CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 16,687 COMMITMENTS 3,150 4,958 1,163 12,346 10,566 16,659 16,687 28 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,651) -1,220 1,001 200 2,670 450 1,650 1,651 1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 29.7 7.0 74.0 63.3 99.8 100.0 0.2 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 10 5 2 7 7 18 13 CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 23,810 COMMITMENTS 7,715 5,925 1,075 15,010 16,810 23,800 23,810 10 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 4,110) 4,000 -15 25 75 4,100 4,100 4,110 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 24.9 4.5 63.0 70.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 5 5 7 8 15 16 CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 california carbon allowances OPEN INTEREST: 24,749 COMMITMENTS 4,475 5,704 650 19,624 18,395 24,749 24,749 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5) 200 0 0 -195 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 23.0 2.6 79.3 74.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 4 4 6 7 15 15 RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1,000 RGGI CO2 Allowances OPEN INTEREST: 7,830 COMMITMENTS 950 1,950 0 6,880 5,880 7,830 7,830 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 24.9 0.0 87.9 75.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 6 2 0 11 7 17 9 NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MMBtus OPEN INTEREST: 4,059,080 COMMITMENTS 562,695 217,047 696,683 2767747 3131742 4027125 4045472 31,955 13,608 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 76,458) 74,379 -33,537 -12,967 15,159 122,102 76,571 75,598 -113 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 5.3 17.2 68.2 77.2 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 37 32 51 137 119 199 177 NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 331,554 COMMITMENTS 185,290 66,774 40,142 105,764 224,103 331,196 331,019 358 535 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,616) -13,290 -1,315 4,440 7,234 -4,841 -1,616 -1,716 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 20.1 12.1 31.9 67.6 99.9 99.8 0.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 14 17 14 35 28 54 54 SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 271,230 COMMITMENTS 17,997 14,920 8,822 227,350 237,994 254,169 261,736 17,061 9,494 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 24,049) -1,556 7,284 -1,474 28,196 16,218 25,166 22,028 -1,117 2,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 5.5 3.3 83.8 87.7 93.7 96.5 6.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 5 7 8 36 26 45 37 PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 119,054 COMMITMENTS 2,261 3,069 3,970 107,103 109,792 113,334 116,831 5,720 2,223 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,568) 1,409 1,317 1,159 6,039 4,669 8,607 7,145 -2,039 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 2.6 3.3 90.0 92.2 95.2 98.1 4.8 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 3 4 25 31 30 36 NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 233,432 COMMITMENTS 156 8,426 8,706 208,480 202,125 217,342 219,257 16,090 14,175 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -10,116) -2,476 -1,561 -72 -9,556 -13,549 -12,104 -15,182 1,988 5,066 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.6 3.7 89.3 86.6 93.1 93.9 6.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 3 4 26 26 30 31 AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 646,976 COMMITMENTS 856 8,761 12,201 623,946 620,275 637,003 641,237 9,973 5,739 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 35,831) 616 -161 4,494 30,874 32,546 35,984 36,879 -153 -1,048 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 1.4 1.9 96.4 95.9 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 2 5 7 51 38 58 45 CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 296,142 COMMITMENTS 8,221 2,102 5,945 274,548 280,089 288,714 288,136 7,428 8,006 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -11,545) 2,555 -1,492 454 -12,760 -9,930 -9,751 -10,968 -1,794 -577 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.7 2.0 92.7 94.6 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 4 2 5 31 37 37 42 HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 268,811 COMMITMENTS 6,292 4,047 2,756 256,289 249,660 265,337 256,463 3,474 12,348 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -12,575) 2,269 -751 -675 -13,219 -16,558 -11,625 -17,984 -950 5,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.5 1.0 95.3 92.9 98.7 95.4 1.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 1 3 3 38 40 42 43 WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 2,500 MMBTU'S) OPEN INTEREST: 109,522 COMMITMENTS 1,409 1,100 2,630 99,627 98,608 103,666 102,338 5,856 7,184 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,564) 1,389 91 -889 1,496 2,631 1,996 1,833 -432 -269 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 1.0 2.4 91.0 90.0 94.7 93.4 5.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 2 20 24 22 26 ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 111,740 COMMITMENTS 361 10,236 2,620 101,342 89,624 104,323 102,480 7,417 9,260 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,343) -251 -1,311 455 -4,629 -2,640 -4,425 -3,496 82 -847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.2 2.3 90.7 80.2 93.4 91.7 6.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 5 5 29 24 35 30 COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 106,975 COMMITMENTS 276 1,735 1,524 95,921 91,613 97,721 94,872 9,254 12,103 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,177) 276 -2,932 -251 6,276 10,594 6,301 7,411 -124 -1,234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 1.6 1.4 89.7 85.6 91.3 88.7 8.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 2 20 18 22 20 COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 159,494 COMMITMENTS 0 1,926 0 153,602 152,432 153,602 154,358 5,892 5,136 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,433) 0 -856 0 -10,659 -9,933 -10,659 -10,789 1,226 1,356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.0 96.3 95.6 96.3 96.8 3.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 0 1 0 29 19 29 20 COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 86,299 COMMITMENTS 0 0 0 78,518 84,374 78,518 84,374 7,781 1,925 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,180) 0 0 0 -3,525 -4,053 -3,525 -4,053 -655 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 91.0 97.8 91.0 97.8 9.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 0 0 18 17 18 17 DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 314,248 COMMITMENTS 3,049 5,757 2,413 300,837 297,726 306,299 305,896 7,949 8,352 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -24,114) -1,043 51 -21 -23,581 -26,513 -24,645 -26,483 531 2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 1.8 0.8 95.7 94.7 97.5 97.3 2.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 2 4 3 46 40 50 45 EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 70,480 COMMITMENTS 0 2,730 1,951 59,117 56,489 61,068 61,170 9,412 9,310 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,908) 0 -238 -548 -2,280 -1,901 -2,828 -2,687 920 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.9 2.8 83.9 80.1 86.6 86.8 13.4 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 19 16 21 19 EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ECode-0233A8 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 74,902 COMMITMENTS 1,834 922 1,057 68,313 69,395 71,204 71,374 3,698 3,528 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,033) 1,284 -1,083 -108 -1,697 682 -521 -509 -512 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 1.2 1.4 91.2 92.6 95.1 95.3 4.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 20 20 23 HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 61,258 COMMITMENTS 1,712 0 0 56,531 59,646 58,243 59,646 3,015 1,612 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -41,282) -5,363 -6,634 0 -25,517 -34,373 -30,880 -41,007 -10,402 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.0 92.3 97.4 95.1 97.4 4.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 15 15 16 15 HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 96,626 COMMITMENTS 19,134 7,626 0 76,134 88,535 95,268 96,161 1,358 465 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -45,101) -19,902 -6,479 -682 -22,310 -30,562 -42,894 -37,723 -2,207 -7,378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 7.9 0.0 78.8 91.6 98.6 99.5 1.4 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 6 5 0 26 26 32 31 HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 60,197 COMMITMENTS 248 465 0 59,267 58,694 59,515 59,159 682 1,038 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -16,782) -3,007 155 -155 -13,558 -16,220 -16,720 -16,220 -62 -562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.8 0.0 98.5 97.5 98.9 98.3 1.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 1 0 15 20 16 21 MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 204,779 COMMITMENTS 928 72 1,742 197,560 195,682 200,230 197,496 4,549 7,283 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,118) 312 72 -1,171 -1,133 -1,230 -1,992 -2,329 -2,126 -1,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.0 0.9 96.5 95.6 97.8 96.4 2.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 1 1 1 40 35 42 36 NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENECode-0233AY FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 49,049 COMMITMENTS 0 1,394 1,600 33,364 37,972 34,964 40,966 14,085 8,083 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,257) -1,659 1,394 -96 -4,062 -4,378 -5,817 -3,080 1,560 -1,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.8 3.3 68.0 77.4 71.3 83.5 28.7 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 2 11 14 13 16 NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 103,296 COMMITMENTS 0 14,434 1,117 95,436 77,533 96,553 93,084 6,743 10,212 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,326) 0 1,918 -861 -4,484 -4,523 -5,345 -3,466 1,019 -860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.0 1.1 92.4 75.1 93.5 90.1 6.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 3 1 19 24 20 27 NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 104,287 COMMITMENTS 14,816 0 747 83,077 101,085 98,640 101,832 5,647 2,455 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,807) 3,771 0 -470 -1,009 -1,354 2,292 -1,824 -4,099 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.0 0.7 79.7 96.9 94.6 97.6 5.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 0 2 20 19 26 21 NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIVCode-0233BC FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 110,405 COMMITMENTS 3,228 0 0 100,669 105,359 103,897 105,359 6,508 5,046 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,358) -725 0 0 -7,412 -7,076 -8,137 -7,076 1,779 718 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 0.0 0.0 91.2 95.4 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 0 17 15 19 15 PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 114,720 COMMITMENTS 0 471 36 107,332 110,803 107,368 111,310 7,352 3,410 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,745) -871 471 -1,306 -1,860 -871 -4,037 -1,706 2,292 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 93.6 96.6 93.6 97.0 6.4 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 17 16 18 17 PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 132,217 COMMITMENTS 0 7,149 2,115 111,841 110,978 113,956 120,242 18,261 11,975 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,073) -1,085 -2,043 518 -8,375 -7,305 -8,942 -8,830 -131 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.4 1.6 84.6 83.9 86.2 90.9 13.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 0 4 2 26 25 28 29 SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 21,480 COMMITMENTS 0 0 0 20,767 21,174 20,767 21,174 713 306 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,855) 0 -3,131 -186 -3,979 -348 -4,165 -3,665 310 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 96.7 98.6 96.7 98.6 3.3 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 11 14 11 TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mmbtu OPEN INTEREST: 41,010 COMMITMENTS 0 310 0 39,180 39,646 39,180 39,956 1,830 1,054 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -8,662) 0 0 0 -8,101 -8,197 -8,101 -8,197 -561 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.8 0.0 95.5 96.7 95.5 97.4 4.5 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 15 12 15 13 TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 192,581 COMMITMENTS 2,357 7,667 1,036 182,327 176,719 185,720 185,422 6,861 7,159 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -10,768) 496 -1,804 -652 -10,726 -6,992 -10,882 -9,448 114 -1,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 4.0 0.5 94.7 91.8 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 3 5 4 38 34 42 42 TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- mmbtu OPEN INTEREST: 92,627 COMMITMENTS 0 0 0 82,633 86,864 82,633 86,864 9,994 5,763 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -5,997) 0 0 0 -5,417 -6,112 -5,417 -6,112 -580 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.2 93.8 89.2 93.8 10.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 0 0 20 17 20 17 TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 77,952 COMMITMENTS 0 0 0 67,164 69,476 67,164 69,476 10,788 8,476 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 51) 0 0 0 -495 529 -495 529 546 -478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 86.2 89.1 86.2 89.1 13.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 16 16 16 16 TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 mm btu OPEN INTEREST: 76,611 COMMITMENTS 196 0 232 70,036 73,708 70,464 73,940 6,147 2,671 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 192) -413 0 232 1,097 144 916 376 -724 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 0.0 0.3 91.4 96.2 92.0 96.5 8.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 0 1 21 18 22 19 TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 2500 MM Btus OPEN INTEREST: 88,292 COMMITMENTS 3,412 0 0 79,700 83,737 83,112 83,737 5,180 4,555 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -5,588) -422 0 0 -4,693 -5,213 -5,115 -5,213 -473 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 0.0 0.0 90.3 94.8 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 0 0 15 11 16 11 PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 800 MWh) OPEN INTEREST: 135,792 COMMITMENTS 20,418 9,847 8,916 105,746 116,451 135,080 135,214 712 578 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,667) 139 -1,227 189 -5,065 -2,316 -4,737 -3,354 70 -1,313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 7.3 6.6 77.9 85.8 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 14 12 16 44 48 67 67 MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 MWh) OPEN INTEREST: 49,619 COMMITMENTS 816 233 457 48,321 48,904 49,594 49,594 25 25 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 517) 31 -125 102 384 540 517 517 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 0.9 97.4 98.6 99.9 99.9 0.1 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 1 3 26 27 30 30 MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 MWh) OPEN INTEREST: 425,836 COMMITMENTS 5,080 2,763 3,192 416,876 419,193 425,148 425,148 688 688 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,333) -4 1,896 -908 3,509 1,609 2,597 2,597 -264 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.6 0.7 97.9 98.4 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 3 19 19 22 22 PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,527,464 COMMITMENTS 64,193 64,438 21,904 1441367 1441122 1527464 1527464 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -66,463) 64 9,016 -2,024 -64,503 -73,063 -66,463 -66,071 0 -392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.2 4.2 1.4 94.4 94.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 4 6 3 36 41 41 49 SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 400 Megawatt Hours) OPEN INTEREST: 64,407 COMMITMENTS 3,756 4,649 976 59,650 58,757 64,382 64,382 25 25 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,766) 588 1,568 -284 -5,070 -6,050 -4,766 -4,766 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 7.2 1.5 92.6 91.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 5 3 19 20 25 26 CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (Contracts of 25 Megawatt Hours) OPEN INTEREST: 484,437 COMMITMENTS 0 11,494 7,090 477,347 465,853 484,437 484,437 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -50,948) 0 656 -656 -50,292 -50,948 -50,948 -50,948 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 1.5 98.5 96.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 1 17 17 18 20 PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 430,036 COMMITMENTS 424 1,544 0 429,612 428,492 430,036 430,036 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 219) 0 0 0 219 219 219 219 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.4 0.0 99.9 99.6 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 1 2 0 29 28 30 30 PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 39,283 COMMITMENTS 295 319 274 37,416 37,379 37,985 37,972 1,298 1,311 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,132) -113 -97 -275 -2,187 -1,799 -2,575 -2,171 443 39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.7 95.2 95.2 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 1 2 25 21 29 23 PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 48,526 COMMITMENTS 995 6 92 46,984 48,387 48,071 48,485 455 41 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,041) 988 6 -6 -4,235 -3,035 -3,253 -3,035 212 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.2 96.8 99.7 99.1 99.9 0.9 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 1 1 35 30 37 31 PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 65,804 COMMITMENTS 1,255 6 92 63,935 65,681 65,282 65,779 522 25 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,199) 1,193 6 -6 -5,567 -4,096 -4,380 -4,096 181 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 0.1 97.2 99.8 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 1 1 33 30 35 31 MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,105 COMMITMENTS 0 0 0 16,985 16,985 16,985 16,985 120 120 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,127) 0 0 0 -1,117 -1,127 -1,117 -1,127 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 99.3 99.3 99.3 99.3 0.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 17 12 17 12 MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 273,272 COMMITMENTS 0 424 0 273,272 272,848 273,272 273,272 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5,264) -392 0 0 5,656 5,264 5,264 5,264 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 1 0 25 19 25 20 ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 7,914 COMMITMENTS 1,020 0 0 6,784 7,829 7,804 7,829 110 85 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -864) -88 -44 0 -864 -710 -952 -754 88 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.0 0.0 85.7 98.9 98.6 98.9 1.4 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 15 16 16 16 MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 20,320 COMMITMENTS 0 350 0 20,320 19,835 20,320 20,185 0 135 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,855) 0 -150 0 -1,850 -1,705 -1,850 -1,855 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 100.0 97.6 100.0 99.3 0.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 2 0 21 15 21 17 MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,275 COMMITMENTS 0 75 0 21,095 21,140 21,095 21,215 180 60 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -290) 0 0 0 -290 -270 -290 -270 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 99.2 99.4 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 24 19 24 20 MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 Mwh OPEN INTEREST: 18,699 COMMITMENTS 163 126 0 18,218 17,722 18,381 17,848 318 851 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -880) -67 44 -66 -678 -706 -811 -728 -69 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.7 0.0 97.4 94.8 98.3 95.4 1.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 1 0 24 21 25 22 ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 58,477 COMMITMENTS 300 5,339 30 57,873 52,856 58,203 58,225 274 252 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,745) -25 -1,095 30 -4,762 -3,632 -4,757 -4,697 12 -48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 9.1 0.1 99.0 90.4 99.5 99.6 0.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 3 1 31 30 34 33 ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 71,885 COMMITMENTS 0 12,111 750 71,135 58,882 71,885 71,743 0 142 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,374) -131 -1,076 -72 -4,165 -3,313 -4,368 -4,461 -6 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 16.8 1.0 99.0 81.9 100.0 99.8 0.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 0 11 4 34 35 38 46 PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 45,765 COMMITMENTS 1,285 0 310 44,050 45,455 45,645 45,765 120 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,275) 375 0 310 -5,070 -4,585 -4,385 -4,275 110 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 0.0 0.7 96.3 99.3 99.7 100.0 0.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 1 23 13 25 14 PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 52,070 COMMITMENTS 2,275 0 165 49,380 51,905 51,820 52,070 250 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,230) 1,495 0 165 -5,080 -3,395 -3,420 -3,230 190 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 0.0 0.3 94.8 99.7 99.5 100.0 0.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 1 24 14 26 15 ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 351,589 COMMITMENTS 29,099 24,543 6,009 316,481 321,037 351,589 351,589 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -19,910) 113 -1,985 441 -20,464 -18,366 -19,910 -19,910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 7.0 1.7 90.0 91.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 3 2 25 30 28 35 ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 25,883 COMMITMENTS 5,122 2,281 444 20,235 23,092 25,801 25,817 82 66 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -515) -284 -321 128 -272 -344 -428 -537 -87 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 8.8 1.7 78.2 89.2 99.7 99.7 0.3 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 5 5 26 30 32 39 CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 32,725 COMMITMENTS 129 3,571 1,282 31,314 27,872 32,725 32,725 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -480) -78 255 -154 -248 -581 -480 -480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 10.9 3.9 95.7 85.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 2 14 14 19 20 PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 325,249 COMMITMENTS 0 0 0 325,249 325,249 325,249 325,249 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -22,096) 0 -784 0 -22,096 -21,312 -22,096 -22,096 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 0 0 18 15 18 15 PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800 MWh OPEN INTEREST: 28,204 COMMITMENTS 739 0 0 26,853 27,613 27,592 27,613 612 591 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,092) -1 -217 0 -2,342 -1,936 -2,343 -2,153 251 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 0.0 0.0 95.2 97.9 97.8 97.9 2.2 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 0 15 16 18 16 NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 119,706 COMMITMENTS 0 6,272 0 119,706 113,434 119,706 119,706 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -8,624) 0 -392 0 -8,624 -8,232 -8,624 -8,624 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.0 100.0 94.8 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 10 11 10 12 NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,753 COMMITMENTS 1,967 0 239 12,461 14,136 14,667 14,375 86 378 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,296) -438 0 0 -879 -1,208 -1,317 -1,208 21 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.0 1.6 84.5 95.8 99.4 97.4 0.6 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 0 2 20 20 24 22 NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50 Mwh OPEN INTEREST: 175,808 COMMITMENTS 15,101 0 1,586 159,121 174,222 175,808 175,808 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -23,928) -3,086 0 0 -20,842 -23,928 -23,928 -23,928 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 0.0 0.9 90.5 99.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 0 1 16 22 19 23 NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 800MWh OPEN INTEREST: 14,212 COMMITMENTS 258 1,095 63 13,891 12,716 14,212 13,874 0 338 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -551) 258 -4 0 -809 -590 -551 -594 0 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 7.7 0.4 97.7 89.5 100.0 97.6 0.0 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 22 22 24 25 NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 162,746 COMMITMENTS 3,172 0 2,757 156,817 159,989 162,746 162,746 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,193) 288 -96 96 -6,577 -6,193 -6,193 -6,193 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 0.0 1.7 96.4 98.3 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 0 2 20 17 22 19 NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 8,815 COMMITMENTS 0 900 0 8,575 7,855 8,575 8,755 240 60 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 265) 0 600 0 275 -325 275 275 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 10.2 0.0 97.3 89.1 97.3 99.3 2.7 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 11 14 13 PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 400MWh OPEN INTEREST: 18,171 COMMITMENTS 25 0 0 18,146 18,171 18,171 18,171 0 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 1,259) 0 0 0 1,259 1,259 1,259 1,259 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.0 99.9 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 13 19 14 19 PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 11,395 COMMITMENTS 0 1,480 0 11,275 9,915 11,275 11,395 120 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -125) 0 100 0 -120 -220 -120 -120 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.0 0.0 98.9 87.0 98.9 100.0 1.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 22 16 22 17 PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Any Multiple of 800 800MWhs OPEN INTEREST: 17,340 COMMITMENTS 6,375 510 0 10,455 16,830 16,830 17,340 510 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -752) 0 0 -92 -915 -660 -1,007 -752 255 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.8 2.9 0.0 60.3 97.1 97.1 100.0 2.9 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 1 0 8 7 13 8 PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,215 COMMITMENTS 0 375 0 21,915 21,765 21,915 22,140 300 75 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -705) 0 -75 0 -690 -705 -690 -780 -15 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 0.0 98.6 98.0 98.6 99.7 1.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 14 20 15 PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,860 COMMITMENTS 0 375 0 18,340 18,435 18,340 18,810 520 50 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -765) 0 -75 0 -900 -675 -900 -750 135 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.0 0.0 97.2 97.7 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 13 17 14 PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 19,969 COMMITMENTS 700 0 0 19,149 19,969 19,849 19,969 120 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,965) 100 -75 0 -2,185 -1,890 -2,085 -1,965 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 0.0 0.0 95.9 100.0 99.4 100.0 0.6 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 0 0 18 16 20 16 PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 18,529 COMMITMENTS 250 0 0 17,950 18,519 18,200 18,519 329 10 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,705) 0 0 0 -2,034 -1,715 -2,034 -1,715 329 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 0.0 0.0 96.9 99.9 98.2 99.9 1.8 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 0 0 17 14 18 14 PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,405 COMMITMENTS 0 100 0 20,650 21,305 20,650 21,405 755 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,155) 0 -200 0 -1,320 -955 -1,320 -1,155 165 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 96.5 99.5 96.5 100.0 3.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 12 15 13 PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 16,305 COMMITMENTS 0 50 0 15,635 16,135 15,635 16,185 670 120 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,045) 0 0 0 -1,330 -1,045 -1,330 -1,045 285 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 0.0 95.9 99.0 95.9 99.3 4.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 19 12 19 13 PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,620 COMMITMENTS 0 50 200 16,990 17,250 17,190 17,500 430 120 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -825) 0 -200 200 -1,170 -825 -970 -825 145 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.3 1.1 96.4 97.9 97.6 99.3 2.4 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 21 15 22 17 PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 114,462 COMMITMENTS 3,045 550 0 111,297 113,862 114,342 114,412 120 50 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -9,252) 1,535 -80 -50 -10,857 -9,172 -9,372 -9,302 120 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 0.5 0.0 97.2 99.5 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 2 0 33 34 37 36 PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 126,530 COMMITMENTS 4,123 1,783 177 122,190 124,425 126,490 126,385 40 145 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,677) 2,035 -220 -375 -8,377 -6,140 -6,717 -6,735 40 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 1.4 0.1 96.6 98.3 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 6 5 2 37 34 43 41 PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 148,477 COMMITMENTS 6,014 13,517 8,030 134,163 126,829 148,207 148,376 270 101 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -7,635) -1,288 -100 -946 -5,292 -6,043 -7,526 -7,089 -109 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 9.1 5.4 90.4 85.4 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 7 13 10 46 40 60 56 PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 106,033 COMMITMENTS 1,510 2,075 2,200 102,067 101,678 105,777 105,953 256 80 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -2,898) -225 -210 -125 -2,535 -2,553 -2,885 -2,888 -13 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.0 2.1 96.3 95.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 3 3 2 40 34 45 37 PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,200 COMMITMENTS 95 615 60 20,970 20,475 21,125 21,150 75 50 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,765) -275 -245 0 -1,565 -1,510 -1,840 -1,755 75 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 2.9 0.3 98.9 96.6 99.6 99.8 0.4 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 3 1 23 14 24 18 PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 17,030 COMMITMENTS 0 175 25 16,995 16,780 17,020 16,980 10 50 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,305) 0 125 -125 -1,170 -1,275 -1,295 -1,275 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.0 0.1 99.8 98.5 99.9 99.7 0.1 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 21 11 22 12 AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 mwh OPEN INTEREST: 29,143 COMMITMENTS 339 0 0 28,759 29,098 29,098 29,098 45 45 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,730) 5 -300 -5 -1,725 -1,405 -1,725 -1,710 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 0.0 0.0 98.7 99.8 99.8 99.8 0.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 0 0 28 28 30 28 MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 Mwh OPEN INTEREST: 14,100 COMMITMENTS 0 0 0 13,920 14,100 13,920 14,100 180 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 715) 0 0 0 535 715 535 715 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 98.7 100.0 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 18 16 18 16 NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 27,152 COMMITMENTS 2,670 1,900 50 24,187 24,862 26,907 26,812 245 340 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -952) -55 130 -50 -952 -1,342 -1,057 -1,262 105 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.0 0.2 89.1 91.6 99.1 98.7 0.9 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 1 20 24 26 27 NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,781 COMMITMENTS 495 160 40 22,125 22,351 22,660 22,551 121 230 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,498) -115 90 -90 -1,330 -1,728 -1,535 -1,728 37 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.7 0.2 97.1 98.1 99.5 99.0 0.5 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 19 22 20 NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 34,207 COMMITMENTS 465 786 205 33,490 33,201 34,160 34,192 47 15 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -445) -95 -400 155 -502 -150 -442 -395 -3 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 2.3 0.6 97.9 97.1 99.9 100.0 0.1 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 4 5 30 28 35 34 NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 22,840 COMMITMENTS 510 120 0 21,870 22,680 22,380 22,800 460 40 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -901) 510 15 -195 -1,266 -751 -951 -931 50 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 0.5 0.0 95.8 99.3 98.0 99.8 2.0 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 2 0 25 20 26 22 NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 21,117 COMMITMENTS 0 1,055 0 21,076 20,042 21,076 21,097 41 20 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 455) 0 465 0 496 347 496 812 -41 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.0 0.0 99.8 94.9 99.8 99.9 0.2 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 19 19 19 21 NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 15,161 COMMITMENTS 0 575 0 15,075 14,390 15,075 14,965 86 196 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -352) 0 275 0 -324 -609 -324 -334 -28 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.8 0.0 99.4 94.9 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 16 14 16 16 PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1 MW OPEN INTEREST: 35,806 COMMITMENTS 499 600 0 35,122 35,001 35,621 35,601 185 205 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,803) -565 -300 -10 -1,213 -1,483 -1,788 -1,793 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.7 0.0 98.1 97.8 99.5 99.4 0.5 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 1 0 28 26 31 27 PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 15,220 COMMITMENTS 810 0 21 14,269 15,199 15,100 15,220 120 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -734) -185 0 21 -570 -755 -734 -734 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 0.0 0.1 93.8 99.9 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 0 1 22 16 23 17 PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88 FUTURES ONLY POSITIONS AS OF 01/12/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 50MWh OPEN INTEREST: 14,439 COMMITMENTS 1,428 100 0 12,326 14,339 13,754 14,439 685 0 CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 7) -515 -25 0 -33 32 -548 7 555 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 0.7 0.0 85.4 99.3 95.3 100.0 4.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 23 15 24 16
Updated January 15, 2016