 60 22,535 21,985 22,965 22,905: 0 60 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 270: 0 50 0 270 220 270 270: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.7 0.3 98.1 95.7 100.0 99.7: 0.0 0.3 Old : 100.0: 1.6 3.7 0.3 98.1 95.7 100.0 99.7: 0.0 0.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 3 1 26 14 27 18: Old : 33: 1 3 1 26 14 27 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2 Old : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 18,335: 0 50 150 18,165 18,055 18,315 18,255: 20 80 Old : 18,335: 0 50 150 18,165 18,055 18,315 18,255: 20 80 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 345: 0 0 0 345 345 345 345: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.3 0.8 99.1 98.5 99.9 99.6: 0.1 0.4 Old : 100.0: 0.0 0.3 0.8 99.1 98.5 99.9 99.6: 0.1 0.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 23 11 24 12: Old : 26: 0 1 1 23 11 24 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1 Old : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 mwh : : : : All : 30,873: 334 300 5 30,484 30,503 30,823 30,808: 50 65 Old : 30,873: 334 300 5 30,484 30,503 30,823 30,808: 50 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -125: 0 0 0 -125 -125 -125 -125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 1.0 0.0 98.7 98.8 99.8 99.8: 0.2 0.2 Old : 100.0: 1.1 1.0 0.0 98.7 98.8 99.8 99.8: 0.2 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 2 1 1 30 32 32 34: Old : 39: 2 1 1 30 32 32 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8 Old : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 Mwh : : : : All : 13,385: 0 0 0 13,385 13,385 13,385 13,385: 0 0 Old : 13,385: 0 0 0 13,385 13,385 13,385 13,385: 0 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -355: 0 0 0 -355 -355 -355 -355: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 0 0 19 19 19 19: Old : 22: 0 0 0 19 19 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9 Old : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0 Old : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0 Old : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 0 0 16 10 16 10: Old : 20: 0 0 0 16 10 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4 Old : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 28,104: 2,725 1,770 100 25,139 26,204 27,964 28,074: 140 30 Old : 28,104: 2,725 1,770 100 25,139 26,204 27,964 28,074: 140 30 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -60: 55 0 -25 -85 -60 -55 -85: -5 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 6.3 0.4 89.4 93.2 99.5 99.9: 0.5 0.1 Old : 100.0: 9.7 6.3 0.4 89.4 93.2 99.5 99.9: 0.5 0.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 5 1 1 21 27 26 29: Old : 37: 5 1 1 21 27 26 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8 Old : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 24,279: 610 70 130 23,455 24,079 24,195 24,279: 84 0 Old : 24,279: 610 70 130 23,455 24,079 24,195 24,279: 84 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 144: -80 70 50 174 24 144 144: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 0.3 0.5 96.6 99.2 99.7 100.0: 0.3 0.0 Old : 100.0: 2.5 0.3 0.5 96.6 99.2 99.7 100.0: 0.3 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 1 1 1 24 24 26 25: Old : 33: 1 1 1 24 24 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5 Old : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 34,652: 560 1,186 50 33,992 33,351 34,602 34,587: 50 65 Old : 34,652: 560 1,186 50 33,992 33,351 34,602 34,587: 50 65 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 471: -20 75 20 471 311 471 406: 0 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.4 0.1 98.1 96.2 99.9 99.8: 0.1 0.2 Old : 100.0: 1.6 3.4 0.1 98.1 96.2 99.9 99.8: 0.1 0.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 1 5 2 31 31 33 37: Old : 42: 1 5 2 31 31 33 37: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8 Old : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 23,741: 0 105 195 23,136 23,431 23,331 23,731: 410 10 Old : 23,741: 0 105 195 23,136 23,431 23,331 23,731: 410 10 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 310: 0 70 0 310 240 310 310: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.4 0.8 97.5 98.7 98.3 100.0: 1.7 0.0 Old : 100.0: 0.0 0.4 0.8 97.5 98.7 98.3 100.0: 1.7 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 0 3 1 27 26 28 29: Old : 35: 0 3 1 27 26 28 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.7 67.7 71.6 89.0 44.2 63.1 59.3 75.7 Old : 53.7 67.7 71.6 89.0 44.2 63.1 59.3 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 20,662: 0 590 0 20,580 19,695 20,580 20,285: 82 377 Old : 20,662: 0 590 0 20,580 19,695 20,580 20,285: 82 377 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 491: 0 0 0 490 491 490 491: 1 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.9 0.0 99.6 95.3 99.6 98.2: 0.4 1.8 Old : 100.0: 0.0 2.9 0.0 99.6 95.3 99.6 98.2: 0.4 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 19 18 19 19: Old : 26: 0 1 0 19 18 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2 Old : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 15,513: 0 300 0 15,399 14,999 15,399 15,299: 114 214 Old : 15,513: 0 300 0 15,399 14,999 15,399 15,299: 114 214 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Old : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 18 14 18 15: Old : 23: 0 1 0 18 14 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3 Old : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 1 MW : : : : All : 37,609: 1,064 900 10 36,335 36,484 37,409 37,394: 200 215 Old : 37,609: 1,064 900 10 36,335 36,484 37,409 37,394: 200 215 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -455: 0 0 0 -465 -495 -465 -495: 10 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.8 2.4 0.0 96.6 97.0 99.5 99.4: 0.5 0.6 Old : 100.0: 2.8 2.4 0.0 96.6 97.0 99.5 99.4: 0.5 0.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 4 2 1 29 27 33 30: Old : 40: 4 2 1 29 27 33 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2 Old : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 15,954: 995 0 0 14,839 15,954 15,834 15,954: 120 0 Old : 15,954: 995 0 0 14,839 15,954 15,834 15,954: 120 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : 55: 55 0 0 0 55 55 55: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 0.0 0.0 93.0 100.0 99.2 100.0: 0.8 0.0 Old : 100.0: 6.2 0.0 0.0 93.0 100.0 99.2 100.0: 0.8 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 1 0 0 24 20 25 20: Old : 27: 1 0 0 24 20 25 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9 Old : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 Commitments of Traders - Futures Only, January 05, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : 50MWh : : : : All : 14,432: 1,943 125 0 12,359 14,307 14,302 14,432: 130 0 Old : 14,432: 1,943 125 0 12,359 14,307 14,302 14,432: 130 0 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 29, 2015 : : -240: 40 0 0 -280 -240 -240 -240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 0.9 0.0 85.6 99.1 99.1 100.0: 0.9 0.0 Old : 100.0: 13.5 0.9 0.0 85.6 99.1 99.1 100.0: 0.9 0.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 2 0 25 23 26 25: Old : 31: 1 2 0 25 23 26 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3 Old : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016